Statistics Theory and Methods

[201] An l eigenvector perturbation bound and its application to robust covariance estimation

Jianqing Fan Weichen Wang Yiqiao Zhong

Statistics Theory and Methods mathscidoc:1912.43368

Journal of Machine Learning Research, 18, (207), 1-42, 2018.4
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[202] Estimation of functionals of sparse covariance matrices

Jianqing Fan Philippe Rigollet Weichen Wang

Statistics Theory and Methods mathscidoc:1912.43379

Annals of statistics, 43, (6), 2706, 2015
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[203] Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates

Jingyuan Liu Xiamen University

Statistics Theory and Methods mathscidoc:1903.33002

Journal of the American Statistical Association, 109, (505), 266-274, 2014.3
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[204] Estimation of the false discovery proportion with unknown dependence

Jianqing Fan Xu Han

Statistics Theory and Methods mathscidoc:1912.43338

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 79, (4), 1143-1164, 2017.9
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[205] Datadriven bandwidth selection in local polynomial fitting: variable bandwidth and spatial adaptation

Jianqing Fan Irene Gijbels

Statistics Theory and Methods mathscidoc:1912.43255

Journal of the Royal Statistical Society: Series B (Methodological), 57, (2), 371-394, 1995.7
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[206] 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Unpublished paper: Bendheim Center for Finance, Princeton University
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[207] A cell based particle method for modeling dynamic interfaces

Sean Y Hon Shing-Yu Leung Hongkai Zhao

Statistics Theory and Methods mathscidoc:1912.43188

Journal of Computational Physics, 272, 279-306, 2014.9
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[208] Option pricing with model-guided nonparametric methods

Jianqing Fan Loriano Mancini

Statistics Theory and Methods mathscidoc:1912.43350

Journal of the American Statistical Association, 104, (488), 1351-1372, 2009.12
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[209] Control of the false discovery rate under arbitrary covariance dependence

Xu Han Weijie Gu Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43360

arXiv preprint arXiv:1012.4397, 2010.12
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[210] Modelling multivariate volatilities via conditionally uncorrelated components

Jianqing Fan Mingjin Wang Qiwei Yao

Statistics Theory and Methods mathscidoc:1912.43307

Journal of the Royal Statistical Society: series B (statistical methodology), 70, (4), 679-702, 2008.9
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[211] 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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[212] A crossvalidation method for estimating conditional densities

Jianqing Fan Tsz Ho Yim

Statistics Theory and Methods mathscidoc:1912.43292

Biometrika, 91, (4), 819-834, 2004.12
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[213] Nonparametric function estimation involving errors-in-variables

Jianqing Fan Young K Truong Yonghua Wang

Statistics Theory and Methods mathscidoc:1912.43371

613-627, 1991
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[214] Adaptive varyingcoefficient linear models

Jianqing Fan Qiwei Yao Zongwu Cai

Statistics Theory and Methods mathscidoc:1912.43276

Journal of the Royal Statistical Society: series B (statistical methodology), 65, (1), 57-80, 2003.2
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[215] 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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[216] Projected principal component analysis in factor models

Jianqing Fan Yuan Liao Weichen Wang

Statistics Theory and Methods mathscidoc:1912.43317

Annals of statistics, 44, (1), 219, 2016.2
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[217] Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci

John Stephen Yap Jianqing Fan Rongling Wu

Statistics Theory and Methods mathscidoc:1912.43328

Biometrics, 65, (4), 1068-1077, 2009.12
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[218] Nonparametric transition-based tests for jump diffusions

Yacine Ait-Sahalia Jianqing Fan Heng Peng

Statistics Theory and Methods mathscidoc:1912.43308

Journal of the American Statistical Association, 104, (487), 1102-1116, 2009.9
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[219] 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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[220] Embracing the blessing of dimensionality in factor models

Quefeng Li Guang Cheng Jianqing Fan Yuyan Wang

Statistics Theory and Methods mathscidoc:1912.43392

Journal of the American Statistical Association, 113, (521), 380-389, 2018.1
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[221] Local polynomial estimation of regression functions for mixing processes

Elias Masry Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43281

Scandinavian Journal of Statistics, 24, (2), 165-179, 1997.6
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[222] 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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[223] 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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[224] 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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[225] Nonparametric inference with generalized likelihood ratio tests

Jianqing Fan Jiancheng Jiang

Statistics Theory and Methods mathscidoc:1912.43304

Test, 16, (3), 409-444, 2007.12
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