Office

HJ631, Stanley Ho Building

xingqiu.zhao@.polyu.edu.hk
2766 6921
2362 9045

Research Interests

• Survival analysis
• Longitudinal data analysis
• Time series analysis
• Econometrics
• Stochastic process models and applications
• Financial mathematics

Publications

1. N. Balakrishnan and Xingqiu Zhao, New multi-sample nonparametric tests for panel count data, Annals of Statistics , to appear.
2. Xingqiu Zhao, Qiang Zhao, Jianguo Sun and Jong S. Kim, Generalized log rank tests for partly interval-censored failure time data, Biometrical Journal, 50 ( 2008 ), 375-85 .
3. Zhu, J., Yuen, K. C., Sun, J. and Zhao, X., A nonparametric test for interval-censored failure time data with unequal censoring. Communications in Statistics: Theory and Methods , 37 (2008), No 12.
4. Do-Hwan Park, Jianguo Sun and Xingqiu Zhao, A class of two-sample nonparametric tests for panel count data, Communications in Statistics: Theory and Methods , 36 (2007), 1611-1625.
5. Jianguo Sun, Do-Hwan Park, Liuquan Sun and Xingqiu Zhao, Semiparametric regression analysis of longitudinal data with informative observation times, Journal of the American Statistical Association , 100 (2005), 471, 882-889.
6. Xingqiu Zhao, Hee-Jeong Lim and Jianguo Sun, Estimating equation approach for regression analysis of failure time data in the presence of interval-censoring, Journal of Statistical Planning and Inference, 129 (2005), 145-157.
7. Zhigang Zhang, Liuquan Sun, Xingqiu Zhao and Jianguo Sun, Regression analysis of interval-censored failure time data with linear transformation models, Canadian Journal of Statistics , 33 (2005), 61-70.
8. Jianguo Sun, Qiang Zhao and Xingqiu Zhao, Generalized log-rank test for interval-censored failure time, Scandinavian Journal of Statistics , 32 (2005), 49-57.
9. Jie Xiong and Xingqiu Zhao, Nonlinear filtering with fractional Brownian motion noises, Stochastic Analysis and Applications , 23 (2005), 55-67.
10. Jianguo Sun, Hee-Jeong Lim and Xingqiu Zhao, An independence test for doubly censored failure time data, Biometrical Journal , 46 (2004), 503-511.
11. Surrey Kim, Michael A. Kouritzin, Hongwei Long, Jesse D. McCrosky and Xingqiu Zhao, A stochastic grid filter for multi-target tracking, Proceedings of SPIE on Signal Processing, Sensor Fusion, and Target Recognition XIII , 5429 (2004), 245-253.
12. Xingqiu Zhao, Test for the day-of-the-week effect in Shenzhen stock market, Journal of Zhongnan University of Economics , No. 1 (2001).
13. Xingqiu Zhao, Non-linear dynamic structure in Shenzhen stock exchange index, Statistics and Decision ( China ), No. 12 (2000).
14. Angela Anagnostou and Xingqiu Zhao, The day-of-the-week effect, asymmetry and conditional heteroscedasticity in the Shanghai stock exchange index, Discussion paper No. 2000.11, University of Sheffield .
15. Xingqiu Zhao, Stock prices, inflation and output: evidence from China , Applied Economics Letters , 6 (1999), No. 8, 509-511.
16. Xingqiu Zhao, Estimation method of fractal dimension for model of fractional Brownian motion, Mathematics in Economics ( China ), 16 (1999), No.3, 60-67.
17. Xingqiu Zhao, Jianguo Xu and Hu Zhang, Research of forecasting tax revenue models, Taxation Research ( China ), No. 8 (1999), 28-30.
18. Xingqiu Zhao, Predicted interval of multi-period accumulators in time series and applications, Statistical Research ( China ), No. 6 (1998), 47-49.
19. Xingqiu Zhao, Variation coefficient and its role in building non-stationary time series models, Statistics and Decision ( China ), No. 11 (1998).
20. Linli Li and Xingqiu Zhao, How to analyze and single out the best investment approaches, Journal of Hubei University (Philosophy and Social Science), 25 (1998), No. 2, 49-51.
21. Feng Su and Xingqiu Zhao, Multi-fractal decompositions of random recursive constructions, Chinese Journal of Applied Probability and Statistics , 13 (1997), No. 2, 113-119.
22. Fuyao Ren, Xingqiu Zhao, Feng Jiang, Weiyuan Qiu, Feng Su, Shaoxing Qiang, On the fractal properties of the reflection curve and velocity curve from a well Log, Journal of Fudan University (Natural Science), 36 (1997), No. 6, 691-699.
23. Xingqiu Zhao, Hausdorff measure of level sets of multi-parameter stable processes, Fractal Theory and its Application (Collection of Selected Papers on The Fourth Conference on Fractal Theory and its Application in China), China: Yunnan University Press (1996).
24. Fuyao Ren, Xingqiu Zhao, Feng Jiang, Weiyuan Qiu, Feng Su, Shaoxing Qiang, Pinpin Shen, Local fractional Brownian motions and Gaussian noises and application, Journal of Fudan University (Natural Science), 35 (1996), No. 4, 361-373.
25. Xingqiu Zhao, Packing measure of graph sets for processes with stable components, Chinese Annals of Mathematics , 16A (1995), No. 3, 344-349.
26. Xingqiu Zhao, Uniform measure and uniform dimension results for the image of subsets under processes with stable components, Chinese Journal of Applied Probability and Statistics , 11 (1995), No. 3, 283-288.
27. Dihe Hu, Yimin Xiao, Luqin Liu, Jun Wu and Xingqiu Zhao, Random fractal, Advances in Mathematics (China), 24 (1995), No. 3, 193-214.
28. Xingqiu Zhao and Feng Su, The exact Hausdorff measure of a fractal set, Chinese Science Bulletin , 39 (1994), No. 11, 968-971.
29. Xingqiu Zhao, Hausdorff dimension of sample paths for multi-parameter self-similar processes, Acta Mathematica Scientica ( China ), 14 (1994), No. 3, 264-271.
30. Xingqiu Zhao, Packing measure of graph sets of processes with stable components, Fractal Theory and its Application (Collection of Selected Papers on The Third Conference on Fractal Theory and its Application in China), University of Science and Technology of China Press (1993).
31. Shixin Gan, Xingqiu Zhao, Local convergence of martingale-like sequences and the strong law of large numbers, Northeastern Math. J. , 7 (1991), No. 1, 87-103.
32. Xingqiu Zhao, Strong law of large numbers for B-valued martingales, Journal of Mathematics ( China ), 10 (1990), No. 1, 85-92.
33. Xingqiu Zhao, Convergence rates of random sequences, Journal of Hubei University (Natural Science), 12 (1990), No. 3, 228-236.