200 paper(s) uploaded by Jianqing_Fan.

Index Title Upload Time Modified Time
31

Direct estimation of low-dimensional components in additive models

Jianqing Fan Wolfgang Hrdle Enno Mammen

Statistics Theory and Methods mathscidoc:1912.43278

The Annals of Statistics, 26, (3), 943-971, 1998
[ Download ] [ 2019-12-21 11:34:36 uploaded by Jianqing_Fan ] [ 196 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:34:36 -
32

Comments on wavelets in statistics: A review by a. antoniadis

Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43279

Journal of the Italian Statistical Society, 6, (2), 131, 1997.8
[ Download ] [ 2019-12-21 11:34:39 uploaded by Jianqing_Fan ] [ 176 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:34:39 -
33

High-frequency covariance estimates with noisy and asynchronous financial data

Yacine At-Sahalia Jianqing Fan Dacheng Xiu

Statistics Theory and Methods mathscidoc:1912.43280

Journal of the American Statistical Association, 105, (492), 1504-1517, 2010.12
[ Download ] [ 2019-12-21 11:34:43 uploaded by Jianqing_Fan ] [ 194 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:34:43 -
34

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
[ Download ] [ 2019-12-21 11:34:46 uploaded by Jianqing_Fan ] [ 94 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:34:46 -
35

Goodness-of-fit tests for parametric regression models

Jianqing Fan Li-Shan Huang

Statistics Theory and Methods mathscidoc:1912.43282

Journal of the American Statistical Association, 96, (454), 640-652, 2001.6
[ Download ] [ 2019-12-21 11:34:49 uploaded by Jianqing_Fan ] [ 243 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:34:49 -
36

A selective overview of nonparametric methods in financial econometrics

Jianqing Fan

History and Overview mathscidoc:1912.43283

Statistical Science, 317-337, 2005.11
[ Download ] [ 2019-12-21 11:34:52 uploaded by Jianqing_Fan ] [ 216 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:34:52 -
37

Vast portfolio selection with gross-exposure constraints

Jianqing Fan Jingjin Zhang Ke Yu

Statistics Theory and Methods mathscidoc:1912.43284

Journal of the American Statistical Association, 107, (498), 592-606, 2012.6
[ Download ] [ 2019-12-21 11:34:56 uploaded by Jianqing_Fan ] [ 278 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:34:56 -
38

Variance estimation using refitted crossvalidation in ultrahigh dimensional regression

Jianqing Fan Shaojun Guo Ning Hao

Statistics Theory and Methods mathscidoc:1912.43285

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 74, (1), 37-65, 2012.1
[ Download ] [ 2019-12-21 11:35:00 uploaded by Jianqing_Fan ] [ 284 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:35:00 -
39

Asymptotic normality for deconvolution kernel density estimators

Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43286

Sankhy: The Indian Journal of Statistics, Series A, 97-110, 1991.2
[ Download ] [ 2019-12-21 11:35:06 uploaded by Jianqing_Fan ] [ 87 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:35:06 -
40

An overview of the estimation of large covariance and precision matrices

Jianqing Fan Yuan Liao Han Liu

History and Overview mathscidoc:1912.43287

The Econometrics Journal, 19, (1), C1-C32
[ Download ] [ 2019-12-21 11:35:10 uploaded by Jianqing_Fan ] [ 307 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:35:10 -
 
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