Shaobo Li
Home
Research
Teaching
Softwares
CV

Shaobo Li — Research

Publications

  • Li, S., Fan, Z., Liu, I., Morrison, P, and Liu, D. (2024). Surrogate method for partial association between mixed data with application to well-being survey analysis. Annals of Applied Statistics, 18(3), 2254-2276. [paper]

  • Zhu, X., Li, S., Srinivasan K., and Lash, M. (2024). Impact of the COVID-19 Pandemic on the Stock Market and Investor Online Word of Mouth. Decision Support Systems, 176, 114074. [paper]

  • Li, S., Schneider, M. J., Yu, Y., and Gupta, S. (2023). Re-identification Risk in Panel Data: Protecting for k-Anonymity. Information Systems Research, 34(3), 1066-1088. [paper]

  • Li, S., Tian, S., Yu, Y., Zhu, X., and Lian H. (2023). Corporate Probability of Default: A Single-Index Hazard Model Approach. Journal of Business & Economic Statistics, 41(4), 1288-1299. [paper]

  • Sherwood, B. and Li, S. (2022). Quantile Regression Feature Selection and Estimation with Grouped Variables Using Huber Approximation. Statistics and Computing, 32(5), 1-16. [paper]

  • Li, S., Zhu, X., Chen, Y., and Liu, D. (2021). PAsso: an R package for Assessing Partial Association between Ordinal Variables. The R Journal, 13(2), 239-252. [paper].

  • Liu, D., Li, S., Yu, Y., and Moustaki, I. (2021). Assessing Partial Association between Ordinal Variables: Quantification, Visualization, and Hypothesis Testing. Journal of the American Statistical Association, 116(534), 955-968. [paper] [R package].

  • Schneider, M. J., Jagpal, S., Gupta, S., Li, S., and Yu, Y. (2018). A Flexible Method for Protecting Marketing Data: An Application to Point-of-Sale Data. Marketing Science, 37(1), 153-171. [paper].

  • Schneider, M. J., Jagpal, S., Gupta, S., Li, S., and Yu, Y. (2017). Protecting Customer Data: Marketing with Second-Party Data. International Journal of Research in Marketing, 34(3), 593-603. [paper].

Working Paper

  • Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles.

  • Penalized Maximum Tangent Likelihood Estimation and Robust Variable Selection. [arXiv].

  • Predicting Corporate Bankruptcy: A Penalized Semiparametric Index Hazard Model.