Xu Guo

    • 221 Citations
    • 8 h-Index
    20122019
    If you made any changes in Pure, your changes will be visible here soon.

    Fingerprint Dive into the research topics where Xu Guo is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

    • 7 Similar Profiles
    Dimension Reduction Mathematics
    Single-index Model Mathematics
    Missing Covariates Mathematics
    Test Statistic Mathematics
    Simulation Study Mathematics
    Testing Mathematics
    Model Checking Mathematics
    Partial Linear Model Mathematics

    Network Recent external collaboration on country level. Dive into details by clicking on the dots.

    Research Output 2012 2019

    • 221 Citations
    • 8 h-Index
    • 46 Article
    • 1 Chapter
    • 1 Conference contribution
    • 1 Letter
    1 Citation (Scopus)

    Farinelli and Tibiletti ratio and stochastic dominance

    Guo, X., Niu, C. & Wong, W. K., Sep 1 2019, In : Risk Management. 21, 3, p. 201-213 13 p.

    Research output: Contribution to journalArticle

    Stochastic dominance
    P value
    Higher order moments
    Simplicity
    Reward

    Letter to the editor

    Guo, X., Gao, Y., Niu, C. & Zhang, S., Apr 1 2019, In : Biostatistics. 20, 2, p. 358-362 5 p.

    Research output: Contribution to journalLetter

    3 Citations (Scopus)

    Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk

    Guo, X., Chan, R. H., Wong, W. K. & Zhu, L., Jun 1 2019, In : Risk Management. 21, 2, p. 73-98 26 p.

    Research output: Contribution to journalArticle

    Assets
    Portfolio selection
    Background risk
    Conditional value at risk
    Efficient frontier

    Model checking for general linear regression with nonignorable missing response

    Guo, X., Song, L., Fang, Y. & Zhu, L., Oct 1 2019, In : Computational Statistics and Data Analysis. 138, p. 1-12 12 p.

    Research output: Contribution to journalArticle

    Model checking
    Linear regression
    Model Checking
    Exponential Tilting
    Monte Carlo Test

    Enhancements of Non-parametric Generalized Likelihood Ratio Test: Bias Correction and Dimension Reduction

    Niu, C., Guo, X. & Zhu, L., Jun 1 2018, In : Scandinavian Journal of Statistics. 45, 2, p. 217-254 38 p.

    Research output: Contribution to journalArticle

    Generalized Likelihood Ratio Test
    Bias Correction
    Dimension Reduction
    Bias Reduction
    Enhancement