Tao Zou

tao zou

RSFAS

Research School of Finance, Actuarial Studies & Statistics

Position
Associate Professor
Email
tao.zou@anu.edu.au
Phone number
+61 2 612 56221
Office
Room 3.60, CBE Bld (26C)
Research areas

Statistics; Econometrics.

Biography

Tao Zou is an Associate Professor of Statistics.  His research interests lie in covariance regression modelling, network data modelling, financial statistics, environmental statistics, dependent data analysis and big data analysis. Tao’s major research contribution has been to open up a whole new research area whereby covariances are regressed on covariates. This work was not only the first published in the literature of statistics, but has wide-ranging applications in business and science. Tao’s research has appeared in a number of top-ranked journals including Journal of the American Statistical Association, Journal of Econometrics, Journal of Business & Economic Statistics, Statistica Sinica, and Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

View ORCID profile

Publons

 

Research publications

[16] Tho, Z. Y., Hui, F. K. C. & Zou, T. 2024 (in press), 'An Ising Similarity Regression Model for Modeling Multivariate Binary Data', Statistica Sinica, doi:10.5705/ss.202024.0021

[15] Gao, Y., Zhang, Z., Cai, Z., Zhu, X., Zou, T. & Wang, H. 2024 (in press), 'Penalized Sparse Covariance Regression with High Dimensional Covariates', Journal of Business & Economic Statistics, doi:10.1080/07350015.2024.2415109

[14] Tho, Z. Y., Ding, D., Hui, F. K. C., Welsh, A. H. & Zou, T. 2023 (in press), 'On the Robust Estimation of Spatial Autoregressive Models', Econometrics and Statistics, doi:10.1016/j.ecosta.2023.01.004

[13] Fan, X., Lan, W., Zou, T. & Tsai, C.-L. 2024, 'Mutual Influence Regression Model', Statistica Sinica, vol. 34, no. 3, pp. 1723--1743, doi:10.5705/ss.202022.0035

[12] Fan, X., Lan, W. , Zou, T. & Tsai, C.-L. 2024, 'Covariance Model with General Linear Structure and Divergent Parameters', Journal of Business & Economic Statistics, vol. 42, no. 1, pp. 36--48, doi:10.1080/07350015.2022.2142593

[11] Wu, Y., Lan, W., Zou, T. & Tsai, C.-L. 2022, 'Inward and Outward Network Influence Analysis', Journal of Business & Economic Statistics, vol. 40, no. 4, pp. 1617--1628, doi:10.1080/07350015.2021.1953509

[10] Chang, L. & Zou, T. 2022, 'Spatio-Temporal Analysis of Air Pollution in North China Plain', Environmental and Ecological Statistics, vol. 29, no. 2, pp. 271--293, doi:10.1007/s10651-021-00521-4

[9] Zou, T., Lan, W., Li, R. & Tsai, C.-L. 2022, 'Inference on Covariance-Mean Regression', Journal of Econometrics, vol. 230, no. 2, pp. 318--338, doi:10.1016/j.jeconom.2021.05.004

[8] Lan, W., Chen, X., Zou, T. & Tsai, C.-L. 2022, 'Imputations for High Missing Rate Data in Covariates via Semi-supervised Learning Approach', Journal of Business & Economic Statistics, vol. 40, no. 3, pp. 1282--1290, doi:10.1080/07350015.2021.1922120

[7] Zou, T., Luo, R., Lan, W. & Tsai, C.-L. 2021, 'Network Influence Analysis', Statistica Sinica, vol. 31, no. 4, pp. 1727--1748, doi:10.5705/ss.202019.0242

[6] Zou, T., Luo, R., Lan, W. & Tsai, C.-L. 2020, 'Covariance Regression Model for Non-Normal Data' in Lee, C. F. & Lee, J. C. (eds.), Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, vol. 4, World Scientific, pp. 3933--3945, doi:10.1142/9789811202391_0113

[5] Ma, Y., Pan, R., Zou, T. & Wang, H. 2020, 'A Naive Least Squares Method for Spatial Autoregression with Covariates', Statistica Sinica, vol. 30, no. 2, pp. 653--672, doi:10.5705/ss.202017.0135

[4] Chang, J., Qiu, Y., Yao, Q. & Zou, T. 2018, 'Confidence Regions for Entries of A Large Precision Matrix', Journal of Econometrics, vol. 206, no. 1, pp. 57--82, doi:10.1016/j.jeconom.2018.03.020

[3] Zou, T. & Chen, S. X. 2017, 'Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices', Journal of Business & Economic Statistics, vol. 35, no. 3, pp. 486--498, doi:10.1080/07350015.2015.1089773

[2] Zou, T., Lan, W., Wang, H. & Tsai, C.-L. 2017, 'Covariance Regression Analysis', Journal of the American Statistical Association, vol. 112, no. 517, pp. 266--281, doi:10.1080/01621459.2015.1131699

[1] Liang, X., Zou, T., Guo, B., Li, S., Zhang, H., Zhang, S., Huang, H. & Chen, S. X. 2015, 'Assessing Beijing's PM2.5 Pollution: Severity, Weather Impact, APEC and Winter Heating', Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, vol. 471, article no. 2182, pp. 20150257, doi:10.1098/rspa.2015.0257

 

Pre-prints:

[1] Zou, T., Li, X., Liang, X. & Wang, H. 2021, 'On the Subbagging Estimation for Massive Data', https://arxiv.org/abs/2103.00631, arXiv:2103.00631

[2] Tho, Z. Y., Hui, F. K. C., Welsh, A. H. & Zou, T. 2023, 'Cokrig-and-Regress for Spatially Misaligned Environmental Data', https://arxiv.org/abs/2310.05548, arXiv:2310.05548

Research grants and awards

2020 - 2021: Early Career Researcher (ECR) Grant, College of Business and Economics, the Australian National University.

2019 - 2020: Cross-Disciplinary Grant, Research School of Finance, Actuarial Studies and Statistics, the Australian National University.

2019: Early Career Researcher (ECR) Grant, College of Business and Economics, the Australian National University.

2018 - 2019: Cross-Disciplinary Grant, Research School of Finance, Actuarial Studies and Statistics, the Australian National University.

2018: Early Career Researcher (ECR) Grant, College of Business and Economics, the Australian National University.

Research engagement and outreach

Professional Membership 

Statistical Society of Australia

American Statistical Association

Institute of Mathematical Statistics

Bernoulli Society


Current service roles at ANU

Convenor of the Bachelor of Statistics Program 


Peer Review Summary

https://publons.com/researcher/1559739/tao-zou/

Teaching

Teaching Awards:

2020, Vice-Chancellor’s Citation for Outstanding Contribution to Student Learning

2019, CBE Teaching Award for Outstanding Contribution to Student Learning


Current Teaching:

STAT3040/STAT7040

STAT4102/STAT8002

STAT8053


Past Teaching:

STAT3008/STAT7001