數學與統計學院教師簡介---楊善朝

楊善朝

教授、碩士生導師(學術型、專業型)

概率極限理論、統計大樣本理論、非參數估計、金融數學

  1.本科生課程：《概率論與數理統計》、《時間序列分析》

  2、研究生課程：《現代非參數估計》、《投資組合與金融風險》

     (研究生要求：數學專業或統計學專業)

1.國家自然科學基金

[1]隨機域的空間非參數估計及其應用,國家自然科學基金(11461009),36萬元，2015.01-2018.12，主持

[2]風險度量的非參數估計方法及其應用，國家自然科學基金(11061007)，2011.1-2013.12, 26萬，主持

[3]非參數似然方法及其應用,國家自然科學基金(11261009),2013.01 - 2016.12, 45萬，排名第二

[4]現代數理統計模型幾種估計方法的研究，國家自然科學基金，2002-2004，13萬元，主持

2.廣西自然科學基金

[1]國家自然科學基金(11461009),隨機域的空間非參數估計及其應用,36萬元，2015.01-2018.12，主持

[2] 國家自然科學基金(11061007)，風險度量的非參數估計方法及其應用， 2011.1-2013.12, 26萬，主持

[3] 國家自然科學基金(11261009),非參數似然方法及其應用, 2013.01 - 2016.12, 45萬，排名第二

[4] 廣西自然科學基金（2011GXNSFA018133），條件風險值CVaR的估計及其應用， 3.5萬元，2011.03-2014.03，主持

*出版教材：

[1] 楊善朝,張軍艦. SPSS統計軟件應用基礎，廣西師范大學出版社，2002，2010

[2] 王成名,余鑫輝,楊善朝, 蘇締熙,秦永松，張軍艦. 應用概率統計，廣西師范大學出版社，2002

[3] 陳元芳，楊善朝. 綜合數學教育·理論篇, 廣西師范大學出版社，2003

主要論文成果： 

[1] Xiutao Yang, Shanchao Yang, Xin Yang. Strong Consistency of Nonparametric Kernel Regression  Estimator for Strong Mixing Samples.Communication in Statistics- Theory and Methods.2017,46(21):10537-10548

[2] Guodong Xing,Shanchao Yang.Uniformly strong consistency of frequency polygons for negatively associated samples.Communications in Statistics – Simulation and Computation, 2017, 46(3): 2168-2175

[3] Shanchao Yang, Ping Xiang. Strong consistency of robust nonparametric kernel regression estimation for α-mixing processes. Advances and Applications in Statistics, 2017, 51(3): 231-244

[4] Guodong Xing, Shanchao Yang, Xin Liang.On the uniform consistency of frequency polygons for phi mixing samples.Journal of the Korean Statistical Society, 2015, 44 , 179–186

[5] GUO-DONG XING, SHAN-CHAO YANG,YONG-MING LI，Strong Consistency of Conditional Value-at-risk Estimate for?-mixing Samples，Communications in Statistics —Theory and Methods, 43: 5105–5113, 2014

[6] Guodong Xing, Shanchao Yang, On the precise rates in the law of the logarithm for positively associated sequence,RACSAM , 2013, 107:283–297

[7] Guo-dong Xing, Shan-chao Yang, Yan Liu, Ke-ming Yu. A note on the Bahadur representation of sample quantiles for α-mixing random variables,Monatsh Math (2012) 165: 579–596

[8] Guodong Xing, Shanchao Yang. A note on the convergence rate of strong law of large numbers for positively associated sequences. Communications in Statistics-Theory and Methods, 2012, 41: 1116-125

[9] Guodong Xing, Shanchao Yang. On the precise rates in the law of the logarithm for positively associated sequence. RACSAM (Revista de la Real Academia de Ciencias Exactas, FisicasyNaturales, Serie A. Matematicas ), 2012,DOI 10.1007/s13398-012-0071-9.

[10] Xin Yang, Shanchao Yang. The data-based choice of bandwidth for kernel quantile estimator of VaR.International Journal of Innovative Management, Information & Production,2011,3(1): 17-24

[11] Guo-dong Xing，Shan-chao Yang.On the strong convergence rate for positively associated random variables. Journal of Mathematical Analysis and Applications, 2011, 373(2): 422-431

[12] Guo-dong Xing, Shan-chao Yang. A remark on the Bahadur representation of sample quantiles for negatively associated sequences. Journal of the Korean Statistical Society, 2011, 40 (3):  277–280

[13] Yongming Li, Shanchao Yang, Chengdong Wei. Some inequalities for strong mixing random variables with applications to density estimation. Statistics and Probability Letters, 2011, 81(2): 250–258

[14] Guo-Dong Xing, Shan-Chao Yang.  Precise Rates in the Law of the Iterated Logarithm for Associated Random Variables. Communications in Statistics. Part A: Theory and Methods, 2011, 40(1): 130-144

[15] Guodong Xing, Shanchao Yang. On the maximal inequalities for partial sums of strong mixing random variables with applications. Thai Journal of Mathematics, 2011, 9(1): 11-19

[16] Guodong Xing, Shanchao Yang. Exponential inequality for a class of NOD random variables and its application, Wuhan University Journal of Natural Sciences, 2011, 16(1): 7-10.

[17] Keming Yu, Abdallah K. Ally, Shanchao Yang, David J. Hand. Kernel quantile-based estimation of expected shortfall. The Journal of Risk, 2010, 12(4): 1-18

[18] Xianglan Wei，Shanchao Yang, Keming Yu, Xin Yang, Guodong Xing，Bahadur representation of linear kernel quantile estimator of VaRunder α-mixing assumptions，Journal of Statistical Planning and Inference, 140 (2010) 1620–1634

[19] Guodong Xing, Shanchao Yang, Some Exponential Inequalities for Positively Associated Random Variables and Rates of Convergence of the Strong Law of Large Numbers, J. Theor. Probab. 23 (2010), 169–192, DOI 10.1007/s10959-008-0205-3

[20] Guodong Xing, Shanchao Yang.  An Exponential Inequality for Strictly Stationary and Negatively Associated Random Variables. Communications in Statistics -- Theory and Methods, 2010,  39: 340–349

[21] Yongning Li, Chengdong Wei and Shanchao Yang. The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences. Communications in Statistics -- Theory and Methods, 2010, 39: 3585–3595

[22] Guodong Xing, Shanchao Yang, Ailin Liu, Xiangping Wang, A remark on the exponential inequality for negatively associated random variables Journal of the Korean Statistical Society, 38 (2009) 53-57

[23] Guodong Xing, Shanchao Yang, Aiwu Chen, A maximal moment inequality for α-mixing sequences and its applications, Statistics and Probability Letters 79 (2009) 1429-1437

[24] 何琳,楊善朝.α-混合隨機域邊緣頻率插值的漸近方差性. 廣西師范大學學報(自然科學版)  出版日期：2018  卷號：第36卷  期號：第1期  頁碼：88-94  ISSN：1001-6600

[25] 陽向軍,楊善朝. 資本資產定價模型在中國滬市的應用與檢驗——基于行業分組方法. 廣西師范大學學報(自然科學版),2017,35(4)：49-57.  ISSN：1001-6600

[26] 鄭麗霞,楊善朝,王章俊. KL分位數估計的Bahadur表示.廣西師范大學學報(自然科學版), 2015,1:80-85

[27] 羅中德,楊善朝. 混合序列下CVaR估計的漸近性質.數學學報, 2013,56(6),851-870

[28] 李永明,郭建華，楊善朝. 一類混合序列生成的線性過程誤差半參數回歸模型小波估計的Berry_Esseen界.應用數學學報,2013,36(6),1020-1036

[29] 梁丹,楊善朝,蒙玉波. NOD序列樣本分位數的Bahadur表示.工程數學學報,2013,30(1), 77-85

[30]楊善朝, 梁丹.φ混合樣本下頻率插值密度估計的強相合性.廣西師范大學學報:自然科學版,2012,30(3):16-21.

[31]崔永君,楊善朝,梁丹.LNQD樣本最近鄰密度估計的相合性.廣西師范大學學報:自然科學版,2012, 30(2): 59-65.

[32] 羅中德，楊善朝.  ρ混合過程下變窗寬局部M-估計的強相合性. 應用概率統計，2011, 27(5): 533-542.

[33] 黃敢基, 楊善朝. 可轉換期權定價及其風險管理參數的MC模擬. 廣西大學學報(自然科學版), 2010，35(6)，1069-1073.

[34] 熊思燦, 錢永江, 楊善朝.帶重置條款的可轉債定價模型及其實證研究. 數學的實踐與認識，2010,40(2): 33-39

[35]熊思燦,楊善朝.基于t分布的VaR的次可加性. 數理統計與管理，2010, 29(3), 450-455

[36] 趙 翌, 楊善朝.α混合序列下的核密度估計量的漸近正態性. 工程數學學報, 2010, 27(4), 605-611

[37] 劉靜,楊善朝. 期望損失ES的非參數估計, 工程數學學報，2009 26(4),577-585

[38] 謝佳利,夏 師,楊善朝. VaR在基金風險評價中的應用, 統計與決策，2009年第 1 期

[39] 趙翌,楊善朝. α混合序列下的核密度估計量的相合性, 應用數學, 2009, 22 (4) : 807-814

[40]邢國東,楊善朝.負相協隨機變量的指數不等式，數學物理學報，2009　29A（6），1679-1688

l 人才稱號與榮譽

2013年： 廣西終身教授

 2011年: 廣西高等學校教學名師獎

l 科研獎勵

[1]楊善朝 邢國東 相依隨機變量序列不等式及其應用，廣西自然科學獎三等獎，2010-Z-3-001-01

l 教學獎勵

[1]楊善朝,張軍艦,鄧國和，黎玉芳，梁鑫，熊文俊，丁娟，黃遠敏，晏振.概率論與應用統計系列課程的教學改革與實踐.廣西高等教育教學成果獎二等獎,2017

曾任中國概率統計學會理事、中國現場統計學會理事、廣西統計學會常務理事、桂林市數學會理事長。