Shaojun Guo
Cited by
Cited by
Variance estimation using refitted cross‐validation in ultrahigh dimensional regression
J Fan, S Guo, N Hao
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2012
Least absolute relative error estimation
K Chen, S Guo, Y Lin, Z Ying
Journal of the American Statistical Association 105 (491), 1104-1112, 2010
Weighted preliminary-summation-based principal component analysis for non-Gaussian processes
N Li, S Guo, Y Wang
Control Engineering Practice 87, 122-132, 2019
Functional graphical models
X Qiao, S Guo, GM James
Journal of the American Statistical Association 114 (525), 211-222, 2019
High-dimensional and banded vector autoregressions
S Guo, Y Wang, Q Yao
Biometrika, asw046, 2016
Global partial likelihood for nonparametric proportional hazards models
K Chen, S Guo, L Sun, JL Wang
Journal of the American Statistical Association 105 (490), 750-760, 2010
An overview of semiparametric models in survival analysis
S Guo, D Zeng
Journal of Statistical Planning and Inference 151, 1-16, 2014
On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates
H Wong, S Guo, M Chen, IP Wai-Cheung
Journal of statistical planning and inference 139 (9), 2933-2951, 2009
Marginal regression models with time‐varying coefficients for recurrent event data
L Sun, X Zhou, S Guo
Statistics in Medicine 30 (18), 2265-2277, 2011
A dynamic structure for high-dimensional covariance matrices and its application in portfolio allocation
S Guo, JL Box, W Zhang
Journal of the American Statistical Association 112 (517), 235-253, 2017
Doubly functional graphical models in high dimensions
X Qiao, C Qian, GM James, S Guo
Biometrika 107 (2), 415-431, 2020
Factor double autoregressive models with application to simultaneous causality testing
S Guo, S Ling, K Zhu
Journal of Statistical Planning and Inference 148, 82-94, 2014
Functional linear regression: dependence and error contamination
C Chen, S Guo, X Qiao
Journal of Business & Economic Statistics, 1-42, 2020
On Consistency and Sparsity for High-Dimensional Functional Time Series with Application to Autoregressions
S Guo, X Qiao
arXiv preprint arXiv:2003.11462, 2020
Double AR model without intercept: An alternative to modeling nonstationarity and heteroscedasticity
D Li, S Guo, K Zhu
Econometric Reviews 38 (3), 319-331, 2019
A General Theory for Large-Scale Curve Time Series via Functional Stability Measure
S Guo, X Qiao
arXiv preprint arXiv:1812.07619, 2018
Marginal regression model with time-varying coefficients for panel data
L Sun, S Guo, M Chen
Communications in Statistics—Theory and Methods 38 (8), 1241-1261, 2009
A New Perspective on Dependence in High-Dimensional Functional/Scalar Time Series: Finite Sample Theory and Applications
Q Fang, S Guo, X Qiao
arXiv preprint arXiv:2004.07781, 2020
Strict stationarity testing and GLAD estimation of double autoregressive models
S Guo, D Li, M Li
Journal of econometrics 211 (2), 319-337, 2019
Strict stationarity testing and global robust quasi-maximum likelihood estimation of dar models
S Guo, D Li, M Li
Technical report, Working Paper, London School of Economics, 2016
The system can't perform the operation now. Try again later.
Articles 1–20