Shaobo Li — Research

Publications

• Zhu, X., Li, S., Srinivasan K., and Lash, M. (2023). Impact of the COVID-19 Pandemic on the Stock Market and Investor Online Word of Mouth. Decision Support Systems. [paper]

• Li, S., Schneider, M. J., Yu, Y., and Gupta, S. (2022). Re-identification Risk in Panel Data: Protecting for k-Anonymity. Information Systems Research. [paper]

• Li, S., Tian, S., Yu, Y., Zhu, X., and Lian H. (2022). Corporate Probability of Default: A Single-Index Hazard Model Approach. Journal of Business & Economic Statistics. [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

• “Partial Association between Mixed Data: Assessing the Impact of COVID-19 on College Student Well-being.”

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

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