北京师范大学统计学院
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郭旭 发布时间:2016-10-23 浏览次数:

郭旭,男,1988年生。2014年于香港浸会大学获统计学博士学位,现任北京师范大学统计学院副教授,硕士生导师。研究方向为模型检验、高维数据分析、不确定下的行为决策、缺失数据分析等。现担任EconLit收录期刊Theoretical Economics Letters(http://www.scirp.org/journal/TEL/)的副主编,美国《Mathematical Review》评论员,多个统计学和经济学期刊的审稿人。

 

部分科研论文

 

在统计学顶级期刊Journal of the Royal Statistical Society: Series B Biometrika,统计学主流期刊Statistics and Computing, Journal of Multivariate Analysis, Computational Statistics & Data Analysis和经济学主流期刊 Insurance: Mathematics and Economics, North American Journal of Economics and Finance, Economics Letters, Economic ModellingSCISSCI期刊发表论文近30篇。

详细信息参见https://www.researchgate.net/profile/Xu_Guo4

   

统计类:

1.        Guo Xu, Wang Tao and Zhu Lixing* (2016). Model checking for parametric single index models: A dimension-reduction model-adaptive approach. Journal of the Royal Statistical Society: Series B. Vol 78, 1013-1035. (Top journal in statistics). (SCI)

2.        Wang Tao, Guo Xu, Xu Peirong and Zhu Lixing*(2014). Transformed Sufficient Dimension Reduction. Biometrika. Vol. 101, No. 4, 815-829.  (Top journal in statistics).(SCI)

3.        Guo Xu, Niu Cuizhen*, Yang Yiping and Xu Wangli(2015). Empirical Likelihood for Single Index Model with Missing Covariates at Random. Statistics. Vol. 49, 588-601. (SCI)

4.        Guo Xu, Wang Tao, Xu Wangli and Zhu Lixing*(2014). Dimension Reduction with Missing Response at Random. Computational Statistics & Data Analysis, Vol. 69, 228-242. (SCI)

5.        Guo Xu, Xu Wangli and Zhu Lixing*(2014), Multi-index Regression Models with Missing Covariates at Random. Journal of Multivariate Analysis. Vol. 123, 345-363. (SCI)

6.        Guo Xu, Xu Wangli and Zhu Lixing*(2015). Model Checking for Parametric Regressions with Response Missing at Random.  Annals of the Institute of Statistical Mathematics.  Vol. 67, 229-259. (SCI)

7.        Guo Xu and Xu Wangli*(2012), Goodness-of-fit tests for general linear models with covariates missed at random. Journal of Statistical Planning and Inference. Vol.142, N0. 7, 2047-2058. (SCI)

8.        Niu Cuizhen, Guo Xu, Xu Wangli* and Zhu Lixing (2014). Empirical Likelihood     Inference in Linear Regression with Nonignorable Missing Response. Computational Statistics & Data Analysis, Vol. 79, 91-112. (SCI)

9.        Niu Cuizhen, Guo Xu, Xu Wangli* and Zhu Lixing (2016). Checking nonparametric component for partial linear regression model with missing response. Journal of Statistical Planning and Inference, Vol. 168, 1-19. (SCI)

10.    Zhu Xuehu, Guo Xu, Lin Lu and Zhu Lixing*(2015). Heteroscedasticity Checks for Single Index Models. Journal of Multivariate Analysis, Vol. 136, 41-55.(SCI)

11.    Xu Wangli and Guo Xu*(2013). Checking the adequacy of partial linear models with missing covariates at random. Annals of the Institute of Statistical Mathematics. Vol. 65, No 3, 473-490. (SCI)

12.    Zhu Xuehu, Guo Xu, Lin Lu and Zhu Lixing*(2016). Testing for positive expectation dependence.  Annals of the Institute of Statistical Mathematics.  Vol. 68, No. 1, 135-153. (SCI)

13.    Zhu Xuehu, Guo Xu, and Zhu Lixing*(2017). An adaptive-to-model test for partially parametric single-index models. Statistics & Computing. Vol. 27, 1193-1204.(SCI)

14.    Zhu Xuehu, Chen Fei, Guo Xu, and Zhu Lixing*(2016). Heteroscedasticity Testing for Regression Models: A Dimension Reduction-based Model Adaptive Approach.   Computational Statistics & Data Analysis. Vol. 103, 263-283.(SCI)

15.    Niu Cuizhen, Guo Xu, and Zhu Lixing*(2017). Enhancements of Nonparametric Generalized Likelihood Ratio Test: Bias-correction and Dimension Reduction. Scandinavian Journal of Statistics. To appear.

 

经济类:

16.    Guo Xu, McAleer Michael, Wong Wing-Keung* and Zhu Lixing (2017). A Bayesian Approach to Excess Volatility, Short-Term Underreaction and Long-Term Overreaction during Financial Crises. North American Journal of Economics and Finance. Vol 42, 346-358. (SSCI)

17.    Guo Xu, Wong Wing-Keung* and Zhu Lixing. (2016). Almost Stochastic Dominance for Risk Averters and Risk Seekers. Finance Research Letters.  Vol 19, 15-21. (SSCI)

18.    Guo Xu, Li Jingyuan*, Liu Dongri and Wang Jianli (2016). Preserving the Rothschild-Stiglitz Type of Increasing Risk with Background Risk.  Insurance: Mathematics and Economics. Vol 70, 144-149. (SCI and SSCI).

19.    Guo Xu and Li Jingyuan*. (2016). Confidence Band for Expectation Dependence with Applications. Insurance: Mathematics and Economics. Vol 68, 141-149. (SCI and SSCI).

20.    Guo Xu, Wing-Keung Wong, Qunfang Xu* and Xuehu Zhu (2015). Production and Hedging Decisions under Regret Aversion.  Economic Modelling. Vol. 51, 153-158. (SSCI)

21.    Guo Xu, Post Thierry, Wong Wing-Keung and Zhu Lixing* (2014). Moment Conditions for Almost Stochastic Dominance. Economics Letters.  Vol. 124, No 2, 163-167. (SSCI)

22.    Guo Xu, Zhu Xuehu, Wong Wing-Keung and Zhu Lixing* (2013). A Note on Almost Stochastic Dominance. Economics Letters, Vol. 121, No. 2, 252-256. (SSCI)

23.    Broll Udo*, Guo Xu, Welzel Peter and Wong Wing-Keung (2015). The Banking Firm and Risk Taking in a Two-Moment Decision Model. Economic Modelling. Vol. 50, 275-280. (SSCI)

24.    Niu Cuizhen, Guo Xu, Wang Tao and Xu Peirong*. (2014). Regret theory and the competitive firm: a comment. Economic Modelling.  Vol. 41, 313-315. (SSCI)

 

科研项目

1.国家自然科学基金青年基金, 基于投影的多元非参数回归曲线比较及若干拓展问题,No.11601227, 2017.12019.12, 主持。

2.国家自然科学基金数学天元基金,半参数回归模型中随机误差分布的检验问题,(No.11626130),2017.1-2017.12,主持。

3.江苏省自然科学基金青年基金, 半参数回归模型下两类非参数约束的检验问题, (编号BK20150732),2015.72018.6,主持。

4.中国博士后科学基金第61批面上资助项目, 半参数回归模型下的异方差性和条件方差显著性检验2017M610058,2017.7-2019.6,主持。

 

联系方式

工作单位:北京师范大学统计学院

通讯地址:北京市海淀区新街口外大街19号;邮编100875.

电子邮箱:liushengjunyi@163.comxguo12@bnu.edu.cn




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