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Professor Lixing Zhu

Chair Professor
Department of Mathematics
Faculty of Science

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Professor Lixing Zhu

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Professor Zhu Lixing is an expert in dimension reduction and statistical inference in regression analysis that are the frontiers in statistics research and applications. Due to the advancement of modern technologies, data with complex and high-dimensional structures are collected; also, in some application fields, data sets can be massive. For such data sets, Professor Zhu is aiming to develop new techniques to reduce the dimensionality such that the data can be well modelled along with some novel methods for hypothesis testing in terms of a model adaptation notion such that the powers of constructed tests can be very much enhanced. He is also working on causal inference to study the causality of potential outcomes due to issues such as medical treatment and social policies. Again, he will use his techniques and methodologies to handle complex data and apply the theoretical results to some application scenarios such as medical treatments.

 

Achievements

  • The State medal of Merit of China (2019)
  • Fellow of American Association of the Advancement of Science, US (2016)
  • The Second-class Natural Science Award, Ministry of Education of China, China (2014)
  • The Second-class National Natural Science Award of China (sole PI), China (2013)
  • HKBU President’s Award for Outstanding Performance in Scholarly Work (2011-12)
  • Fellow of American Statistical Association, US (2007)
  • Fellow of Institute of Mathematical Statistics, US (2003)
  • Humboldt Research Award for Senior Scientists, The Alexander Humboldt Foundation, Germany (1998)

 

Research Outputs

  • Koul, Hira L., Chuanlong Xie & Lixing Zhu. “An Adaptive-to-Model Test for Parametric Single-Index Errors-in-Variables Models.” Statistica Sinica 29.3 (2019): 1511-1534. DOI: 10.5705/ss.202017.0248
  • Guo, Xu, Raymond H. Chan, Wing-keung Wong & Lixing Zhu. “Mean-Variance, Mean-VaR, and Mean-CVaR Models for Portfolio Selection with Background Risk.” Risk Management 21.2 (2019): 73-98. DOI: 10.1057/s41283-018-0043-2
  • Tan, Falong & Lixing Zhu. “Adaptive-to-Model Checking for Regressions with Diverging Number of Predictors.” The Annals of Statistics 47.4 (2019): 1960-1994. DOI: 10.1214/18-AOS1735
  • Yu, Wei, Wangli Xu & Lixing Zhu. “A Combined p-value Test for the Mean Difference of High-dimensional Data.” Science China Mathematics 62.5 (2019): 961-978. DOI: 10.1007/s11425-017-9190-6
  • Jiang, Qing, Marie Hušková, Simos G. Meintanis & Lixing Zhu. “Asymptotics, Finite-Sample Comparisons and Applications for Two-Sample Tests with Functional Data.” Journal of Multivariate Analysis 170 (2019): 202-220. DOI: 10.1016/j.jmva.2018.09.002
  • Yu, Wei, Wangli Xu & Lixing Zhu. “Multiple Permutation Test for High-Dimensional Data: A Components-Combined Algorithm.” Journal of Statistical Computation and Simulation 89.4 (2019): 686-707. DOI: 10.1080/00949655.2019.1571058
  • Guo, Guangbao, James Allison & Lixing Zhu. “Bootstrap Maximum Likelihood for Quasi-Stationary Distributions.” Journal of Nonparametric Statistics 31.1 (2019): 64-87. DOI: 10.1080/10485252.2018.1531130
  • Niu, Cuizhen, Xu Guo, Yong Li & Lixing Zhu. “Pairwise Distance-based Tests for Conditional Symmetry.” Computational Statistics and Data Analysis 128 (2018): 145-162. DOI: 10.1016/j.csda.2018.06.018
  • Guo, Xu, Yun Fang, Xuehu Zhu, Wangli Xu & Lixing Zhu. “Semiparametric Double Robust and Efficient Estimation for Mean Response with Missing at Random.” Computational Statistics and Data Analysis 128 (2018): 325-339. DOI: 10.1016/j.csda.2018.07.017
  • Jin, Libin, Wangli Xu, Liping Zhu & Lixing Zhu. “Penalized Maximum Likelihood Estimation for Skew Normal Mixtures (in Chinese).” SCIENTIA SINICA Mathematica 49.9 (2018). DOI: 10.1360/SCM-2018-0618
  • Chen, Fei, Lei Shi, Xuehu Zhu & Lixing Zhu. “Generalized Principal Hessian Directions for Mixture Multivariate Skew Elliptical distributions.” Journal of Multivariate Analysis 168 (2018): 142-159. DOI: 10.1016/j.jmva.2018.07.006
  • Niu, Cuizhen & Lixing Zhu. “A Robust Adaptive-to-Model Enhancement Test for Parametric Single-Index Models.” Annals of Institute of Statistical Mathematics 70.5 (2018): 1013-1045. DOI: 10.1007/s10463-017-0626-9
  • Xie, Chuanlong & Lixing Zhu. “A Minimum Projected-Distance Test for Parametric Single-Index Berkson Models.” TEST 27.3 (2018): 700-715. DOI: 10.1007/s11749-017-0568-9
  • Fan, Guoliang, Hanying Liang & Lixing Zhu. “Penalized Profile Least Squares-Based Statistical Inference for Varying Coefficient Partially Linear Errors-in-Variables Models.” Science China Mathematics 61.9 (2018): 1677-1694. DOI: 10.1007/s11425-016-9108-y
  • Zhao, J. L, H. Y. Zhao & Lixing, Zhu. “Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models.” Statistics and Computing 28 (2018): 775-793. DOI: 10.1007/s11222-017-9762-6
  • Zhu, X. H. & Lixing Zhu. “Dimension reduction-based significance testing in nonparametric regression.” Electronic Journal of Statistics 12 (2018): 1468-1506. DOI: 10.1214/18-EJS1414
  • Wang, T. & Lixing Zhu. “Flexible dimension reduction in regression.” Statistica Sinica 28 (2018): 1009-1029. DOI: 10.5705/ss.202016.0080
  • Fan, G. L., H. Y. Liang & Lixing Zhu. “Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models.” Science in China: Mathematics 61 (2018): 1677-1694. DOI: 10.1007/s11425-016-9108-y
  • Niu, C. Z. & Lixng Zhu. “A robust adaptive-to-model enhancement test for parametric single-index models.” Annals of Institute of Statistical Mathematics 70 (2018): 1013-1045. DOI: 10.1007/s10463-017-0633-x
  • Fan, Y., W. Härdle, W. Wang & Lixing Zhu. “Single index based CoVaR with very high dimensional covariates.” Journal of Business & Economic Statistics 36 (2018): 212-226. DOI: 10.1080/07350015.2016.1180990
  • Niu, C., X. Guo & Lixing Zhu. “Enhancements of nonparametric generalized likelihood ratio test: Bias-correction and dimension reduction.” Scandinavian Journal of Statistics 45 (2018): 217-254. DOI: 10.1111/sjos.12298
  • Wang, T., M. J. Chen, H. Zhao & Lixing Zhu. “Estimating a sparse reduction for general regression in high dimensions.” Statistics and Computing 28 (2018): 33-46. http://www.math.hkbu.edu.hk/~lzhu/files/jasa-esr.pdf
  • Tan, F. L., X. H. Zhu & Lixing Zhu. “A projection-based adaptive-to-model test for regressions.” Statistica Sinica 28 (2018): 157-188. DOI: 10.5705/ss.202016.0333
  • Guo, X., A. Wagener, W. K. Wong & Lixing Zhu. “The Two-Moment Decision Model with Additive Risks.” Risk Management 20.2 (2018): 77-94. DOI: 10.1057/s41283-017-0028-6
  • Li, Z. X., F. Chen & Lixing Zhu. “Estimating Moments in ANOVA-type mixed models.” Metrika 80 (2018): 697-715. DOI: 10.1007/s00184-017-0623-2
  • Chua, Ka-kit, Adrian Wong, Kam-wa Chan, Yin-kei Lau, Zhao-xiang Bian, Jia-hong Lu, Liang-feng Liu, Lei-lei Chen, Ka-ho Chan, Kim-pong Tse, Anne Chan, Juxian Song, Justin C. Y. Wu, Lixing Zhu, Vincent C. Mok & Min Li. “A Randomized Controlled Trial of Chinese Medicine on Non-motor Symptoms in Parkinson’s Disease.” Parkinson’s Disease 7 (2017): 1-8. DOI: 10.1155/2017/1902708
  • Fan, Y., W. Härdle, W. Wang & Lixing Zhu. “Single-index-based CoVaR with very high dimensional covariates.” Journal of Business & Economic Statistics 36.2 (2017). DOI: 10.1080/07350015.2016.1180990
  • Zeng, B., X. R. Wen & Lixing Zhu. “A link-free sparse group variable selection method for single-index model.” Journal of Applied Statistics 44 (2017): 2388-2400. DOI: 10.1080/02664763.2016.1254731
  • Gai, Y. J., F. Li, Z. Yin, L. Lin & Lixing Zhu. “Asymptotics for adaptive Dantzig selector.” Science in China: Mathematics 47 (2017): 869-886. DOI: 10.1360/SCM-2015-0840
  • Feng, L., C. L. Zou, Z. J. Wang & Lixing Zhu. “Composite T2test for high-dimensional data.” Statistica Sinica 27 (2017): 1419-1436. DOI: 10.5705/ss.202015.0199
  • Lin, L., P. Dong, Y. Song & Lixing Zhu. “Upper Expectation Parametric Regression.” Statistica Sinica 27 (2017): 1265-1280.https://arxiv.org/pdf/1412.3000.pdf
  • Zhu, X. H., X. Guo & Lixing Zhu. “An adaptive-to-model test for partially parametric single-index models.” Statistics and Computing 27 (2017): 1193-1204. DOI: 10.1214/17-EJS1257
  • Niu, C. Z. & Lixing Zhu. “An adaptive-to-model test for parametric single-index models with missing responses.” Electronic Journal of Statistics 11 (2017): 1491 - 1526. DOI: 10.1214/17-EJS1257
  • Wu, P., X. C. Luo, P. R. Xu & Lixing Zhu. “New variable selection for linear mixed-effects models.” Annals of Institute of Statistical Mathematics 69 (2017): 627-646. DOI: 10.1007/s10463-016-0555-z
  • Guan, Y., C. L. Xie & Lixing Zhu. “Sufficient dimension reduction with mixture multivariate skew elliptical distributions.” Statistica Sinica 27 (2017): 335-355. DOI: 10.5705/ss.202015.0274
  • Wang, T., X. R. Wen & Lixing Zhu. “Multiple-population Shrinkage Estimation via Sliced Inverse Regression.” Statistics and Computing 27 (2017): 103-114. DOI: 10.1007/s11222-015-9609-y
  • Yu, W., W. L. Xu & Lixing Zhu. “A Modified Hosmer-Lemeshow Test for Large Data Sets.” Communications in Statistics: Theory and Methods 46.23 (2017): 1-13. DOI: 10.1080/03610926.2017.1285922
  • Zhu, X. H., T. Wang, J. L. Zhao & Lixing Zhu. “Inference for biased transformation models.” Computational Statistics and Data Analysis 109 (2017): 105-120. 10.1016/j.csda.2016.11.008
  • Luo, X. C., Lixing Zhu & H. T. Zhu. “Single-index Varying Coefficient Model for Functional Responses.” Biometrics 72 (2016): 1275-1284. DOI: 10.1111/biom.12526
  • Guo, X., W. K. Wong & Lixing Zhu. “Almost Stochastic Dominance for Risk Averters and Risk Seeker.” Finance Research Letters 19 (2016): 15-21. DOI: 10.1016/j.frl.2016.05.005
  • Zhou, J. K., J. R. Wu & Lixing Zhu. “Overlapped Groupwise Dimension Reduction.” Science in China: Mathematics 59 (2016): 2543 - 2560. DOI: 10.1007/s11425-016-0121-5
  • Song, S. & Lixing Zhu. “Groupwise Semiparametric Modeling: A SCSE Approach.” Journal of Multivariate Analysis 152 (2016): 1-14. DOI: 10.1016/j.jmva.2016.07.006
  • Alghalith M., G. Guo, W. K. Wong & Lixing Zhu. “A General Optimal Investment Model in the Presence of Background Risk.” Annals of Financial Economics 11 (2016): 1-8. DOI: 10.1142/S2010495216500019
  • Fan, Y., Y. J. Gai & Lixing Zhu. “Asymtotics of Dantzig selector for a general single-index model.” Journal of Systems Science & Complexity 29 (2016): 1123-1144. DOI: 10.1007%2Fs11424-015-4124-y
  • Guo, X., T. Wang & Lixing Zhu. “Model checking for parametric single-index models: A dimension-reduction model-adaptive approach.” Journal of the Royal Statistical Society Series B (Statistical Methodology) 78.5 (2016): 1013-1035. DOI: 10.1111/rssb.12147
  • Yu, Z., Y. X. Dong, J. Zhu & Lixing Zhu. “Trace Pursuit: A General Framework for Model-Free Variable Selection.” Journal of the American Statistical Association 111 (2016): 813-821.https://arxiv.org/pdf/1402.5190.pdf