Office: AUST 321
Phone: (860) 486-0694
High-dimensional statistics, variable selection, model combination, nonparametric statistics, causal inference and optimization
- Li, W., Gu, Y. and Liu, L. (2019+). Demystifying a class of multiply robust estimators. Biometrika, accepted.
- Fontaine S., Yang Y., Qian W., Gu, Y. and Fan B. (2019). A unified approach to sparse Tweedie Modeling for multi-source insurance data analysis. Technometrics, https://doi.org/10.1080/00401706.2019.1647881.
- Gu, Y. and Zou, H. (2019). Aggregated expectile regression by exponential weighting. Statistica Sinica. 29, 671-692.
- Gu, Y.*, Jun, F.*, Kong, L., Ma, S. and Zou, H. (2018). ADMM for high-dimensional sparse penalized quantile regression. Technometrics. 3(60), 319-331.
- Gu, Y. and Zou, H. (2016). High-dimensional generalizations of asymmetric least squares regression and their applications. The Annals of Statistics. 44(6), 2661-2694.