| 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 | 328 | 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 | 113 | 2010 |
| Functional graphical models X Qiao, S Guo, GM James Journal of the American Statistical Association 114 (525), 211-222, 2019 | 105 | 2019 |
| High-dimensional and banded vector autoregressions S Guo, Y Wang, Q Yao Biometrika, asw046, 2016 | 71 | 2016 |
| Weighted preliminary-summation-based principal component analysis for non-Gaussian processes N Li, S Guo, Y Wang Control Engineering Practice 87, 122-132, 2019 | 47 | 2019 |
| Doubly functional graphical models in high dimensions X Qiao, C Qian, GM James, S Guo Biometrika 107 (2), 415-431, 2020 | 43 | 2020 |
| 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 | 42 | 2010 |
| An overview of semiparametric models in survival analysis S Guo, D Zeng Journal of Statistical Planning and Inference 151, 1-16, 2014 | 32 | 2014 |
| 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 | 28 | 2017 |
| 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 | 21 | 2009 |
| On consistency and sparsity for high-dimensional functional time series with application to autoregressions S Guo, X Qiao Bernoulli 29 (1), 451-472, 2023 | 16 | 2023 |
| Functional linear regression: dependence and error contamination C Chen, S Guo, X Qiao Journal of Business & Economic Statistics 40 (1), 444-457, 2022 | 16 | 2022 |
| 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 | 16 | 2011 |
| Factor modelling for high-dimensional functional time series S Guo, X Qiao, Q Wang arXiv preprint arXiv:2112.13651, 2021 | 12 | 2021 |
| Strict stationarity testing and GLAD estimation of double autoregressive models S Guo, D Li, M Li Journal of econometrics 211 (2), 319-337, 2019 | 12 | 2019 |
| Finite sample theory for high-dimensional functional/scalar time series with applications Q Fang, S Guo, X Qiao Electronic Journal of Statistics 16 (1), 527-591, 2022 | 11 | 2022 |
| 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 | 10 | 2014 |
| Sparse spatio-temporal autoregressions by profiling and bagging Y Ma, S Guo, H Wang Journal of Econometrics 232 (1), 132-147, 2023 | 8 | 2023 |
| 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 | 5 | 2019 |
| Adaptive functional thresholding for sparse covariance function estimation in high dimensions Q Fang, S Guo, X Qiao Journal of the American Statistical Association, 1-13, 2023 | 4 | 2023 |
Ning HaoThe University of ArizonaVerified email at math.arizona.edu
