Affiliation and Address

School of Statistics,

Beijing Normal University,

Beijing, China, 100875

Email: xustat12@bnu.edu.cn

Fields of Specialization

Model Checking, Missing Data, High-dimensional Data, Decision Making Under Uncertainty

Main Publications

1.        Guo Xu, Wang, T., and Zhu L.X. (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.        Guo Xu, Niu, C.Z., Yang, Y.P. and Xu W.L. (2015). Empirical Likelihood for Single Index Model with Missing Covariates at Random. Statistics. Vol. 49, 588-601.

3.        Guo Xu, Wang, T., Xu, W.L. and Zhu L.X. (2014). Dimension Reduction with Missing Response at Random. Computational Statistics & Data Analysis, Vol. 69, 228-242.

4.        Guo Xu, Xu W.L., and Zhu L.X. (2014), Multi-index Regression Models with Missing Covariates at Random. Journal of Multivariate Analysis. Vol. 123, 345-363.

5.        Guo Xu, Xu W.L., and Zhu L.X. (2015). Model Checking for Parametric Regressions with Response Missing at Random. Annals of the Institute of Statistical Mathematics. Vol. 67, 229-259.

6.        Guo Xu and Xu W.L. (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.

7.        Wang, T., Guo, Xu, Xu, P.R. and Zhu, L.X. (2014). Transformed Sufficient Dimension Reduction. Biometrika. Vol. 101, No. 4, 815-829.(Top journal in statistics).(SCI)

8.        Niu, C.Z., Guo, Xu, Xu, W.L. and Zhu, L.X. (2014). Empirical Likelihood Inference in Linear Regression with Nonignorable Missing Response. Computational Statistics & Data Analysis, Vol. 79, 91-112.

9.        Zhu, X.H., Guo Xu, Lin, L. and Zhu, L.X. (2015). Heteroscedasticity Checks for Single Index Models. Journal of Multivariate Analysis, Vol. 136, 41-55.

10.    Zhu, X.H., Guo Xu, Lin, L. and Zhu, L.X. (2016). An adaptive-to-model test for partially parametric single-index models. Statistics & Computing. Accepted.

11.    Guo Xu, Wong, W.K. and Zhu, L.X. (2016). Almost Stochastic Dominance for Risk Averters and Risk Seekers. Finance Research Letters. Vol 19, 15-21. (SSCI)

12.    Guo Xu, Li, J.Y. Liu, D.R. and Wang, J.L. (2016). Preserving the Rothschild-Stiglitz Type of Increasing Risk with Background Risk.  Insurance: Mathematics and Economics. Vol 70, 144-149. (SCI and SSCI)

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

14.    Guo Xu, Wong, W.K., Xu. Q.F. and Zhu, X.H. (2015). Production and Hedging Decisions under Regret Aversion. Economic Modelling. Vol. 51, 153-158. (SSCI)

15.    Guo Xu, Post, T., Wong, W.K. and Zhu, L.X. (2014). Moment Conditions for Almost Stochastic Dominance. Economics Letters.  Vol. 124, No 2, 163-167. (SSCI)

16.    Guo Xu, Zhu, X.H., Wong, W.K. and Zhu, L.X. (2013). A Note on Almost Stochastic Dominance. Economics Letters, Vol. 121, No. 2, 252-256. (SSCI)

17.    Broll, U.*, Guo Xu, Welzel, P. and Wong W. K. (2015). The Banking Firm and Risk Taking in A Two-Moment Decision Model. Economic Modelling. Vol. 50, 275-280. (SSCI)

18.    Niu, C. Z., Guo Xu, Wang, T. and Xu, P. R.* (2014). Regret theory and the competitive firm: a comment. Economic Modelling.  Vol. 41, 313-315. (SSCI)

Research Grants

1.        National Natural Science Foundation of China, The comparison of multivariate nonparametric regression curves based on projections and several related problems, (No. 11601227), 2017.1-2019.12, PI.

2.        National Natural Science Foundation of China, The testing problems for the distributions of random error in semiparametric regression models, (No. 11626130), 2017.1-2017.12, PI.

3.        Natural Science Foundation of Jiangsu Province, Two classes nonparametric constraints testing problems in the semi-parametric regression models, (No. BK20150732), 2015.7-2018.6, PI.