Dr. Zongwu Cai is interested in statistical methods in econometrics, finance, risk management,
biostatistics, data-analytic modeling, functional data analysis, survival analysis, nonlinear
time series, and their applications, and among others. His primary research focuses on developing and justifying statistical methodology and applications in other scientific areas where the statistics discipline is useful.
In each of the aforementioned areas, he devotes most of his efforts to the methodology research for intuitively appealing, model-free, and robust nonparametric approaches and applies the approaches to solve real problems. Modern statistical principles and modeling inevitably involve intensive computation, which is a part of the methodological research development. He is also very interested in developing foundational statistical theory and in providing fundamental insights to sophisticated statistical models through the research in distributional theory, efficient semi-parametric modeling, and nonlinear function estimation.
Recently, he is particularly interested in financial econometrics, econometrics, risk management,high-dimensional data-analytic modeling and inferences, nonlinear time series,
analysis of functional data, survival analysis of economic and financial data, and other
interdisciplinary collaborations (for example, statistical models for heath economics).
His work has been published extensively in professional journals, including both leading
statistics and econometrics journals: The Journal of the American Statistical Association,
The Journal of the Royal Statistical Society, Biometrika, Journal of Econometrics, and
Econometric Theory, and more.
