Zhibiao Zhao is an Associate Professor of Statistics at Penn State.
Zhao received his Ph.D. in Statistics from University of Chicago in 2007. He received his B.S. in Statistics from University of Science and Technology in China, 2002.
Practical data often show complicated time-varying pattern and classical methods developed for independent or stationary data may not be applicable. Zhao is interested in developing theory and methods for such non-stationary time series data. Also, he is interested in applications of such methods in climatic study, economic study, and financial market.
Zhao joined Penn State as an Assistant Professor of Statistics in 2007.
- Li, X. and Zhao, Z. (2019) A time-varying approach to the stock return-inflation puzzle. Journal of the Royal Statistical Society, Series C, 68 1509--1528.
- Kim, S., Zhao, Z. and Xiao, Z. (2018) Efficient estimation for time-varying coefficient longitudinal models. Journal of Nonparametric Statistics, 30 680--702.
- Wang, C. and Zhao, Z. (2016) Conditional Value-at-Risk: Semiparametric estimation and inference. Journal of Econometrics, 195 86--103.
- Zhao, Z. (2015) Inference for local autocorrelation process in locally stationary models. Journal of Business and Economic Statistics, 33 296--306.
- Zhao, Z. and Xiao, Z. (2014) Efficient regressions via optimally combining quantile information. Econometric Theory, 30 1272--1314.
- Zhao, Z., Wei, Y. and Lin, D. (2013) Asymptotics of nonparametric L-1 regression models with dependent data. Bernoulli, 20 1532--1559.
- Zhao, Z. and Li, X. (2013) Inference for modulated stationary processes. Bernoulli, 19 205--227.
STAT414 - Introduction to Probability Theory
STAT416 - Stochastic Modeling
STAT461 - Analysis of Variance
STAT463 - Applied Time Series Analysis
STAT515 - Stochastic Processes and Monte Carlo Methods