List of Publications
Technique Reports
Selected
Publications: (updated at
2017/03/11)
Books: Lin, Z.Y., Lu, C. R. and Zhang, L. X. (2001). Sample Path Properties of Gaussian Processes. Science Press, Beijing (in Chinese). Press of Zhejiang University, Hangzhou (in English).
Papers on: Statistical Theory on Adaptive Designs [ Probability Other Statistics ] top
Ma, W., Hu, F. and Zhang, L.X. (2015) . Testing Hypotheses of Covariate-Adaptive Randomized Clinical Trials. Journal of the American Statistical Association, Vol. 110(510): 669-680. Publication is available at http://www.tandfonline.com/doi/suppl/10.1080/01621459.2014.922469
Zhang, L.X., Hu, F., Cheung, S.H. and Chan, W.S. (2011). Immigrated urn models -- theoretical properties and applications, Annals of Statistics Vol. 39(1): 643–671.
Hu, F., Zhang, L.X. and He,X.M.. (2009). Efficient randomized adaptive designs, Annals of Statistics, Vol. 37, No. 5A, 2543–2560.
Zhang, L.X. and Hu, F. (2009). The Gaussian approximation for multi-color generalized Friedman's urn model, Science in China, Series A,Vol.52 (6): 1305-1326.
Zhang, L.X. and Hu, F. (2009). A new family of covariate-adjusted response adaptive designs and their properties, Appl. Math. J. Chinese Univ. Vol. 24(1), 1-13 <PDF> )http://arxiv.org/abs/0812.3691
Hu, F., Zhang, L.X., Cheung, S.H. and Chan, W.S. (2008). Doubly adaptive biased coin designs with delayed responses, The Canadian Journal of Statistics, Vol. 36, No 4, 541-559
Sun, R.B., Cheung, S.H. and Zhang, L.X.. (2007). A generalized drop-the-loser urn for multi-treatment clinical trials, Journal of Statistical Planning and Inference , Vol. 137:2011-2023.
Zhang, L.X. (2007). Limit theorems on adaptive designs in clinical trials, Asymptotic Theory in Probability and Statistics with Applications (T.L. Lai, L.F. Qian and Q.M. Shao eds), pp. 80-108, Advanced Lectures in Mathematics, Higher Education Press. http://arxiv.org/abs/math/0612811
Zhang, L.X., Hu, F., Cheung, S.H. and Chan, W.S. (2007). Asymptotic properties of covariate-adjusted response-adaptive designs, Annals of Statistics, Vol. 35(3):1166-1182 (PDF) <Technical Reports>
Hu, F., Rosenberger, W. F. and Zhang, L. X. (2006). Asymptotically best response-adaptive randomization procedures, Journal of Statistical Planning and Inference, Vol.136: 1911-1922.
Zhang, L. X. (2006) Asymptotic results on a class of adaptive multi-treatment designs, Journal of Multivariate Analysis, Vol. 97: 586-605.
Zhang, L.X., Chan, W.S., Cheung. S.H. and Hu, F. (2006). A generalized urn model for clinical trials with delayed responses. Statistica Sinica, Vol.17:387-409.
Zhang, L. X., Hu, F. and Cheung, S. H. (2006) Asymptotic theorems of sequential estimation-adjusted urn models for clinical trials, Annals of Applied Probability, Vol.16(1): 340-369.
Hu, F. and Zhang, L. X. (2004). Asymptotic properties for doubly adaptive biased coin designs of multi-treatment clinical trials. Annals of Statistics, Vol.32(1): 268-301.
Hu, F. and Zhang, L. X. (2004). The asymptotic normality of urn models for clinical trials with delayed response. Bernoulli, Vol.10 (3): 447-463.
Zhang, L. X. (2004). Strong approximations of martingale vectors and its applications in Markov-Chain adaptive designs, Acta Math. Appl. Sinica, English Series, Vol. 20(2), 337-352.
Zhang L. X.(2004). Asymptotic properties of adaptive designs via strong approximations, Probability, Finance and Insurance (Proceeding of a Workshop at University of Hong Kong, Hong Kong 15-17 July 2002), World Scientific (ISBN 981-238-853-2).<Manuscript>
Bai, Z. D., Hu, F. and Zhang, L. X. (2002). The Gaussian approximation theorems for urn models and their applications. Annals of Applied Probability, Vol. 12:1149-1173.
Probability [ Statistical Theory on Adaptive Designs Other Statistics ] top
ZHANG Li-Xin (2016). Central limit theorems of a recursive stochastic algorithm with applications to adaptive designs, Annals of Applied Probability, Vol. 26(6): 3630-3658. (accepted manuscript)
ZHANG Li-Xin (2016). Rosenthal's inequalities for independent and
negatively dependent random variables under sub-linear expectations with
applications, Science in China-Mathematics
Vol. 59(4):751-768.
DOI:
ZANG
Qingpei and ZHANG Li-Xin (2016)
A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck
processes.
Journal of Applied Probability
ZHANG Li-Xin (2015) Donsker’s Invariance principle under the sub-linear expectation with an application to Chung’s law of the iterated logarithm, Communications in Mathematics and Statistics,Vol. 3 (2): 187-214. (accepted manuscript) The final publication is available at http://link.springer.com/article/10.1007/s40304-015-0055-0
Zhang, L.X., Hu, F., Cheung, S.H. and Chan, W.S.(2014) Asymptotic properties of multi-color randomly reinforced Polya urns. Advances in Applied Probability. Vol 46: 585-602 <PDF> (Manuscript) <supplementary-material>
Zhang, L.X. (2014) A Gaussian process approximation for two-color randomly reinforced urns. Electronic Journal of Probability, Vol. 19, no. 86, 1–19. ISSN: 1083-6489 DOI: 10.1214/EJP.v19-3432
Fu, K.A. and Zhang, L.X. (2009). A general LIL for trimmed sums of random fields in Banach spaces, Acta Math. Hungar., 122 (1-2), 91-103
Fu, K.A. and Zhang, L.X. (2008). Strong limit theorems for random sets and fuzzy random sets with slowly varying weights. Information Science, Vol.178 (12):2648-2660.
Fu, K.A. and Zhang, L.X. (2008). Strong laws of large numbers for arrays of rowwise independent random compact sets and fuzzy random sets, , Fuzzy Sets and Systems, Vol.159( 24) : 3360- 3368.
Liu, W.D., Fu, K.A. and Zhang, L.X. (2008). A LIL for independent non-identically distributed random variables in Banach space and its applications, Scinece in China Series A, Vol. 51 (2):219-232
Zhang, L.X. and Huang, W. (2007). A note on the invariance of principle of the product of sums of random variables, Electronic Communications in Probability, Vol. 12:51-56.<PDF> http://arxiv.org/abs/math.PR/0610515
Huang, W. and Zhang, L. X. (2005). Precise rates in the law of the logarithm in the Hilbert space, J. Math. Analysis and Applications, 304 (2): 734-758.
Zhang, L. X. (2001). A Strassen's law of the iterated logarithm for
negatively associated random vectors.
Stoch.
Processes Their Appl., Vol.95:
311-328.
Zhang, L. X. (2001). The weak convergence for functions of negatively associated random variables. Journal of Multivariate Analysis, Vol. 78: 272-298.
Zhang,
L. X. (2001). The strong approximation for the general Kesten-Spitzer random
walk in independent random scenery. Science in China,
Vol.
44A(5):619-630.
Zhang, L. X., Lu, C. R. and Wang, Y. H. (2001). On large increments of a two-parameter fractional Wiener process. Science in China, Vol. 44A: 1115-1125.
Zhang, L. X. and Wen, J.W. (2001).A weak convergence for negatively associated fields. Statistics & Probability Letters, Vol. 53:259-267.
Zhang, L. X. (2000). A functional central limit theorem for asymptotically negatively dependent random fields, Acta Math. Hungar, Vol.83(3), 237-259.
Zhang, L. X. (1998) Rosenthal type inequalities for B-valued strong mixing random fields and their applications. Science in China, Vol. 41A(7): 736—745.
Zhang, L. X. (1997). On the fractal nature of increments of lp-valued Gaussian processes. Stoch. Processes Their Appl., Vol. 71:91—110.
Zhang, L. X. (1997).
Strong approximation theorems for geometrically
weighted random series and their applications.
Annals
of Probability, Vol. 25: 1621—1635.
Zhang, L.
X. (1996). Two different kinds of liminfs on the LIL for
two-parameter Wiener processes.
Stoch.
Processes Their Appl., Vol. 63: 175—188.
Zhang,
L. X. (1996). Complete convergence of moving average processes under dependence
assumptions, Statistics
& Probability Letters,
Vol. 30: 165—170.
Zhang, L. X. (1995). The best rates in strong invariance principle, Science in China, Vol. 38A (4): 28-434.
Other Statistics [ Statistical Theory on Adaptive Designs Probability ] top
Chen. J., Li D.G. and Zhang, L.X. (2010). Robust estimation in a nonlinear cointegration model. Journal of Multivariate Analysis, Vol.101:706-717.
Chen. J.and Zhang, L.X. (2010). Local linear M-estimation for spatial processes in fixed-design models, Metrika, Vol. 71: 319—340.. <PDF>
King C. H., Cheung, S. H., Chan, W. S. and Zhang, L.X. (2009). On a robust test for SETAR-type non-Linearity in time series analysis, Journal of Forecasting, Vol. 28(5):445-464
Chan, W. S., Zhang, L.X. and Cheung, S. H. (2009).Temporal aggregation of Markov-switching financial return models, Applied Stochastic Models Business and Industry, Vol. 25:359-383..
Chen. J. and Zhang, L.X. (2009). Asymptotic properties of nonparametric M-estimation for mixing functional data,Journal of Statistical Planning and Inference, Vol.139, 533-546.
Zhang, L.X., Chan, W. S.,Cheung, S. H. and King C. H. (2009). A note on the consistency of a robust estimator for threshold autoregressive processes, Statistics & Probability Letters, Vol.79, 807-813
Chan, W.S, Cheung, S.H, Zhang, L.X and Wu,K.H. (2008). Temporal aggregation of equity return time-series models, Mathematics and Computers in Simulation, Vol. 78, 172-180.
Chen, J., Zhang, L.X. and Li, D.G. (2008). Spatial local M-estimation under association, Metrika, Vol.67:11-29.
Chen, J., Li, D.G. and Zhang, L. X. (2008). Bahadur Representation of Nonparametric M-Estimators for Spatial Processes, Acta Mathematica Sinica-English Series, Vol. 24(11):1871-1882
Yang, X.R. and Zhang, L. X. (2008). A note on self-weighted quantile estimation for infinite variance quantile autoregression models, Statistics & Probability Letters, Vol.78(16): 2731-2738.
Yang, X. R. and Zhang, L.X. (2008). A note on self-normalized Dickey-Fuller test for unit root in autoregressive time series with GARCH errors, Appl. Math. J. Chinese Univ.,Vol. 23(2): 197-201.