200 paper(s) uploaded by Jianqing_Fan.

Index Title Upload Time Modified Time
171

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
[ Download ] [ 2019-12-21 11:43:16 uploaded by Jianqing_Fan ] [ 312 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:16 -
172

Distributed optimization and statistical learning via the alternating direction method of multipliers

Jianqing Fan Jinchi Lv

Optimization and Control mathscidoc:1912.43419

J. Roy. Statistical Soc. Series B, 70, 849-911, 2011
[ Download ] [ 2019-12-21 11:43:19 uploaded by Jianqing_Fan ] [ 262 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:19 -
173

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
[ Download ] [ 2019-12-21 11:43:23 uploaded by Jianqing_Fan ] [ 246 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:23 -
174

Large dimensional covariance matrix estimation using a factor model

Jianqing Fan Yingying Fan Jinchi Lv

Statistics Theory and Methods mathscidoc:1912.43421

2008
[ Download ] [ 2019-12-21 11:43:26 uploaded by Jianqing_Fan ] [ 292 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:26 -
175

Semiparametric estimation of value-at-risk

Jianqing Fan Juan Gu

Statistics Theory and Methods mathscidoc:1912.43422

2003
[ Download ] [ 2019-12-21 11:43:30 uploaded by Jianqing_Fan ] [ 232 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:30 -
176

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
[ Download ] [ 2019-12-21 11:43:33 uploaded by Jianqing_Fan ] [ 98 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:33 -
177

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
[ Download ] [ 2019-12-21 11:43:36 uploaded by Jianqing_Fan ] [ 349 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:36 -
178

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
[ Download ] [ 2019-12-21 11:43:39 uploaded by Jianqing_Fan ] [ 302 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:39 -
179

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
[ Download ] [ 2019-12-21 11:43:43 uploaded by Jianqing_Fan ] [ 271 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:43 -
180

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
[ Download ] [ 2019-12-21 11:43:46 uploaded by Jianqing_Fan ] [ 268 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:46 -
 
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