Statistics Theory and Methods

[26] Gaussian Fluctuation for the Number of Particles in Airy, Bessel, Sine, and Other Determinantal Random Point Fields Alexander B. Soshnikov Limiting Distributions for a

Jinho Baik Eric M Rains Francois Castella Laszlo Erdos Florian Frommlet Peter A Markowich Christian Dogbe AJ van Wonderen K Lendi Emanuele Caglioti Carlo Marchioro Gregory L Eyink Jack Xin J Bricmont A Kupiainen R Lefevere David Ruelle

Statistics Theory and Methods mathscidoc:1912.43923

Journal of Statistical Physics, 100
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[27] Convergence analysis of a randomly perturbed infomax algorithm for blind source separation

Qi He Jack Xin

Statistics Theory and Methods mathscidoc:1912.43920

Communications in Information and Systems, 12, (4), 251-275, 2012
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[28] Enhanced diffusivity in perturbed senile reinforced random walk models

Thu Dinh Jack Xin

Statistics Theory and Methods mathscidoc:1912.43915

arXiv preprint arXiv:1807.03744, 2018.7
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[29] Statistical analysis of a semilinear hyperbolic system advected by a white in time random velocity field

Gregory Eyink Jack Xin

Statistics Theory and Methods mathscidoc:1912.43903

Nonlinearity, 15, (3), 551, 2002.3
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[30] Residual diffusivity in elephant random walk models with stops

Jiancheng Lyu Jack Xin Yifeng Yu

Statistics Theory and Methods mathscidoc:1912.43899

arXiv preprint arXiv:1705.02711, 2017.5
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[31] Nonlinearly constrained MRFs: exploring the intrinsic dimensions of higher-order cliques

Yun Zeng Chaohui Wang Stefano Soatto Shing-Tung Yau

Statistics Theory and Methods mathscidoc:1912.43695

1706-1713, 2013
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[32] Evolutionary dynamics on any population structure

Benjamin Allen Gabor Lippner Yu-Ting Chen Babak Fotouhi Naghmeh Momeni Shing-Tung Yau Martin A Nowak

Statistics Theory and Methods mathscidoc:1912.43500

Nature, 544, (7649), 227, 2017.4
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[33] Multi-Agent Inference in Social Networks: A Finite Population Approach

Jianqing Fan Xin Tong Yao Zeng

Statistics Theory and Methods mathscidoc:1912.43447

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[34] Journal of the Korean Statistical Society

Byeong U Park Peter Hall Qiwei Yao Hee-Seok Oh Wicher Bergsma Ji Hwan Cha Ming-Yen Cheng Aurore Delaigle Jianqing Fan Martin Hazelton Jiashun Jin MC Jones Mikyoung Jun Choongrak Kim Sung-Ho Kim Tae Yoon Kim Yongdai Kim Yoontae Kim Inge Koch Jens-Peter Kreiss Tatsuya Kubokawa Eui Yong Lee Jaewon Lee Oesook Lee Sangyeol Lee Johan Lim Yoshihiko Maesono Rahul Mukerjee Jeong Soo Park Sang-Gue Park Liang Peng Dong Wan Shin Juwon Song Soo Hak Sung Berwin Turlach Yazhen Wang Kyusang Yu

Statistics Theory and Methods mathscidoc:1912.43446

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[35] When Everyone Misses on the Same Side: Robust Measures of Earnings Surprises and Stock Returns

Chin-Han Chiang Wei Dai Jianqing Fan Harrison Hong Jun Tu

Statistics Theory and Methods mathscidoc:1912.43445

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[36] Correcting In-Sample Optimism Bias: Realized Volatility of Large Optimal Portfolios

Jianqing Fan Alex Furger Dacheng Xiu

Statistics Theory and Methods mathscidoc:1912.43444

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[37] Multiple testing via fdr for large scale imaging data

Chunming Zhang Jianqing Fan Tao Yu

Statistics Theory and Methods mathscidoc:1912.43443

2011
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[38] Deconvolution Problems in Time Series

Young K Truong Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43442

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[39] A Projection-based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models

Jianqing Fan Yang Feng Lucy Xia

Statistics Theory and Methods mathscidoc:1912.43441

arXiv, 2020
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[40] Correction to strong oracle optimality of folded concave penalized estimation

Jianqing Fan Lingzhou Xue Hui Zou

Statistics Theory and Methods mathscidoc:1912.43440

The Annals of Statistics, 43, (2), 935-935, 2015.4
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[41] Tensor Methods for Additive Index Models under Discordance and Heterogeneity

Krishnakumar Balasubramanian Jianqing Fan Zhuoran Yang

Statistics Theory and Methods mathscidoc:1912.43439

arXiv preprint arXiv:1807.06693, 2018.7
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[42] Structured volatility matrix estimation for non-synchronized high-frequency financial data

Jianqing Fan Donggyu Kim

Statistics Theory and Methods mathscidoc:1912.43438

Journal of Econometrics, 209, (1), 61-78, 2019.3
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[43] Adaptive Huber Regression on Markov-dependent Data

Jianqing Fan Yongyi Guo Bai Jiang

Statistics Theory and Methods mathscidoc:1912.43437

arXiv preprint arXiv:1904.09027, 2019.4
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[44] New inference concepts for analysing complex data

Jianqing Fan Klaus-Robert Mller Vladimir Spokoiny

Statistics Theory and Methods mathscidoc:1912.43436

Mathematisches Forschungsinstitut Oberwolfach, 52, 2005.9
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[45] Asset allocation with gross exposure constraints for vast portfolios

Jianqing Fan Jingjin Zhang Ke Yu

Statistics Theory and Methods mathscidoc:1912.43435

Unpublished paper: Bendheim Center for Finance, Princeton University
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[46] Large panel test of factor pricing models

Jianqing Fan Yuan Liao Jiawei Yao

Statistics Theory and Methods mathscidoc:1912.43434

2013.4
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[47] The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency. February 5, 2013

Yacine Ait-Sahalia Jianqing Fan Yingying Li

Statistics Theory and Methods mathscidoc:1912.43433

Princeton University, USA and Hong Kong University of Science and Technology, HKSAR Extent and terms of a thesis are specified in directions for its elaboration that are opened to the public on the web sites of the faculty
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[48] Sparsistency and rates of convergence in large covariance matrices estimation, 2007

Clifford Lam Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43432

arXiv preprint arXiv:0711.3933, 2009
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[49] Optimal bandwidth selection for local linear regression

Li-Shan Huang Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43431

1996.9
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[50] Generalized likelihood ratio tests for spectral density

Jianqing Fan Wenyang Zhang

Statistics Theory and Methods mathscidoc:1912.43430

2002
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