← All authors Zifeng Zhao University of Notre Dame (from arXiv:2007.04553, 2020) · ORCID · OpenAlex
20 papers in scope · 20 published · 1 on the econ.EM arXiv · 395 citations · h-index 11 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Alexandre Street Eduardo Zilberman Gabriel Vasconcelos Xiaofeng Shao Feiyu Jiang Marcelo C. Medeiros Henrique F. Pires Mehmet Caner Agostino Capponi Mihailo Stojnic Ke Zhu Mehmet Caner Maurizio Daniele Agostino Capponi Dong Li Christoph Hanck Till Massing Yumin Cheng Zhoufan Zhu Carlos B. Carneiro Yuri Fonseca Cheng Yu Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 20)
High-Dimensional Dynamic Pricing Under Nonstationarity: Learning and Earning with Change-Point Detection
published 2026 · Management Science · 2 citations · first circulated 2023
Change-point inference in high-dimensional regression models under temporal dependence
published 2024 · The Annals of Statistics · 7 citations
with Haotian Xu, Daren Wang, Yi Yu
Anticipated Wait and Its Effects on Consumer Choice, Pricing, and Assortment Management
published 2024 · Manufacturing & Service Operations Management · 6 citations
with Ruxian Wang, Chenxu Ke
Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction
published 2024 · Journal of Econometrics · 6 citations · first circulated 2018
with Peng Shi
A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes
published 2024 · Journal of the American Statistical Association · 5 citations · first circulated 2019
with Ting Fung, Wai Leong Ng, Chun Yip Yau
Segmenting Time Series via Self-Normalisation
published 2022 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 13 citations · first circulated 2021
Jiang, Zhao and Shao's reply to the Discussion of ‘The First Discussion Meeting on Statistical Aspects of the Covid-19 Pandemic’
published 2022 · Journal of the Royal Statistical Society Series A (Statistics in Society)
Modelling the COVID-19 Infection Trajectory: A Piecewise Linear Quantile Trend Model
published 2021 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 22 citations
Risk Analysis via Generalized Pareto Distributions
published 2021 · Journal of Business and Economic Statistics · 20 citations
with Yi He, Liang Peng, Dabao Zhang
Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation
published 2021 · Journal of Computational and Graphical Statistics · 7 citations · first circulated 2019
with Chun Yip Yau
Statistically and Computationally Efficient Change Point Localization in Regression Settings
published 2021 · Journal of Machine Learning Research · 9 citations
with Daren Wang, Kevin Lin, Rebecca Willett
no link
Knowledge Learning of Insurance Risks Using Dependence Models
published 2020 · INFORMS journal on computing · 11 citations
with Peng Shi, Xiaoping Feng
Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines
published 2020 · Journal of Business and Economic Statistics · 13 citations · first circulated 2018
with Peng Shi, Zhengjun Zhang
published 2020 · Journal of Econometrics · 83 citations
Dynamic Bivariate Peak Over Threshold Model for Joint Tail Risk Dynamics of Financial Markets
published 2020 · Journal of Business and Economic Statistics · 20 citations
Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims
published 2020 · The Annals of Applied Statistics · 22 citations · first circulated 2019
with Peng Shi
Modeling maxima with autoregressive conditional Fréchet model
published 2018 · Journal of Econometrics · 41 citations
Semiparametric Dynamic Max-Copula Model for Multivariate Time Series
published 2017 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 15 citations
with Zhengjun Zhang
Regressor and disturbance have moments of all orders, least squares estimator has none
published 2016 · Statistics & Probability Letters · 1 citations
with Kenneth D. West
Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics
published 2015 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 92 citations
with Chun Yip Yau
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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