200 paper(s) uploaded by Jianqing_Fan.

Index Title Upload Time Modified Time
181

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
[ Download ] [ 2019-12-21 11:43:49 uploaded by Jianqing_Fan ] [ 262 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:49 -
182

Selected Works of Peter J. Bickel

Jianqing Fan Ya'acov Ritov CF Jeff Wu

History and Overview mathscidoc:1912.43429

13
[ Download ] [ 2019-12-21 11:43:52 uploaded by Jianqing_Fan ] [ 271 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:52 -
183

Generalized likelihood ratio tests for spectral density

Jianqing Fan Wenyang Zhang

Statistics Theory and Methods mathscidoc:1912.43430

2002
[ Download ] [ 2019-12-21 11:43:56 uploaded by Jianqing_Fan ] [ 212 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:56 -
184

Optimal bandwidth selection for local linear regression

Li-Shan Huang Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43431

1996.9
[ Download ] [ 2019-12-21 11:43:58 uploaded by Jianqing_Fan ] [ 748 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:43:58 -
185

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
[ Download ] [ 2019-12-21 11:44:07 uploaded by Jianqing_Fan ] [ 180 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:07 -
186

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
[ Download ] [ 2019-12-21 11:44:10 uploaded by Jianqing_Fan ] [ 186 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:10 -
187

Large panel test of factor pricing models

Jianqing Fan Yuan Liao Jiawei Yao

Statistics Theory and Methods mathscidoc:1912.43434

2013.4
[ Download ] [ 2019-12-21 11:44:12 uploaded by Jianqing_Fan ] [ 211 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:12 -
188

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
[ Download ] [ 2019-12-21 11:44:16 uploaded by Jianqing_Fan ] [ 118 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:16 -
189

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
[ Download ] [ 2019-12-21 11:44:18 uploaded by Jianqing_Fan ] [ 189 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:18 -
190

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
[ Download ] [ 2019-12-21 11:44:22 uploaded by Jianqing_Fan ] [ 211 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:22 -
 
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