杨善朝

教授、硕士生导师(学术型、专业型)

概率极限理论、统计大样本理论、非参数估计、金融数学

  1.本科生课程：《概率论与数理统计》、《时间序列分析》

  2、研究生课程：《现代非参数估计》、《投资组合与金融风险》

     (研究生要求：数学专业或统计学专业)

1.国家自然科学基金

[1]随机域的空间非参数估计及其应用,国家自然科学基金(11461009),36万元，2015.01-2018.12，主持

[2]风险度量的非参数估计方法及其应用，国家自然科学基金(11061007)，2011.1-2013.12, 26万，主持

[3]非参数似然方法及其应用,国家自然科学基金(11261009),2013.01 - 2016.12, 45万，排名第二

[4]现代数理统计模型几种估计方法的研究，国家自然科学基金，2002-2004，13万元，主持

2.广西自然科学基金

[1]国家自然科学基金(11461009),随机域的空间非参数估计及其应用,36万元，2015.01-2018.12，主持

[2] 国家自然科学基金(11061007)，风险度量的非参数估计方法及其应用， 2011.1-2013.12, 26万，主持

[3] 国家自然科学基金(11261009),非参数似然方法及其应用, 2013.01 - 2016.12, 45万，排名第二

[4] 广西自然科学基金（2011GXNSFA018133），条件风险值CVaR的估计及其应用， 3.5万元，2011.03-2014.03，主持

*出版教材：

[1] 杨善朝,张军舰. SPSS统计软件应用基础，广西师范大学出版社，2002，2010

[2] 王成名,余鑫辉,杨善朝, 苏缔熙,秦永松，张军舰. 应用概率统计，广西师范大学出版社，2002

[3] 陈元芳，杨善朝. 综合数学教育·理论篇, 广西师范大学出版社，2003

主要论文成果： 

[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 forϕ-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,杨善朝.α-混合随机域边缘频率插值的渐近方差性. 广西师范大学学报(自然科学版)  出版日期：2018  卷号：第36卷  期号：第1期  页码：88-94  ISSN：1001-6600

[25] 阳向军,杨善朝. 资本资产定价模型在中国沪市的应用与检验——基于行业分组方法. 广西师范大学学报(自然科学版),2017,35(4)：49-57.  ISSN：1001-6600

[26] 郑丽霞,杨善朝,王章俊. KL分位数估计的Bahadur表示.广西师范大学学报(自然科学版), 2015,1:80-85

[27] 罗中德,杨善朝. 混合序列下CVaR估计的渐近性质.数学学报, 2013,56(6),851-870

[28] 李永明,郭建华，杨善朝. 一类混合序列生成的线性过程误差半参数回归模型小波估计的Berry_Esseen界.应用数学学报,2013,36(6),1020-1036

[29] 梁丹,杨善朝,蒙玉波. NOD序列样本分位数的Bahadur表示.工程数学学报,2013,30(1), 77-85

[30]杨善朝, 梁丹.φ混合样本下频率插值密度估计的强相合性.广西师范大学学报:自然科学版,2012,30(3):16-21.

[31]崔永君,杨善朝,梁丹.LNQD样本最近邻密度估计的相合性.广西师范大学学报:自然科学版,2012, 30(2): 59-65.

[32] 罗中德，杨善朝.  ρ混合过程下变窗宽局部M-估计的强相合性. 应用概率统计，2011, 27(5): 533-542.

[33] 黄敢基, 杨善朝. 可转换期权定价及其风险管理参数的MC模拟. 广西大学学报(自然科学版), 2010，35(6)，1069-1073.

[34] 熊思灿, 钱永江, 杨善朝.带重置条款的可转债定价模型及其实证研究. 数学的实践与认识，2010,40(2): 33-39

[35]熊思灿,杨善朝.基于t分布的VaR的次可加性. 数理统计与管理，2010, 29(3), 450-455

[36] 赵 翌, 杨善朝.α混合序列下的核密度估计量的渐近正态性. 工程数学学报, 2010, 27(4), 605-611

[37] 刘静,杨善朝. 期望损失ES的非参数估计, 工程数学学报，2009 26(4),577-585

[38] 谢佳利,夏 师,杨善朝. VaR在基金风险评价中的应用, 统计与决策，2009年第 1 期

[39] 赵翌,杨善朝. α混合序列下的核密度估计量的相合性, 应用数学, 2009, 22 (4) : 807-814

[40]邢国东,杨善朝.负相协随机变量的指数不等式，数学物理学报，2009　29A（6），1679-1688

l 人才称号与荣誉

2013年： 广西终身教授

 2011年: 广西高等学校教学名师奖

l 科研奖励

[1]杨善朝 邢国东 相依随机变量序列不等式及其应用，广西自然科学奖三等奖，2010-Z-3-001-01

l 教学奖励

[1]杨善朝,张军舰,邓国和，黎玉芳，梁鑫，熊文俊，丁娟，黄远敏，晏振.概率论与应用统计系列课程的教学改革与实践.广西高等教育教学成果奖二等奖,2017

曾任中国概率统计学会理事、中国现场统计学会理事、广西统计学会常务理事、桂林市数学会理事长。