2016
Multiple Change-Point Detection: A Selective Overview
Niu Y, Hao N, Zhang H. Multiple Change-Point Detection: A Selective Overview. Statistical Science 2016, 31: 611-623. DOI: 10.1214/16-sts587.Peer-Reviewed Original Research
2006
Asymptotics for estimation and testing procedures under loss of identifiability
Zhu H, Zhang H. Asymptotics for estimation and testing procedures under loss of identifiability. Journal Of Multivariate Analysis 2006, 97: 19-45. DOI: 10.1016/j.jmva.2004.11.005.Peer-Reviewed Original ResearchLoss of identifiabilityTrue parameter valuesParameter pointsParameter valuesDifficult statistical problemStationary ARMA processesStatistical problemsQuadratic approximationParameter estimationTrue modelARMA processesParameter spaceLarge classObjective functionTesting statisticsIdentifiabilityHellinger distanceHypothesis testingUse of modelsSpecific examplesEstimationAsymptoticsApproximationStatistical analysisEstimator
2003
Hypothesis testing in mixture regression models
Zhu H, Zhang H. Hypothesis testing in mixture regression models. Journal Of The Royal Statistical Society Series B (Statistical Methodology) 2003, 66: 3-16. DOI: 10.1046/j.1369-7412.2003.05379.x.Peer-Reviewed Original ResearchMixture regression modelLikelihood estimatorTest statisticLog-likelihood ratio test statisticOptimal convergence ratesMaximum likelihoodRatio test statisticAsymptotic theoryReal data setsAsymptotic distributionConvergence rateTheoretical resultsEmpirical performanceReasonable conditionsSimulation studyHypothesis testingEstimatorStatisticsData setsRegression modelsModelTheoryDistribution