Statistics Theory and Methods

[51] Regularity properties of high-dimensional covariate matrices

Edgar Dobriban Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43428

arXiv preprint arXiv:1305.5198, 2013.5
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[52] When everyone misses on the same side: Debiased earnings surprises and stock returns

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

Statistics Theory and Methods mathscidoc:1912.43427

2015
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[53] Structured correlation detection with application to colocalization analysis in dual-channel fluorescence microscopic imaging

Shulei Wang Jianqing Fan Ginger Pocock Ming Yuan

Statistics Theory and Methods mathscidoc:1912.43426

arXiv preprint arXiv:1604.02158, 2016.4
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[54] Robust inference of risks of large portfolios

Jianqing Fan Fang Han Han Liu Byron Vickers

Statistics Theory and Methods mathscidoc:1912.43425

Journal of econometrics, 194, (2), 298-308, 2016.10
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[55] Factor GARCH-It models for high-frequency data with application to large volatility matrix prediction

Donggyu Kim Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43424

Journal of econometrics, 208, (2), 395-417, 2019.2
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[56] Estimating Measures of Sensitivity of Initial Values to Nonlinear Stochastic Systems with Chaos

Jianqing Fan Qiwei Yao Howell Tong

Statistics Theory and Methods mathscidoc:1912.43423

1993
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[57] Semiparametric estimation of value-at-risk

Jianqing Fan Juan Gu

Statistics Theory and Methods mathscidoc:1912.43422

2003
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[58] Large dimensional covariance matrix estimation using a factor model

Jianqing Fan Yingying Fan Jinchi Lv

Statistics Theory and Methods mathscidoc:1912.43421

2008
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[59] Assessing prediction error of nonparametric regression and classification under Bregman divergence

Jianqing Fan Chunming Zhang

Statistics Theory and Methods mathscidoc:1912.43420

arXiv preprint math/0506028, 2005.6
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[60] Testability of high-dimensional linear models with non-sparse structures

Jelena Bradic Jianqing Fan Yinchu Zhu

Statistics Theory and Methods mathscidoc:1912.43418

arXiv preprint arXiv:1802.09117, 2018.2
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[61] Minimax estimation of a bounded squared mean

Jianqing Fan Irne Gijbels

Statistics Theory and Methods mathscidoc:1912.43416

Statistics & Probability Letters, 13, (5), 383-390
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[62] Variable selection via penalized likelihood

Jianqing Fan Runze Li

Statistics Theory and Methods mathscidoc:1912.43415

Journal of American Statistical Association
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[63] Multi-agent inference in social networks: a finite population learning approach

Jianqing Fan Xin Tong Yao Zeng

Statistics Theory and Methods mathscidoc:1912.43414

Journal of the American Statistical Association, 110, (509), 149-158, 2015.1
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[64] Regularity properties for sparse regression

Edgar Dobriban Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43413

Communications in mathematics and statistics, 4, (1), 1-19, 2016.3
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[65] Heterogeneity adjustment with applications to graphical model inference

Jianqing Fan Han Liu Weichen Wang Ziwei Zhu

Statistics Theory and Methods mathscidoc:1912.43412

Electronic Journal of Statistics, 12, (2), 3908-3952, 2018
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[66] Optimal subspace estimation using overidentifying vectors via generalized method of moments

Jianqing Fan Yiqiao Zhong

Statistics Theory and Methods mathscidoc:1912.43411

arXiv preprint arXiv:1805.02826, 2018.5
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[67] Bernstein's inequality for general Markov chains

Bai Jiang Qiang Sun Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43410

arXiv preprint arXiv:1805.10721, 2018.5
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[68] Optimal global rates of convergence for nonparametric deconvolution problem

Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43409

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[69] Data-driven bandwidth selection in local polynomial fitting: variable bandwidth and spatial adaptation [J]

Jianqing Fan I Gijbels

Statistics Theory and Methods mathscidoc:1912.43408

J. Roy. Statist. Soc. Ser. B, 57, (2), 371-394, 1995
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[70] Data-analytic approaches to the estimation of value-at-risk

Jianqing Fan Juan Gu

Statistics Theory and Methods mathscidoc:1912.43407

271-277, 2003.3
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[71] Error variance estimation in ultrahigh-dimensional additive models

Zhao Chen Jianqing Fan Runze Li

Statistics Theory and Methods mathscidoc:1912.43406

Journal of the American Statistical Association, 113, (521), 315-327, 2018.1
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[72] Factor-adjusted regularized model selection

Jianqing Fan Yuan Ke Kaizheng Wang

Statistics Theory and Methods mathscidoc:1912.43405

Available at SSRN 3248047, 2020.9
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[73] FARM-Test: Factoradjusted robust multiple testing with false discovery control

Jianqing Fan Yuan Ke Qiang Sun Wen-Xin Zhou

Statistics Theory and Methods mathscidoc:1912.43400

arXiv preprint arXiv:1711.05386, 2017.11
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[74] Endogeneity in ultrahigh dimension

Jianqing Fan Yuan Liao

Statistics Theory and Methods mathscidoc:1912.43398

Available at SSRN 2045864, 2012.4
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[75] 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:1912.43397

arXiv preprint arXiv:1501.01617, 2020.1
[ Download ] [ 2019-12-21 11:41:52 uploaded by Jianqing_Fan ] [ 209 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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