Research interest

  • High-dimensional statistics

  • Multiple testing

  • Functional data analysis

  • Time series and Econometrics

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

  • Zhang, X. (2015) Testing High Dimensional Mean Under Sparsity. arXiv

Selected papers (complete list)

  • 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 High-dimensional Linear Models, Journal of the American Statistical Association, 112, 757-768. PDF Supplement (R codes)

  • Zhang, X. (2016) White Noise Testing and Model Diagnostic Checking for Functional Time Series, Journal of Econometrics, 194, 76-95. PDF (R codes)

  • Zhang, X. (2016) Fixed-smoothing Asymptotics in the Generalized Empirical Likelihood Estimation Framework, Journal of Econometrics, 193, 123-146. 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, 395-421. PDF

  • Zhang, X., and Shao, X. (2013) Fixed-smoothing Asymptotics for Time Series, The Annals of Statistics, 41, 1329-1349. PDF

  • Shao, X., and Zhang, X. (2010) Testing for Change Points in Time Series, Journal of the American Statistical Association, 105, 1228-1240. PDF