Research experience

Research interest

Dependent data(time series), resampling methods(bootstrap, empirical likelihood, repro), conformal inference, multi armed bandit.

Publication

1. Yongcheng Qi and Yingchao Zhou. “Empirical likelihood method for complete independence test on high-dimensional data.” Journal of Statistical Computation and Simulation 92.11 (2022): 2386-2402.

Working paper

2. Yingchao Zhou, Jia Liu and Zhengyuan Zhu. Maximizing Benefits under Harm Constraints: A Generalized Linear Contextual Bandit Approach.

3. Yingchao Zhou, Haihan Yu and Daniel J. Nordman. Spectral Empirical Likelihood Method for Time Series with a Focus on Whittle Estimation.