Zhengjun Zhang

My research covers a wide range of topics, including fundamental dependence theory, extreme value theory and risk analysis, high-dimensional statistical learning using max-linear regression, zero-inflated protective barrier regression, variable selection based on tail limits, variable screening based on tail dependence and sure explained variability and nonlinear causal inference. My collaborators, including my undergraduate/graduate students, and I introduced tail quotient correlation, generalized measures of correlation, competing factor copula, and max-linear computing regressions, amongst others.