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University of Colorado Denver Business School, offering Bachelor, MBA, MS, and PhD degrees

Business School, University of Colorado Denver
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Cheng Yong Tang, Assistant Professor of Decision Sciences

Education

  • Ph.D in Statistics, Iowa State University, 2008, Advisor: Song X. Chen.
  • M.S. in Statistics, National University of Singapore, 2003.
  • B.S. in Management Science and Computer Science, University of Science and Technology of China, 2001.


Course​s Taught

  • Data Mining DSCI 6828
  • ​Data Analysis for Managers BUSN 6530

Are​as of Expertise

  • Empirical Likelihood and Computer Intensive Statistical Methods
  • High Dimensional Data Analysis and Variable Selection
  • Financial Econometrics and Nonparametric Methods
  • Analysis of Missing Values​


Selected P​ublications

A​rticles

  • Liu, C. and Tang, C.Y. (2014). A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data. Journal of Econometrics. To appear.
  • Zhang, W., Leng, C. and Tang, C.Y. (2014). A joint modeling approach for longitudinal studies. Journal of the Royal Statistical Society, Series B. To appear.
  • Tang, C.Y. and Wu, T.T. (2013). Nested coordinate descent algorithms for empirical likelihood. Journal of Statistical Computation and Simulation. To appear.
  • Chang, J., Tang, C.Y. and Wu, Y. (2013). Marginal empirical likelihood and sure independence screening. The Annals of Statistics. 41, 2132-2148.
  • Liu, C. and Tang, C.Y. (2013). A state space model approach to integrated covariance matrix estimation with high frequency data. Statistics and Its Interface.6, 463-475.
  • Tang, C.Y. and Fan, Y. (2013). Discussion of "Large covariance estimation by thresholding principal orthogonal complements". Journal of the Royal Statistical Society, Series B. 75, 671.
  • ​Fan, Y. and Tang, C.Y. (2013). Tuning parameter selection in high dimensional penalized likelihood. Journal of the Royal Statistical Society, Series B. To appear.
  • Chen, S.X., Qin, J. and Tang, C.Y. (2013). Mann-Whitney test with adjustments to pre-treatment variables for missing values and observational study​. Journal of the Royal Statistical Society, Series B. 75, 81-102.
  • Tang, C.Y. and Qin, Y. (2012). An efficient empirical likelihood approach for estimating​ equations with missing data. Biometrika. 99, 1001-1007.
  • Leng, C. and Tang, C.Y. (2012). Sparse matrix graphical models. Journal of the American Statistical Association. 107, 1187-1200.
  • Leng, C. and Tang, C.Y. (2012)​. Penalized empirical likelihood and growing dimensional general estimating equations. Biometrika. 99, 703-716.
  • Tang, C.Y. and Leng, C. (2012). An empirical likelihood approach to quantile regression with auxiliary information. Statistics and Probability Letters. 82, 29-36​.
  • Tang, C.Y. and Leng, C. (2011). Empiric​al likelihood and quantile regression in longitudinal data analysis. Biometrika. 98, 1001-1006.
  • Chen, S.X. and Tang, C.Y. (2011). Nonparametric regression with discrete covariates and missing values. Statistics and Its I​​nterface. 4, 463-474.
  • Chen, S.X. and Tang, C.Y. (2011). Properties of census dual system population size estimators. Internation​​al Statistical Review. 79, 336-361.
  • Leng, C. and Tang, C.Y. (2011). Improving variance function estimation in semiparametric longitudinal data an​​alysis. The Canadian Journal of Statistics. 39, 656-670.
  • Tang​, C.Y. and Leng, C. (2010). Penalized high dimensional empirical likelihood. Biometrika. 97, 905-920.
  • Chen, S.X., Tang, C.Y. and Mule, V. T. (2010). Local post-stratification in dual system accuracy and co​​verage evaluation for the US Census. Journal of the American Statistical Association. 105, 105-119.
  • Tang, C.Y. and Chen, S.X. (2009). Parameter estimation and bias correction for diffusion processes. Journal o​​f Econometrics. 149, 65-81.
  • Chen, S.X., Gao, J. and Tang, C.Y. (2008). A test for model specification of diffusion processes. The Annals o​​f Statistics. 36, 167-198.
  • Chen, S.X. and Tang, C.Y. (2005). Nonparametric inference of v​alue at risk for dependent financial returns. Journal of Financial Econometrics. 3, 227-255.
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