200 paper(s) uploaded by Jianqing_Fan.

Index Title Upload Time Modified Time
191

Structured volatility matrix estimation for non-synchronized high-frequency financial data

Jianqing Fan Donggyu Kim

Statistics Theory and Methods mathscidoc:1912.43438

Journal of Econometrics, 209, (1), 61-78, 2019.3
[ Download ] [ 2019-12-21 11:44:26 uploaded by Jianqing_Fan ] [ 352 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:26 -
192

Tensor Methods for Additive Index Models under Discordance and Heterogeneity

Krishnakumar Balasubramanian Jianqing Fan Zhuoran Yang

Statistics Theory and Methods mathscidoc:1912.43439

arXiv preprint arXiv:1807.06693, 2018.7
[ Download ] [ 2019-12-21 11:44:29 uploaded by Jianqing_Fan ] [ 313 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:29 -
193

Correction to strong oracle optimality of folded concave penalized estimation

Jianqing Fan Lingzhou Xue Hui Zou

Statistics Theory and Methods mathscidoc:1912.43440

The Annals of Statistics, 43, (2), 935-935, 2015.4
[ Download ] [ 2019-12-21 11:44:38 uploaded by Jianqing_Fan ] [ 226 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:38 -
194

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:1912.43441

arXiv, 2020
[ Download ] [ 2019-12-21 11:44:41 uploaded by Jianqing_Fan ] [ 265 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:41 -
195

Deconvolution Problems in Time Series

Young K Truong Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43442

[ Download ] [ 2019-12-21 11:44:46 uploaded by Jianqing_Fan ] [ 204 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:46 -
196

Multiple testing via fdr for large scale imaging data

Chunming Zhang Jianqing Fan Tao Yu

Statistics Theory and Methods mathscidoc:1912.43443

2011
[ Download ] [ 2019-12-21 11:44:51 uploaded by Jianqing_Fan ] [ 243 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:51 -
197

Correcting In-Sample Optimism Bias: Realized Volatility of Large Optimal Portfolios

Jianqing Fan Alex Furger Dacheng Xiu

Statistics Theory and Methods mathscidoc:1912.43444

[ Download ] [ 2019-12-21 11:44:54 uploaded by Jianqing_Fan ] [ 239 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:54 -
198

When Everyone Misses on the Same Side: Robust Measures of Earnings Surprises and Stock Returns

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

Statistics Theory and Methods mathscidoc:1912.43445

[ Download ] [ 2019-12-21 11:44:58 uploaded by Jianqing_Fan ] [ 248 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:44:58 -
199

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

[ Download ] [ 2019-12-21 11:45:06 uploaded by Jianqing_Fan ] [ 121 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:45:06 -
200

Multi-Agent Inference in Social Networks: A Finite Population Approach

Jianqing Fan Xin Tong Yao Zeng

Statistics Theory and Methods mathscidoc:1912.43447

[ Download ] [ 2019-12-21 11:45:10 uploaded by Jianqing_Fan ] [ 228 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:45:10 -
 
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