People

Dr Tao Zou

Dr Tao Zou

Research School of Finance, Actuarial Studies & Statistics


Position:
Senior Lecturer
Email: tao.zou@anu.edu.au
Phone: +61 2 612 56221
Office: Room 3.60, CBE Bld (26C)

Research areas

Statistics; Econometrics.

Biography

Tao Zou is a Senior Lecturer 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

[7] Zou, T., Luo, R., Lan, W. and Tsai, C.-L. (2020+). Network influence analysis. Statistica Sinica, to appear.

[6] Zou, T., Luo, R., Lan, W. and Tsai, C.-L. (2020). Covariance Regression Model for Non-Normal Data. Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, vol. 4, Chapter 113, World Scientific. 

[5] Ma, Y., Pan, R., Zou, T., and Wang, H. (2020). A naive least squares method for spatial autoregression with covariates. Statistica Sinica, 30, 653-672

[4] Chang, J., Qiu, Y., Yao, Q. and Zou, T. (2018). Confidence regions for entries of a large precision matrix. Journal of Econometrics, 206, 57-82.

[3] Zou, T. and Chen, S. X. (2017). Enhancing estimation for interest rate diffusion models with bond prices. Journal of Business & Economic Statistics, 35, 486-498.

[2] Zou, T., Lan, W., Wang, H. and Tsai, C.-L. (2017). Covariance regression analysis. Journal of the American Statistical Association, 112, 266-281.  

[1] Liang, X., Zou, T., Guo, B., Li, S., Zhang, H., Zhang, S., Huang, H. and Chen, S. X. (2015). Assessing Beijing's PM2.5 pollution: Severity, weather impact, APEC and winter heating. Proceedings of the Royal Society A, 471, 20150257.

 

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


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

 

Updated:   21 April 2015 / Responsible Officer:  CBE Communications and Outreach / Page Contact:  College Web Team