个人简介
郭潇，2015年6月获得统计博士学位。研究方向为高维协方差矩阵估计、稳健估计与推断、高维统计推断。
教育背景
2009年-2015年，美国威斯康星大学麦迪逊分校，统计系，博士
2005年-2009年，复旦大学，数学科学学院，学士
近期论文
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Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares , Journal of the American Statistical Association , 2022 , 117(540): 1931-1950
Specification tests for covariance structures in high-dimensional statistical models , Biometrika , 2021 , 108(2): 335-351
Information criteria for latent factor models: A study on factor pervasiveness and adaptivity , Journal of Econometrics , 2023 , 233: 237-250
Inference for high‐dimensional linear models with locally stationary error processes , Journal of Time Series Analysis , 2024 , 45: 78-102
Inference for high-dimensional linear models with locally stationary error processes , Journal of Time Series Analysis , 2024 , 45(1): 78-102
The effect of L1 penalization on condition number constrained estimation of precision matrix , Statistica Sinica , 2017 , 27: 1299-1317
Statistical learning of neuronal functional connectivity , Technometrics , 2016 , 58: 350-359
Estimation of the error autocorrelation matrix in semiparametric model for fMRI data , Statistica Sinica , 2015 , 25(2): 475-498
Robust-BD estimation and inference for varying-dimensional general linear models , Statistica Sinica , 2014 , 24: 653-673
Penalized high-dimensional M-quantile regression: From L1 to Lp optimization , Canadian Journal of Statistics , 2021 , 49(3): 875-905
Double verification for two-sample covariance matrices test , Stat , 2024 , 13(e670): 1-14
Semi-parametric inference for large-scale data with temporally dependent noise , Electronic Journal of Statistics , 2023 , 17: 2962-3007
High-dimensional inference for linear model with correlated errors , Metrika , 2022 , 85: 21-52
Screening-based Bregman divergence estimation with NP-dimensionality , Electronic Journal of Statistics , 2016 , 10: 2039-2065
Simultaneous Inference for High-Dimensional Approximate Factor Model , Entropy , 2020 , 22(1258): 1-21
Robustness property of robust-BD Wald-type test for varying-dimensional general linear models , Entropy , 2018 , 20(168): 1-28
关于大数据下非参数平滑化在线更新方法的推断 , 中国科学技术大学学报 , 2021 , 51(5): 390-403
基于非参数模型的气体浓度的逆向预测 , 中国科学院大学学报（原中国科学院研究生院学报） , 2020 , 37(6): 728-735
惩罚逻辑回归的击穿点 , 中国科学院大学学报（原中国科学院研究生院学报） , 2020 , 37(5): 582-592
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