Lie Wang's Home Page

Department of Statistics
Wharton School
University of Pennsylvania

400 Huntsman Hall
3730 Walnut Street
Philadelphia, PA 19104-6340

Phone: 898-1250
Email: liewang at wharton dot upenn dot edu

Research Interests

  • Nonparametric function estimation.
  • High dimensional sparse regression.
  • Semi-parametric models.
  • Functional data analysis.

Papers and Technical Reports

Wang, L., Brown, L. D., Cai, T. & Levine, M. (2008).
Effect of mean on variance function estimation in nonparametric regression.
The Annals of Statistics, Vol. 36, No. 2, 646–664.

Cai, T., Levine, M. & Wang, L. (2006).
Variance function estimation in multivariate nonparametric regression.
Journal of Multivariate Analysis, to appear.

Cai, T. & Wang, L. (2007).
Adaptive variance function estimation in heteroscedastic nonparametric regression.
The Annals of Statistics, to appear.

Wang, L., Brown, L. D. & Cai, T. (2007).
A difference based approach to semiparametric partial linear model.
Technical report.

Talk at JSM 2007 (Salt Lake City)

Talk at INFORMS 2007 (Seattle)

Teaching

Statistics 430: Probability (Summer 2006)

Statistics 102 (Summer 2008)

Other Links

Link to my fellow students and professors

Institute of Mathematical Statistics