Kenneth Q. Zhou

Direct use of regression quantiles to construct confidence sets in linear models

Kenneth Q. Zhou, Stephen Portnoy · The Annals of Statistics · 1996 · 54 citations · Full text

Direct Use, Empirical Quantile Function, Bootstrap Resampling +14

Statistical inference on heteroscedastic models based on regression quantiles

Kenneth Q. Zhou, Stephen Portnoy · Journal of nonparametric statistics · 1998 · 37 citations

Dynamic Longevity Hedging in the Presence of Population Basis Risk: A Feasibility Analysis From Technical and Economic Perspectives

Kenneth Q. Zhou, Johnny Siu‐Hang Li · Journal of Risk & Insurance · 2016 · 27 citations · Full text

Engineering, Financial Risk Management, Population Basis Risk +19

A Bayesian Approach to Developing a Stochastic Mortality Model for China

Johnny Siu-Hang Li, Kenneth Q. Zhou, Xiaobai Zhu et al. · Journal of the Royal Statistical Society Series A (Statistics in Society) · 2019 · 17 citations · Full text

Bayesian Statistic, Engineering, Bayesian Econometrics +19

Stochastic mortality dynamics driven by mixed fractional Brownian motion

Hongjuan Zhou, Kenneth Q. Zhou, Xianping Li · Insurance Mathematics and Economics · 2022 · 15 citations

Stochastic Mortality Dynamics, Statistics, Stochastic Phenomenon +1