Shaojun Guo

Regularized covariance matrix estimation in high dimensional approximate factor models

From sparse to dense functional data in high dimensions: Revisiting phase transitions from a non-asymptotic perspective

Adaptive functional thresholding for sparse covariance function estimation in high dimensions

On consistency and sparsity for high-dimensional functional time series with application to autoregressions

Supplement to “On consistency and sparsity for high-dimensional functional time series with application to autoregressions.”

Sparse spatio-temporal autoregressions by profiling and bagging

Thresholding mean test for functional data with power enhancement

Large Dynamic Covariance Matrix Estimation with an Application to Portfolio Allocation: A Semiparametric Reproducing Kernel Hilbert Space Approach