Yebin Cheng

Office: Xuri Building 712


Research interest:statistical analysis of data, actuarial science


  • 2002.12-2007.09  Tinbergen Institute and Department of quantitative economics, University of Amsterdam, Ph.D.

  • 2000.09-2002.10  Department and Statistics and Finance, University of science and Technology, Ph.D.

Work Experience

  • since 2015.02    Glorious Sun School of Business and Management, Donghua University

  • 2008.01-2015.01  School of Statistics and Management, Shanghai University of Finance and Economics

Academic Experience

  • 2000.9    School of Physical & Mathematical Sciences, Nanyang Technological University

  • 2010.3-2010.8  School of Economics, the University of Adelaide

  • 2011.8-2011.9,2012.1,2012.7-2013.2  Department of Mathematics, Baptist University of Hong Kong


Chapters, Academic Books, and Textbooks

  • He, F., Cheng, Y., & Tong, T. (2016). Estimation of high conditional quantiles using the hill estimator of the tail index. Journal of the Statistical Planning and Inference, 176 :64-77.

  • He, F., Cheng, Y., & Tong, T. (2016). Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles. Statistics & Probability Letters, 30-37.

  • Cheng, Y., Gao, D. & Tong, T. (2015). Bias variance reduction in estimating the proportion of true null hypotheses. Biostatistics, 16(1):189-204.

  • Cheng, Y. & Zerom, D. (2015). A quantile regression models for time series data in presence of additive component. Communications in Statistics-Theory and Methods, 44(20):4354-4379.

  • Zhou, Y., Cheng, Y., Lie, W., & Tong, T. (2015). Optimal difference-based variance estimation in heteroscedestic nonparametric regression. Statistica Sinica, 1377-1397.

  • Cheng, Y., Jan G., De, G., & Dawit, Z. (2011). Efficient estimation of an additive quantile regression model. Scandinavian Journal of Statistics, 38(1): 46-62.

  • Cheng, Y., Jan, G., & De, G. (2009). Bahadur representation for the nonparametric M-estimator under-mixing Dependence. Statistics, 43(5): 443-462.

  • Cheng, Y., Jan, G., & De, G. (2007). On the UTH geometric conditional quantile. Journal of the Statistical Planning and Inference, 1914-1930.

  • Cheng, Y. & Tang, Q. (2006). Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model. Southeast Asian Bull. Math, 427-438.

  • Cheng, Y. & Tang, Q. (2003). Moments of the surplus before ruin and the deficit at ruin in Erlang (2) risk process. North American Actuarial Journal, 7(1): 1-12.

  • Cheng, Y., Tang, Q., & Yang, H. (2002). Approximations for moments of deficit at ruin with exponential and subexponential claims. Statistics & Probability Letters, 59(4): 367-378.

Teaching and Research Projects

  • 2013.1-2016.12  Nonparametric and Semiparametric Quantile Regression Models and Their Applications, National Natural Science Foundation of China.

  • 2009.8-2011.8  The Scientific Research Foundation for the Returned Overseas Chinese Scholar, Ministry of Education of China.

  • 2009.1-2010.12  Special Research Foundation for The Excellent Young Teachers in the Institutions of Higher Learning of Shanghai.