Chair in Statistics
The University of York, UK
Email: wenyang dot zhang at york dot ac dot uk
High Dimensional/Big Data Analysis
Financial Data Analysis
Nonlinear Time Series
Functional Data Analysis
Spatial Data Analysis
Structural Equation Models
- Statistical estimation in varying-coefficient models, (with Fan, J.).
The Annals of Statistics, 27 (1999), no. 5, 1491-1518.
- Smoothing for discrete-valued time series, (with Cai, Z.
and Yao, Q.).
Journal of the Royal Statistical Society, Series B,
63 (2001), no. 2, 357-375.
- Approximate Bayesian computation in population genetics,
(with Balding, D. J. and Beaumont, M. A.).
Genetics, 162 (2002), no. 4, 2025-2035.
- Generalized likelihood ratio tests for spectral density, (with Fan, J.).
Biometrika, 91 (2004), no. 1, 195-209.
- Efficient estimation for semivarying-coefficient models,
(with Xia, Y. and Tong, H.).
Biometrika, 91 (2004), no. 3, 661-681.
- Estimation of the covariance matrix of random effects in
longitudinal studies, (with Sun, Y. and Tong, H.).
The Annals of Statistics. 35 (2007), no. 6, 2795-2814.
- A semiparametric model for cluster data, (with Fan, J. and Sun, Y.).
The Annals of Statistics . 37 (2009), no. 5A, 2377-2408.
- Statistical estimation in generalized multiparameter likelihood models,
(with Cheng, M. and Chen, L.).
Journal of the American Statistical Association , 104 (2009), no. 487,
- A semiparametric threshold model for censored longitudinal data analysis,
(with Li, J.).
Journal of the American Statistical Association , 106 (2011), no. 494,
- A semiparametric spatial dynamic model, (with Sun, Y., Yan, H. and Lu, Z.).
The Annals of Statistics , 42 (2014), no. 2, 700-727.
- Model selection and structure specification in ultra-high dimensional
generalised semi-varying coefficient models, (with Li, D. and Ke, Y.).
The Annals of Statistics , 43 (2015), no. 6, 2676-2705.
- Structure identification in panel data analysis, (with Ke, Y. and Li, J.).
The Annals of Statistics , 44 (2016), no. 3, 1193-1233.
- A dynamic structure for high dimensional covariance matrices and its
application in portfolio allocation, (with Guo, S. and Box, J.).
Journal of the American Statistical Association , 112 (2017), no. 517,
- Estimation of low rank high dimensional multivariate linear models for
(with Zou, C., and Ke, Y.).
Journal of the American Statistical Association , to appear.
- High dimensional dynamic covariance matrices with homogeneous structure,
(with Ke, Y. and Lian, H.).
- A synthetic regression model for large portfolio allocation,
(with Li, G., Huang, L. and Yang, J.).
- Estimation and inference for multi-kink quantile regression,
(with Zhong, W. and Wan, C.).
- Globally scalable quantile regression with large or online data,
(with Fang, Y., Xu, J. and Zhao, N.).
- A class of structured high dimensional dynamic covariance matrices,
(with Yang, J. and Lian, H.).
I am interested in taking on PhD students to work on High Dimensional/Big Data
Analysis, Financial Data Analysis, Nonparametric Modelling, Nonlinear Time
Series, Survival Analysis, Functional Data Analysis, Spatial Data Analysis,
Multi-level Modelling, Structural Equation Models.
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