5 citations · 9 across the 10 of their papers we have counts for
10 papers
On the Distributed Estimation for Scalar-on-Function Regression Models
Peilun He, Han Lin Shang, Nan Zou
This paper proposes distributed estimation procedures for three scalar-on-function regression models: the functional linear model (FLM), the functional non-parametric model (FNPM),…
On a penalised likelihood approach for joint modelling of longitudinal covariates and partly interval-censored data -- an application to the Anti-PD1 brain collaboration trial
Annabel Webb, Nan Zou, Serigne Lo +1
This article considers the joint modeling of longitudinal covariates and partly-interval censored time-to-event data. Longitudinal time-varying covariates play a crucial role in ob…
Estimating POT Second-order Parameter for Bias Correction
Nan Zou
The stable tail dependence function provides a full characterization of the extremal dependence structures. Unfortunately, the estimation of the stable tail dependence function oft…
POT-flavored estimator of Pickands dependence function
Nan Zou
This work proposes an estimator with both Peak-Over-Threshold and Block-Maxima flavors, uses it to estimate the Pickands dependence function of bivariate time series, and illustrat…
The Bootstrap for Dynamical Systems
Kasun Fernando, Nan Zou
Despite their deterministic nature, dynamical systems often exhibit seemingly random behaviour. Consequently, a dynamical system is usually represented by a probabilistic model of…
Multiple block sizes and overlapping blocks for multivariate time series extremes
Nan Zou, Stanislav Volgushev, Axel Bücher
Block maxima methods constitute a fundamental part of the statistical toolbox in extreme value analysis. However, most of the corresponding theory is derived under the simplifying…
On Second Order Conditions in the Multivariate Block Maxima and Peak over Threshold Method
Axel Bücher, Stanislav Volgushev, Nan Zou
Second order conditions provide a natural framework for establishing asymptotic results about estimators for tail related quantities. Such conditions are typically tailored to the…
Linear Process Bootstrap Unit Root Test
Nan Zou, Dimitris Politis
One of the most widely applied unit root test, Phillips-Perron test, enjoys in general highpowers, but suffers from size distortions when moving average noise exists. As a remedy,…
Bootstrap Seasonal Unit Root Test under Periodic Variation
Nan Zou, Dimitris N. Politis
Both seasonal unit roots and periodic variation can be prevalent in seasonal data. When testing seasonal unit roots under periodic variation, the validity of the existing methods,…
On spurious regressions with trending variables
Minghua Wu, Pin You, Nan Zou
This paper examines three types of spurious regressions where both the dependent and independent variables contain deterministic trends, stochastic trends, or breaking trends. We s…