Statistics Theory and Methods

[31] 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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[32] 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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[33] 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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[34] Generalized likelihood ratio tests for spectral density

Jianqing Fan Wenyang Zhang

Statistics Theory and Methods mathscidoc:1912.43430

2002
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[35] 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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