- Elected Member, International Statistical Institute (ISI)
- Editor-in-Chief, Statistical Papers, Springer (Berlin/Heidelberg)
- Topical Editor, Journal of Numerical Mathematics and Stochastics
- Editorial Board Member, Transactions of Tianjin University
- Member, CRM-SSC Prize Committee, Statistical Society of Canada
- Committee Member, Discovery Grants Evaluation Group for Mathematics and Statistics, Natural Sciences and Engineering Research Council of Canada (NSERC)
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Dr. Liqun Wang's research is mainly concerned with theory and methodology of complex data analysis, statistical computation, applied probability, and system identification. His current research includes data assimilation and ensemble Kalman filter; estimation in nonlinear models with errors-in-variables; inference in longitudinal and panel data models; boundary crossing probabilities (first passage time distributions) for diffusion processes; and Monte Carlo methods for statistical computation and numerical optimization. He is also interested in biostatistics, econometrics, and engineering applications.
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- Wang L, Lee CH. (2013). Discretization-based direct random sample generation. Computational Statistics and Data Analysis. Doi:10.1016/j.csda.2013.06.011.
- Wu G, Zheng X, Wang L, Zhang S, Liang X, Li Y. (2013). A new structure of error covariance matrices and their adaptive estimation in EnKF assimilation. Quarterly Journal of the Royal Meteorological Society, 139, 795-804. Doi:10.1002/qj.2002.
- Li D, Wang L. (2013). A semiparametric estimation approach for linear mixed models. Communications in Statistics - Theory and Methods, 42, 1982-1997. Doi:10.1080/03610926.2011.601837.
- Abarin T, Wang L. (2012). Instrumental variable approach to covariate measurement error in generalized linear models. Annals of the Institute of Statistical Mathematics, 64, 475-493.
Doi:10.1007/s10463-010-0319-0.
- Li H, Wang L. (2012). A consistent simulation-based estimator in generalized linear mixed models. Journal of Statistical Computation and Simulation, 82, 1085-1103. Doi:10.1080/00949655.2011.569721.
- Li, H., Wang, L. (2012). Consistent estimation in generalized linear mixed models with measurement error. Journal of Biometrics and Biostatistics, S7:007. Doi:10.4172/2155-6180.S7-007.
- Chen S, Hsiao C, Wang L. (2012). Measurement errors and censored structural latent variables models. Econometric Theory, 28, 696-703. Doi:10.1017/S0266466611000715.
- Abarin T, Li H, Wang L, Briollais L. (2012) On method of moments estimation in linear mixed effects models with measurement error on covariates and response with application to a longitudinal study of gene-environment interaction. Statistics in Biosciences, Doi:10.1007/s12561-012-9074-5.
- Wang, L, Hsiao, C. (2011). Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models. Journal of Econometrics, 165, 30-44. Doi:10.1016/j.jeconom.2011.05.004.
- Abarin, T. and Wang, L. (2009). Second-order least squares estimation of censored regression models. Journal of Statistical Planning and Inference, 139, 125-135.
- Wang, L. and Leblanc, A. (2008). Second-order nonlinear least squares estimation. Annals of the Institute of Statistical Mathematics, 60, 883-900.
- Sadatsafavi M, Moayyeri A, Wang L, Leslie WD. (2008). Heteroscedastic regression analysis for factors affecting bone mineral density monitoring. Journal of Bone and Mineral Research, 23, 1842-1849.
- Sadatsafavi M, Moayyeri A, Wang L, Leslie WD. (2008). Optimal decision criterion for detecting change in bone mineral density during serial monitoring: a Bayesian approach. Osteoporosis International, 19, 1589-1596.
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- Adaptive estimation of error covariance matrices in ensemble Kalman filter for data assimilation. International Workshop on the Perspectives on High-dimensional Data Analysis III, 2013.5.23-25, Pacific Institute for Mathematical Sciences, Vancouver, Canada.
- Semiparametric estimation of linear dynamic panel data models. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China, 2013.3.8.
- Statistical inference in econometric models with errors-in-variables or panel data. Institute of Quantitative and Technical Economics, Chinese Academy of Social Sciences, Beijing, China, 2013.3.6.
- Some statistical issues in the regression analysis with indirectly or imprecisely measured variables. Special Lecture on the Occasion of Mathematics of Planet Earth & International Year of Statistics, University of Northern British Columbia, Prince George, Canada, 2013.1.24.
- Second-order least squares estimation in linear dynamic panel data models. 11th Iranian Statistical Conference, 2012.8.28-30, Tehran, Iran.
- Second-order least squares estimation in dynamic panel data models. 17th International Panel Data Conference, July 8-10, 2011, Montreal, Canada.
- A weighted simulation-based estimator for incomplete longitudinal data. ICSA 2011 Applied statistics Symposium, June 26-29, 2011, New York, USA.
- Instrumental variable estimation in nonlinear models with covariate measurement error. The Eighth ICSA International Conference: Frontiers of Interdisciplinary and Methodological Statistical Research, December 19-22, 2010, Guangzhou, China.
- Instrumental variable estimation in generalized linear and nonlinear semiparametric models with measurement error. Biostatistics and Epidemiology - Statistical Modelling of Environmental and Health Data, August 18-20, 2010, Fredericton, Canada.
- Instrumental variable methods in nonlinear errors-in-variables models. The Annual Meeting of the Chinese Association of Probability and Statistics, May 1-2, 2010, Hualian, Taiwan.
- Instrumental variable methods for nonlinear regression with mismeasured covariates. Workshop on Modelling Indirectly or Imprecisely Observed Data, December 10-12, 2009, London, Ontario, Canada.
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models. 26th Annual Meeting of Canadian Econometrics Study Group, September 19-20, 2009, Ottawa, Canada.
- Identifiability and estimation in nonlinear systems with errors-in-variables. Econometrics, Time Series Analysis and System Theory - A Conference in Honour of Manfred Deistler, June 18-20, 2009, Vienna, Austria.
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