Chen ZhongTsinghua University | TH · Center for Statistical Science
Chen Zhong
Doctor of Philosophy
Nonparametric statistics; Functional data; Time series analysis
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3
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Introduction
Skills and Expertise
Education
August 2013 - June 2017
Publications
Publications (3)
This paper extends the classical Glivenko-Cantelli theorem for the empirical cumulative distribution function based on the innovations in the ARCH model with a slowly time-varying trend. In this semipara-metric time-varying model, L 1 strong consistency for the innovation density estimator via kernel smoothing method is established, given that the...
![Figure 5: Two-step estimatê C 1 (·, ·) of EEG data with r = [n/4]...](profile/Chen-Zhong-20/publication/358952308/figure/fig3/AS:1129047933370369@1646197412507/Two-step-estimate-C-1-of-EEG-data-with-r-n-4-middle-surface-and-its-95-SCE_Q320.jpg)
Statistical inference for functional time series is investigated by extending the classic concept of autocovariance function (ACF) to functional ACF (FACF). It is established that for functional moving average (FMA) data, the FMA order can be determined as the highest nonvanishing order of FACF, just as in classic time series analysis. A two-step e...
![Plots of 95% SCB (thick) for σ12x/σ22x\documentclass[12pt]{minimal}...](publication/346489853/figure/fig1/AS:963551464271883@1606739979088/Plots-of-95-SCB-thick-for-s12x-s22xdocumentclass12ptminimal-usepackageamsmath_Q320.jpg)
Asymptotically correct simultaneous confidence bands (SCBs) are proposed in both multiplicative and additive form to compare variance functions of two samples in the nonparametric regression model based on deterministic designs. The multiplicative SCB is based on two-step estimation of ratio of the variance functions, which is as efficient, up to o...
