A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal ProcessesZifeng ZhaoTing Fung MaWai Leong NgChun Yip YauJournal of the American Statistical Association2024
Modelling the COVID-19 infection trajectory: A piecewise linear quantile trend modelFeiyu JiangZifeng ZhaoXiaofeng ShaoJournal of the Royal Statistical Society - Series B8452022
Functional Linear Regression with Mixed PredictorsDaren WangZifeng ZhaoYi YuRebecca WilletJournal of Machine Learning Research2022
Modeling multivariate time series with copula-linked univariate D-vinesZifeng ZhaoPeng ShiZhengjun ZhangJournal of Business & Economic Statistics4022022
Risk analysis via generalized Pareto distributionsYi HeLiang PengDabao ZhangZifeng ZhaoJournal of Business & Economic Statistics4022022
Statistically and computationally efficient change point localization in regression settingsDaren WangZifeng ZhaoKevin LinRebecca WilletJournal of Machine Learning Research222021
Knowledge Learning of Insurance Risks Using Dependence ModelsZifeng ZhaoShi PengXiaoping FengINFORMS Journal on Computing2021
Regression for copula-linked compound distributions with applications in modeling aggregate insurance claimsPeng ShiZifeng ZhaoAnnals of Applied Statistics1412020
Adjusting for bias in long horizon regressions using RKenneth WestZifeng ZhaoHandbook of Statistics412019
Semiparametric dynamic max-copula model for multivariate time seriesZifeng ZhaoZhengjun ZhangJournal of the Royal Statistical Society - Series B2018