Consistency of a Range of Penalised Cost Approaches for Detecting Multiple Changepoints [arXiv]
      C. Zheng, I.A. Eckley and P. Fearnhead.
      Electronic Journal of Statistics, 16: 4497-4546, 2022.

A New Principle for Tuning-Free Huber Regression [pdf]

     L. Wang, C. Zheng, W. Zhou and W.-X. Zhou.
     Statistica Sinica, 31: 2153-2177, 2021.

Model Selection Confidence Sets by Likelihood Ratio Testing [arXiv]
     C. Zheng, D. Ferrari and Y. Yang.
     Statistica Sinica, 29: 827--851, 2019.

Ranking Genetic Factors Related to Age-Related Macular Degeneration by Variable Selection Confidence Sets [arXiv]
     C. Zheng, D. Ferrari, M. Zhang and P. Baird.
     Journal of the Royal Statistical Society: Series C (Applied Statistics), 68: 727-749, 2019.

Simulation-based Hypothesis Testing of High Dimensional Means under Covariance Heterogeneity [arXiv] [supplement]
     J. Chang, C. Zheng, W.-X. Zhou and W. Zhou.
      Biometrics, 73: 1300-1310, 2017.

Two-Sample Smooth Tests for the Equality of Distributions [arXiv]
      W.-X. Zhou, C. Zheng and Z. Zhang.
      Bernoulli, 23: 951-989, 2017.

Reliable Inference for Complex Models by Discriminative Composite Likelihood Estimation [arXiv]
      D. Ferrari and C. Zheng.
      Journal of Multivariate Analysis, 144: 68-80, 2016.