8 citations · 27 across the 13 of their papers we have counts for
13 papers
On Robust Empirical Likelihood for Nonparametric Regression with Application to Regression Discontinuity Designs
Qin Fang, Shaojun Guo, Yang Hong +1
Empirical likelihood serves as a powerful tool for constructing confidence intervals in nonparametric regression and regression discontinuity designs (RDD). The original empirical…
From sparse to dense functional data in high dimensions: Revisiting phase transitions from a non-asymptotic perspective
Shaojun Guo, Dong Li, Xinghao Qiao +1
Nonparametric estimation of the mean and covariance functions is ubiquitous in functional data analysis and local linear smoothing techniques are most frequently used. Zhang and Wa…
Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions
Qin Fang, Shaojun Guo, Xinghao Qiao
Covariance function estimation is a fundamental task in multivariate functional data analysis and arises in many applications. In this paper, we consider estimating sparse covarian…
Factor modelling for high-dimensional functional time series
Shaojun Guo, Xinghao Qiao, Qingsong Wang +1
Many economic and scientific problems involve the analysis of high-dimensional functional time series, where the number of functional variables diverges as the number of serial…
Finite Sample Theory for High-Dimensional Functional/Scalar Time Series with Applications
Qin Fang, Shaojun Guo, Xinghao Qiao
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functi…
On Consistency and Sparsity for High-Dimensional Functional Time Series with Application to Autoregressions
Shaojun Guo, Xinghao Qiao
Modelling a large collection of functional time series arises in a broad spectral of real applications. Under such a scenario, not only the number of functional variables can be di…