Research interest
Some working papers
Chakraborty, S., and Zhang, X. (2017) Distance Metrics for Measuring Joint Dependence with Application to Causal Inference. arXiv
Zhang, X., and Bhattacharya, A. (2017) Empirical Bayes, SURE and Sparse Normal Mean Models. arXiv
Yao, S., Zhang, X., and Shao, X. (2017) Testing Mutual Independence in High Dimension via Distance Covariance, Journal of the Royal Statistical Society, Series B, forthcoming. arXiv
Supplement (R codes)
Zhang, X., and Cheng, G. (2017) Gaussian Approximation for High Dimensional Vector Under Physical Dependence, Bernoulli, forthcoming. PDF Early version
Zhang, X., Yao, S., and Shao, X. (2017) Conditional Mean and Quantile Dependence Testing in High Dimension, The Annals of Statistics, forthcoming. PDF Supplement
Zhang, X., and Cheng, G. (2017) Simultaneous Inference for Highdimensional Linear Models, Journal of the American Statistical Association, 112, 757768. PDF
Supplement (R codes)
Zhang, X. (2016) White Noise Testing and Model Diagnostic Checking for Functional Time Series, Journal of Econometrics, 194, 7695. PDF (R codes)
Zhang, X. (2016) Fixedsmoothing Asymptotics in the Generalized Empirical Likelihood Estimation Framework, Journal of Econometrics, 193, 123146. PDF
Zhang, X., and Shao, X. (2016) On the Coverage Bound Problem of Empirical Likelihood Methods for Time Series, Journal of the Royal Statistical Society, Series B, 78, 395421. PDF
Zhang, X., and Shao, X. (2013) Fixedsmoothing Asymptotics for Time Series, The Annals of Statistics, 41, 13291349. PDF
Shao, X., and Zhang, X. (2010) Testing for Change Points in Time Series, Journal of the American Statistical Association, 105, 12281240. PDF
