Yichen Zhang

Assistant Professor
Krannert School of Management
Purdue University
Phone: +1 (765)496-5023
E-post: zhang [@] purdue [DOT] edu

About me

I joined Krannert School of Management, Purdue University as a tenure-track assistant professor at June 2020. Prior to that, I earned my PhD at Department of Technology, Operations, and Statistics, Stern School of Business, New York University, advised by Professor Xi Chen and Professor Clifford Hurvich. Before joining NYU, I received my Bachelor's degree in School of Mathematical Sciences, Peking University and a double degree in China Center for Economic Research, Peking University in July 2015. Here is a short bio.

Research

My research interests include

  • Statistical Learning Theory

  • Distributed Estimation and Inference

  • Statistical Inference for Online Streaming Data

  • Time Series Econometrics and Applications of Stochastic Processes in Finance

Publications

  • Xi Chen, Weidong Liu, and Yichen Zhang. Quantile Regression Under Memory Constraint.
    The Annals of Statistics, Volume 47, Number 6 (2019), 3244-3273. [Code]

  • Xi Chen, Jason D. Lee, Xin T. Tong, and Yichen Zhang. Statistical Inference for Model Parameters in Stochastic Gradient Descent.
    The Annals of Statistics, Volume 48, Number 1 (2020), 251-273.

  • Yichen Zhang, Clifford M. Hurvich. Estimation of alpha, beta and Portfolio Weights in a Pure-Jump Model with Long Memory in Volatility.
    Accepted at Stochastic Processes and their Applications, 2020.

  • Xi Chen, Weidong Liu, and Yichen Zhang. First-order Newton-type Estimator for Distributed Estimation and Inference. Submitted

Full list of publications.