Zhibiao Zhao

    • 252 Citations
    • 8 h-Index
    20072019
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    Simultaneous Confidence Bands Mathematics
    Regression Mathematics
    Quantile Mathematics
    Nonparametric Inference Mathematics
    Nonparametric Model Mathematics
    Dependence Structure Mathematics
    Nonparametric Estimation Mathematics
    Stationary Process Mathematics

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    Research Output 2007 2019

    • 252 Citations
    • 8 h-Index
    • 23 Article
    • 1 Review article

    A time varying approach to the stock return–inflation puzzle

    Li, X. & Zhao, Z., Jan 1 2019, (Accepted/In press) In : Journal of the Royal Statistical Society. Series C: Applied Statistics.

    Research output: Contribution to journalArticle

    Change-point Analysis
    Inflation
    Time-varying
    Local Stationarity
    Stock Returns

    Efficient estimation for time-varying coefficient longitudinal models

    Kim, S., Zhao, Z. & Xiao, Z., Jul 3 2018, In : Journal of Nonparametric Statistics. 30, 3, p. 680-702 23 p.

    Research output: Contribution to journalArticle

    Time-varying Coefficients
    Efficient Estimation
    Quantile
    Least Squares
    Estimator
    5 Citations (Scopus)

    Conditional Value-at-Risk: Semiparametric estimation and inference

    Wang, C. S. & Zhao, Z., Nov 1 2016, In : Journal of Econometrics. 195, 1, p. 86-103 18 p.

    Research output: Contribution to journalArticle

    Semiparametric estimation
    Conditional value at risk
    Semiparametric inference
    Confidence
    Convergence rate
    1 Citation (Scopus)

    Inference for Local Autocorrelations in Locally Stationary Models

    Zhao, Z., Apr 3 2015, In : Journal of Business and Economic Statistics. 33, 2, p. 296-306 11 p.

    Research output: Contribution to journalArticle

    Autocorrelation
    Time-varying
    Efficient Market Hypothesis
    hypothesis testing
    Simultaneous Confidence Bands
    5 Citations (Scopus)
    Functional Central Limit Theorem
    Confidence interval
    Time series
    Regression
    Variance Function