statistician

Resume Chun-Lin Fan **/**/****

Department of Mathematics, Washington University in St. Louis, Saint Louis, MO 63130

Email: ****@******.*****.*** ▪ Phone:314-***-**** ▪ Web: http://www.artsci.wustl.edu/~cfan

Summary of Qualifications:

* PhD candidate in mathematical Statistics

* Experiences of using computational techniques for implementing statistical and mathematical models (e.g. SAS, R,MATLAB, MAPLE, MATHEMATICA)

* Extensive experiences that I have applied mathematical and statistical techniques to solve real-world problems (e.g. I have taken part in three mathematical modeling contests in China and the United States of America)

* Quick learner and team player

* Excellent written and oral communication skills

Professional Skills:

* Statistics: Regression, Point Estimation and Hypothesis Testing, Statistical computation, Survival analysis, Design of statistical Experiment, Statistical machine learning, longitudinal data analysis, Monte-Carlo Simulation.

* Time Series analysis: Stationary and Non-stationary time series( e.g. ARMA, ARIMA models etc), Unit Roots Testing, Cointegration, Trend and Cycle Decomposition

* Mathematical modeling, Optimization techniques (e.g. linear and nonlinear

Programming etc)

* Economics and Finance: Basic understanding of financial markets, financial modeling.

* Computer skills: proficiently using R, SAS, S-plus, MATLAB to do statistical data analysis, familiar with econometrical software (e.g.Gauss, Eviews) and proficiently using LaTeX, MicroSoft Word, Excel and PowerPoint.

Education:

PhD candidate in statistics, Washington University in St.louis, Missouri, expected in May 2009

Thesis Advisor: Professor Werner Ploberger and Professor Stanley Sawyer

Master, Washington University in St.louis, Missouri, 2007

Major: Statistics

Master, Hong Kong University of Science and Technology, HKSAR 2004

Major: Mathematics

Bachelor, Sichuan University, People Republic of China, 2000

Major: Mathematics

Research Interest:

Asymptotic statistics, Multivariate statistics (Copula theory), Survival analysis,

Financial Econometrics, Time Series Econometrics, Empirical Process with

applications in statistics.

Academic Achievements and Awards:

* University Fellowship and Scholarship, WUSTL 2004-Present

* Scholarship, HKUST 2002-2004

* Excellent Graduate Student, Sichuan University 2000

* The FIRST Class Innovation Award, Sichuan University 2000

* Successful Participant in the Mathematical Contest in Modeling, U.S.A 2000

* The FIRST class Prize of China National Mathematical Contest in Modeling

(Topmost competition for undergraduates in China) 1998

* The SECOND class Prize of China National Mathematical Contest in Modeling

(Topmost competition for undergraduates in China) 1997

* Distinguished undergraduate Scholarship, Sichuan University 1997-2000

(Topmost Scholarship in SCU)

* Proctor &Gamble Corporation ( China) Award 1999

* The third class Prize of China National Olympic Chemistry Competition 1995

* The third class Prize of Biology Contest in Sichuan Province, 1993

Working papers:

* Fan,C.(2008), “Statistical inference for the distributions with the Pareto type”

* Fan,C.(2008), “Measure of concordance of order statistics”

* Fan,C.(2008), “Family of generators of Archimedean copula”

* Fan,C.(2008), “A new construction of 3-dimensional Archimedean copula”

* Fan,C.(2008), “ The relationship between Spearman’s rho and Kendall’s tau”

* Fan,C.(2008), “ A Cramer-von Mises test of Archimedean Survival copula”

* Fan,C.(2008), “ Model selection for Archimedean copulas”, in progress

Mathematical contest in modeling:

* The United States Mathematical Contest in Modeling Contest Paper: Management in Air

Transportation 2000

* China National mathematical contest in Modeling Contest Paper: Risk Evaluation in Stock

Investment 1998

* China National mathematical contest in Modeling Contest Paper: The Optimum Method

in Material Cutting 1997

Selected Projects:

* Trend and cycle decomposition in US real GDP, 11/2007

* Inference on quantile regression and quantile autoregression 10/2007

* Nonlinear transformation of integrated process 04/2007

* Environmental factors in Parkinson’s disease: a case-control study, 12/2006

* GEE method in longitudinal study, 11/2006

Course work:

Mathematical Statistics, Statistical computation (SAS), Survival analysis, Epidemiology, Clinical trials

and study design, Experimental design, Statistical machine learning, longitudinal data analysis, time

series Econometrics , Introduction to econometrics, advanced topics in econometrics,

Introduction to financial modeling, stochastic process etc

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