师资团体

师资团体 Faculty

郭绍俊

职称:副教授

研究方向:高维统计学习;非参数及半参数统计建模;大维统计计算;生存分析及函数型数据分析

联系方式:sjguo@ruc.edu.cn

个人简历

      现为中国人民大学统计与大数据研究院副教授。2003年本科毕业于山东师范大学,2008年获得中国科学院数学与系统科学研究院理学博士学位。博士毕业后留中国科学院数学与系统科学研究院工作,助理研究员,任期至2016年。2009年-2010年赴美国普林斯顿大学运筹与金融工程系博士后研究,做高维数据分析方面的研究工作,并于2014-2016年在英国伦敦经济学院统计系做博士后研究,做大维时间序列建模方面的研究。

目前主要研究方向有:高维统计学习;非参数及半参数统计建模;大维统计计算;生存分析及函数型数据分析等。


      详见个人网页:https://sites.google.com/site/guoshaojun20170709/


      Technical Reports:

      1.  Guo, S., Li, D. and Li, M. (2017). Strict stationarity testing and estimation for double autoregressive models.  Journal of Econometrics, Revised. [pdf]


      Selected Publications:


      * Qiao, X., Guo, S. and James, G. (2017). Functional Graphical Models. Forthcoming in Journal of the American Statistical Association. [pdf]

      * Li, D., Guo, S. and Zhu, K. (2017). A double AR model without intercept: an alternative to modeling nonstationarity and heteroscedasticity. Forthcoming in Econometric Reviews. [pdf] [arxiv]

      * Guo, S., Box, J. and Zhang W. (2017). A dynamic structure for high dimensional covariance matrices and its application in portfolio allocation.  Journal of the American Statistical Association,Vol 112,517,235-253. [pdf] [online]

      * Guo, S., Wang, Y. and Yao, Q. (2016). High dimensional and banded vector autoregressions. Biometrika103(4): 889-903. [pdf] [Supplemental] [arxiv]

      *Guo, S. and Zeng, D. (2014). An overview of semiparametric models in survival analysis. Journal of Statistical Planning and Inference, V151-152, 1-16. [pdf] [online]

      * Guo, S., Ling, S. and Zhu, K. (2014). Factor double autoregressive models with application to simultaneous causality testing. Journal of Statistical Planning and Inference, 148, 82-94. [pdf] [online]

      * Fan, J., Guo, S. and Hao, N. (2012).  Variance estimation using refitted cross-validation in ultrahigh dimensional regression. Journal of the Royal Statistical Society, Series B , 74,37-65. [pdf] [online] 

      * Sun, L., Zhou, X. and Guo, S. (2011). Marginal regression models with time-varying coefficients for recurrent event data. Statistics in Medicine , 30, 2265-2277. [pdf] [online] 

      * Chen, K. , Guo, S., Lin, Y. and Ying, Z. (2010). Least absolute relative error estimation. Journal of the American Statistical Association, 105, 1104-1112. [pdf]] [online]

      * Chen, K., Guo, S., Sun, L. and Wang, J. L. (2010). Global partial likelihood for nonparametric proportional hazards model. Journal of the American Statistical Association, 105, 750-760. [pdf] [online]

      * Sun, L., Guo, S. and Chen, M. (2009). Marginal regression model with time-varying coefficients for panel data. Communications in Statistics: Theory and Methods, 38, 1241-1261. [pdf] [online]

      * Wong, H., Guo, S., Chen, M., and Ip, W. C. (2009).  On locally weighted estimation and hypothesis testing on varying coefficient models with missing covariates. Journal of Statistical Planning and Inference, 139, 2933-2951. [pdf] [online]