个人信息：

兰伟，教授，博导

西南财经大学统计学院

电子邮箱：lanwei@swufe.edu.cn

简历：

2013年7月于北京大学光华管理学院取得经济学博士学位，同年进入西南财经大学统计学院工作。现为西南财经大学统计学院教授，博士生导师，北京大学商务智能研究中心研究员。

主持项目：

• 2022.01-2025.12：国家自然科学基金面上项目《大型协方差矩阵的结构化估计和检验》

• 2020.01-2024.12：国家自然科学基金重点项目《半参数集成回归推断》，子项目负责人

• 2016.01-2020.12：国家自然科学基金重点项目《大数据驱动的管理决策模型和算法》，子项目负责人

• 2015.01-2017.12：国家自然科学基金青年基金项目《高维近似因子模型框架下的多重检验及其应用》

• 2014.04-2014.12：中央高校基本科研业务费引进人才科研启动资助项目《多重检验的FDR控制理论在量化投资中的应用》
  

学术兼职：

成都市统计协会理事，《金融研究》、《管理科学学报》、《中国科学》、Journal of the American Statistical Association、The Annals of Statistics、Journal of Business & Economic Statistics、Journal of Econometrics、Annals of the Institute of Statistical Mathematics、Computational Statistics & Data Analysis、Journal of Multivariate Analysis等国内外著名期刊匿名审稿人。

代表性论文：

• Fang, K., Lan, W., Pu, D. & Zhang, Q. (2022). Spatial autoregressive models with generalized spatial disturbances, Statistica Sinica, in press.

• Fan, X., Lan, W., Zou, T. & Tsai, C.-L. (2022). Covariance model with general linear structure and divergent parameters, Journal of Business & Economic Statistics, in press.

• Fan, X., Lan, W., Zou, T. & Tsai, C.-L. (2022). Mutual influence regression model, Statistica Sinica, in press.
  

• Lei, B., Lan, W., Fang, N. & Zhou, J. (2022). Polynomial network autoregressive models with divergent orders, Science China Mathematics, Vol. 66, pp. 1073-1086.

• Xiao, B., Lei, B., Lan, W. & Guo, B. (2022). A blockwise network autoregressive model with application for fraud detection, Annals of the Institute of Statistical Mathematics, Vol. 74, pp. 1043-1065.  

• Zhang, R., Zhou, J., Lan, W. & Wang, H. (2022). A case study on the shareholder network effect of stock market data: An SARMA approach, Science China Mathematics, Vol.65 , pp. 2219-2242.

• Zhou, J., Lan, W. & Wang, H. (2022). Asymptotic covariance estimation by Gaussian random perturbation, Computational Statistics & Data Analysis, Vol. 171, no. 107459.

• Zou, T., Lan, W., Li, R. & Tsai, C.-L. (2022). Inference on covariance-mean regression, Journal of Econometrics, Vol. 230, pp. 318-338.

• Wu, J., Lan, W., Zou, T. & Tsai, C.-L. (2022). Inward and outward network influence analysis, Journal of Business & Economic Statistics, Vol. 40, pp. 1617-1628.

• Lan, W., Chen, X., Zou, T. & Tsai, C.-L. (2022). Imputations for high missing rate data in covariates via semi-supervised learning approach, Journal of Business & Economic Statistics, Vol. 40, pp.1282-1290.

• Feng, L., Lan, W., Liu, B. & Ma Y. (2022). High-dimensional test for alpha in linear factor pricing models with sparse alternatives, Journal of Econometrics, Vo. 229, pp. 152-175.
  

• Zou, T., Luo, R., Lan, W. & Tsai, C.-L. (2021). Network influence analysis, Statistica Sinica, Vol. 31, pp. 1727-1748.

• Lin, H., Liu, W. & Lan, W. (2021). Regression analysis with individual-specific patterns of missing covariates, Journal of Business & Economic Statistics, Vol. 39, pp. 179-188.

• Zhou, J., Ye, S., Lan, W. & Jiang, Y. (2021). The effect of social media on corporate violations: Evidence from Weibo posts in China, International Review of Finance, Vol. 21, pp. 966-988. 
  

• Zhou, J., Jiang, Y., Tam, O. K., Lan, W. & Ye, S. (2021). Success in completing cross-border acquisitions by emerging market firms: What matters?, The World Economy, Vol. 44, pp. 2128-2163.

• 贺平、兰伟、丁月 (2021). 我国股票市场可以预测吗？基于组合LASSO-logistic方法的视角, 统计研究, Vol. 38, pp. 82-96.

• Ma, S., Lan, W., Su, L. & Tsai, C.-L. (2020). Testing alpha in conditional time-varying factor models with high-dimensional assets, Journal of Business & Economic Statistics, Vol. 38, pp. 214-227.

• Ma, Y., Lan, W., Zhou, F. & Wang, H. (2020). Approximate least squares estimation for spatial autoregressive models with covariates, Computational Statistics & Data Analysis, Vol. 143, pp. 1-15.

• Kuang, K., Fan, X., Lan, W. & Wang, B. (2019). Nonparametric additive beta regression for fractional response with application to body fat data, Annals of Operations Research, Vol. 276, pp. 331-347.

• Luo, R., Liu, Y. & Lan, W. (2019). A penalized expected risk criterion for portfolio selection, China Finance Review International, Vol. 3, pp. 386-400.

• Lan, W. & Du, L. (2019). A factor-adjusted multiple testing procedure with application to mutual fund selection, Journal of Business & Economics Statistics, Vol. 37, pp. 147-157.

• Fang, F., Lan, W., Tong, J. & Shao, J. (2019). Model averaging for prediction with fragmentary data, Journal of Business & Economics Statistics, Vol. 37, pp. 517-527.

• Huang, D., Lan, W., Zhang, H. & Wang, H. (2019). Least squares estimation for social autocorrelation in large-scale networks, Electronic Journal of Statistics, Vol. 13, pp. 1135-1165.

• Du, L., Lan, W., Luo, R . & Zhong, P. (2018). Factor adjusted multiple testing of correlations, Computational Statistics & Data Analysis, Vol. 128, pp. 34-47.

• Zhou, J. & Lan, W. (2018). Investor protection and cross-border acquisitions by Chinese listed firms: The moderating role of institutional shareholders, International Review of Economics & Finance, Vol. 56, pp. 438-450.

• Lan, W., Feng, L. & Luo, R. (2018). Testing high dimensional linear asset pricing models, Journal of Financial Econometrics, Vol. 16, pp. 191-210.

• Lan, W., Fang, Z., Wang, H. & Tsai, C.-L. (2018). Covariance matrix estimation via network structure, Journal of Business & Economics Statistics, Vol. 36, pp. 359-369.

• Lan, W., Ma, Y., Zhao, J., Wang, H. & Tsai, C.-L. (2018). Sequential model averaging for high dimensional linear regression models, Statistica Sinica, Vol. 28, pp. 449-469.

• Lan, W., Pan, R., Luo, R. & Chen, Y. (2017). High dimensional cross-sectional dependence test under arbitrary serial correlation, Science China-Mathematics, Vol. 60, pp. 345-360.

• Zhong, P., Lan, W., Song, P. & Tsai, C.-L. (2017). Tests for covariance structures with high dimensional repeated measurements, The Annals of Statistics, Vol. 45, pp. 1185-1213.

• Luo, R. & Lan, W. (2017). Detecting homogeneous predictors in high dimensional panel model with a MCMC algorithm, Communication in Statistics-Simulation and Computation, Vol. 46, pp. 7376-7392.

• Zou, T., Lan, W., Wang, H. & Tsai, C.-L. (2017). Covariance regression analysis, Journal of the American Statistical Association, Vol. 112, pp. 266-281.

• Zhou, J., Lan, W. & Tang, Y. (2016). The value of institutional shareholders: Evidence from cross-border acquisitions by Chinese listed firms, Management Decision, Vol. 54, pp. 44-65.

• Zhou, J., Tam, O. & Lan, W. (2016). Solving agency problems in Chinese family firms-A law and finance perspective, Asian Business & Management, Vol. 15, pp. 57-82.

• Lan, W., Zhong, P., Li, R., Wang, H. & Tsai, C.-L. (2016). Testing a single regression coefficient in high dimensional linear models, Journal of Econometrics, Vol. 195, pp. 154-168.

• 严成樑、李涛、 兰伟 (2016). 金融发展、创新与二氧化碳排放, 金融研究, Vol. 1, pp. 14-23.

• Lan, W., Ding, Y., Fang, Z. & Fang, K. (2016). Testing covariates in high dimension linear regression with latent factors, Journal of Multivariate Analysis, Vol. 144, pp. 25-37.

• Ma, Y., Lan, W. & Wang, H. (2015). A high dimensional two-sample test under a low dimensional factor structure, Journal of Multivariate Analysis, Vol. 140, pp. 162-170.

• 罗荣华、 兰伟、杨云红 (2015). 基金排名与主动性水平：理论与实证, 中国管理科学, Vol. 8, pp. 158-167.

• Ma, Y., Lan, W. & Wang, H. (2015). Testing predictor significance with Ultra high dimensional multivariate responses, Computational Statistics & Data Analysis, Vol. 83, pp. 275-286.

• Lan, W., Luo, R., Tsai, C.-L., Wang, H. & Yang, Y. (2015). Testing the diagonality of a large covariance matrix in a regression setting, Journal of Business & Economic Statistics, Vol. 33, pp. 77-86.

• Zhou, J., Tam, O. & Lan, W. (2015). Are investor protection and ownership concentration substitutes in Chinese family firms, Emerging Markets Finance and Trade, Vol. 51, pp. 432-443.

• Lan, W., Wang, H. & Tsai, C.-L. (2014). Testing covariates in high dimensional regression, Annals of the Institute of Statistical Mathematics, Vol. 66, pp. 279-301.

• Lan, W., Wang, H. & Tsai, C.-L. (2012). A bayesian information criterion for portfolio selection, Computational Statistics & Data Analysis, Vol. 56, pp. 88-99.

• 罗荣华、 兰伟、杨云红 (2011). 基金的主动性管理提升了业绩吗, 金融研究, Vol. 10, pp. 127-136.