Guodong Li

Statistics and Probability · 2007–2015

A researcher in the Science corpus: 5 papers; trusts 24 researchers and is trusted by 34 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 42 citations into it; #1,962 of 12,932 by trust here, #2,365 by citations
• Finance — 20 citations into it; #3,900 of 10,518 by trust here, #7,920 by citations
• Economics and Econometrics — 12 citations into it; #9,619 of 23,481 by trust here, #22,128 by citations
• Optimization & Training — 6 citations into it

Whom Guodong Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. S. Ling
2. Jianqing Fan
3. Jan Beran
4. Robert F. Engle
5. Tim Bollerslev
6. Robert Tibshirani
7. Liang Peng
8. B. Hansen
9. Qiwei Yao
10. Hui Zou

Who trusts Guodong Li overall

1. K. Zhu
2. Xiaofeng Shao
3. Hansheng Wang
4. S. Ling
5. Trevor Park
6. Yichao Wu
7. Yufeng Liu
8. David J. Biagioni
9. Chenlei Leng
10. Antonio F. Galvao

Papers from Guodong Li's perspective

Ordered by how strongly the researchers Guodong Li trusts endorse each paper. Same corpus, a different order for every researcher.

1. Regression Shrinkage and Selection via the Lasso
2. Generalized autoregressive conditional heteroskedasticity
3. Estimating the Dimension of a Model
4. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
5. Asymptotics for lasso-type estimators
6. Addendum: Regularization and variable selection via the elastic net
7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
8. Time Series: Theory and Methods
9. 双対平坦空間におけるLeast Angle Regressionと情報量規準
10. Least absolute deviations estimation for ARCH and GARCH models

Their papers

• Robust Regression Shrinkage and Consistent Variable Selection Through the LAD-Lasso (2007) — 560 citations
• Regression coefficient and autoregressive order shrinkage and selection via the lasso (2007) — 360 citations
• Quantile Correlations and Quantile Autoregressive Modeling (2012) — 260 citations
• Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity (2008) — 46 citations
• Hysteretic autoregressive time series models (2015) — 55 citations