Yue Zhao

University of York · York, YO10 5DD · United Kingdom · yue.zhao(at)york.ac.uk

I am a Lecturer (equivalent to Assistant Professor in the North American system) in the Department of Mathematics at the University of York.

I studied experimental cosmology (Ph.D. from Princeton in 2010) before switching to statistics (Ph.D. from Cornell in 2015). After postdoctoral studies at McGill (2015-16) and KU Leuven (2016-19), I joined York in September 2019.

My research interests lie in nonparametric and semiparametric multivariate dependence modeling (in particular, the copula) method, high-dimensional statistics, survival analysis and, more recently, statistical inference for neural networks.

I welcome Ph.D. applications from those whose interests align with my specialties outlined above (in a broad sense). Possible topics include (but are not limited to) the copula and the estimating equation methods in high dimensions. Please look at this department page for the admissions procedures and funding opportunities at York.

Publication

Copula methods

Yue Zhao, Irène Gijbels and Ingrid Van Keilegom (2022). Parametric copula adjusted for non- and semi-parametric regression. Annals of Statistics, 50(2): 754--780. doi: 10.1214/21-AOS2126

Yue Zhao, Irène Gijbels and Ingrid Van Keilegom (2020). Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks. Bernoulli, 26(4): 2815--2846. doi: 10.3150/20-BEJ1208

Yue Zhao and Christian Genest (2019). Inference for elliptical copula multivariate response regression models. Electronic Journal of Statistics, 13(1): 911--984. doi: 10.1214/19-EJS1534

Dragan Radulović, Marten Wegkamp and Yue Zhao (2017). Weak convergence of empirical copula processes indexed by functions. Bernoulli, 23(4B): 3346--3384. doi: 10.3150/16-BEJ849

Marten Wegkamp and Yue Zhao (2016). Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas. Bernoulli, 22(2): 1184--1226. doi: 10.3150/14-BEJ690

Yue Zhao and Marten Wegkamp. Semiparametric Gaussian copula classification. arXiv: 1411.2944

High-dimensional statistics

Yi Yang, Yue Zhao, Yuwen Gu, Jun Fan. Flexible regularized estimating equations: some new perspectives. arXiv: 2110.11074v2

Survival analysis

Yue Zhao, Ingrid Van Keilegom and Shanshan Ding (2022). Envelopes for censored quantile regression. Scandinavian Journal of Statistics, 49(4): 1562--1585. doi: 10.1111/sjos.12602

Contact

yue.zhao(at)york.ac.uk

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