Selected Publications:
[19] Wei Zhong, Chen Qian, Wanjun Liu, Liping Zhu and Runze Li. (2022+) Feature Screening for Interval-Valued Response with Application to Study Association between Posted Salary and Required Skills. Journal of the American Statistical Association, forthcoming.
[18] Wanjun Liu, Xiufan Yu, Wei Zhong* and Runze Li. (2022+) Projection Test for Mean Vector in High Dimensions. Journal of the American Statistical Association, forthcoming.
[17] Qingliang Fan, Ruike Wu, Yanrong Yang and Wei Zhong#. (2022+) Time-varying Minimum Variance Portfolio. Journal of Econometrics, forthcoming.
[16] Yan Sun, Chuang Wan, Wenyang Zhang and Wei Zhong*#. (2022+) A Multi-Kink Quantile Regression Model with Common Structure for Panel Data Analysis. Journal of Econometrics, forthcoming.
[15] Wei Zhou, Xin He, Wei Zhong and Junhui Wang*. (2022+) Efficient Learning of Quadratic Variance Function Directed Acyclic Graphs via Topological Layers. Journal of Computational and Graphical Statistics, 31,1269-1279.
[14] Chuang Wan, Wei Zhong*, Wenyang Zhang and Changliang Zou. (2022+) Multi-Kink Quantile Regression for Longitudinal Data with Application to Progesterone Data Analysis. Biometrics, forthcoming.
[13] Wei Zhong*, Chuang Wan, Wenyang Zhang. (2021+) Estimation and Inference for Multi-Kink Quantile Regression. Journal of Business & Economic Statistics, forthcoming. [R package: MultiKink]
[12] Wenwen Guo, Wei Zhong*, Sunpeng Duan, Hengjian Cui. (2022) Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients. Statistica Sinica, 32, 1-29.
[11] Wei Zhong, Sunpeng Duan and Liping Zhu* (2020). `Forward Additive Regression for Ultrahigh Dimensional Nonparametric Models. Statistica Sinica, 30, 175-192.
[10] Yaowu Zhang, Wei Zhong# and Liping Zhu* (2020). A Lack-of-fit Test in Sufficient Dimension Reduction of Conditional Mean for Ultrahigh Dimensional Data. Statistica Sinica, 30, 1971-1993.
[9] Efang Kong, Yingcun Xia* and Wei Zhong*# (2019). Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening. Journal of the American Statistical Association, 114, 1740-1751.
[8] Qingliang Fan* and Wei Zhong#*. (2018) Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective. Journal of Business & Economic Statistics, 36(3), 388-399.
[7] Hengjian Cui, Wenwen Guo and Wei Zhong#. (2018) Test for High Dimensional Regression Coefficients Using Refitted Cross-validation Variance Estimation. The Annals of Statistics. 46, 958-988.
[6] Liping Zhu, Kai Xu, Runze Li* and Wei Zhong*. (2017) Projection correlation between two random vectors. Biometrika, 104(4), 829-843.
[5] Wei Zhong#, Liping Zhu, Runze Li and Hengjian Cui. (2016) Regularized Quantile Regression and Robust Feature Screening for Single Index Models. Statistica Sinica, 26, 69-95.
[4] Hengjian Cui, Runze Li and Wei Zhong*#. (2015) Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis. Journal of the American Statistical Association, 110, 630-641.
[3] Jiahan Li, Wei Zhong*, Runze Li and Rongling Wu. (2014) A Fast Algorithm for Detecting Gene-Gene Interactions in Genome-Wide Association Studies. Annals of Applied Statistics, 8, 2292-2318.
[2] Danna Coffman and Wei Zhong. (2012) Assessing Mediation Using Marginal Structural Models in the Presence of Confounding and Moderation. Psychological Methods, 17(4), 642–664.
[1] Runze Li, Wei Zhong*# and Liping Zhu. (2012) Feature Screening via Distance Correlation Learning.Journal of the American Statistical Association, 107, 1129-1139.