200 paper(s) uploaded by Jianqing_Fan.

Index Title Upload Time Modified Time
41

Sparse high-dimensional models in economics

Jianqing Fan Jinchi Lv Lei Qi

History and Overview mathscidoc:1912.43288

3, (1), 291-317, 2011.9
[ Download ] [ 2019-12-21 11:35:13 uploaded by Jianqing_Fan ] [ 295 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:35:13 -
42

The leverage effect puzzle: Disentangling sources of bias at high frequency

Yacine Ait-Sahalia Jianqing Fan Yingying Li

Statistics Theory and Methods mathscidoc:1912.43289

Journal of Financial Economics, 109, (1), 224-249, 2013.7
[ Download ] [ 2019-12-21 11:35:16 uploaded by Jianqing_Fan ] [ 197 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:35:16 -
43

Deconvolution with supersmooth distributions

Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43290

Canadian Journal of Statistics, 20, (2), 155-169, 1992.6
[ Download ] [ 2019-12-21 11:35:19 uploaded by Jianqing_Fan ] [ 313 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:35:19 -
44

Local likelihood and local partial likelihood in hazard regression

Jianqing Fan Irene Gijbels Martin King

Statistics Theory and Methods mathscidoc:1912.43291

The Annals of Statistics, 25, (4), 1661-1690, 1997
[ Download ] [ 2019-12-21 11:35:23 uploaded by Jianqing_Fan ] [ 184 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:35:23 -
45

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
[ Download ] [ 2019-12-21 11:35:26 uploaded by Jianqing_Fan ] [ 94 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:35:26 -
46

Time-dependent diffusion models for term structure dynamics

Jianqing Fan Jiancheng Jiang Chunming Zhang Zhenwei Zhou

Statistics Theory and Methods mathscidoc:1912.43293

Statistica Sinica, 965-992, 2003.10
[ Download ] [ 2019-12-21 11:35:30 uploaded by Jianqing_Fan ] [ 398 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:35:30 -
47

A study of variable bandwidth selection for local polynomial regression

Jianqing Fan Irne Gijbels Tien-Chung Hu Li-Shan Huang

Statistics Theory and Methods mathscidoc:1912.43294

Statistica Sinica, 113-127, 1996.1
[ Download ] [ 2019-12-21 11:35:33 uploaded by Jianqing_Fan ] [ 745 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:35:33 -
48

Apoptotic cells protect mice against lipopolysaccharide-induced shock

Yi Ren Yi Xie Guoping Jiang Jianqing Fan Joseph Yeung Wen Li Paul KH Tam John Savill

Data Analysis mathscidoc:1912.43295

The Journal of Immunology, 180, (7), 4978-4985, 2008.4
[ Download ] [ 2019-12-21 11:35:37 uploaded by Jianqing_Fan ] [ 261 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:35:37 -
49

Nonparametric independence screening in sparse ultra-high-dimensional varying coefficient models

Jianqing Fan Yunbei Ma Wei Dai

Statistics Theory and Methods mathscidoc:1912.43296

Journal of the American Statistical Association, 109, (507), 1270-1284, 2014.7
[ Download ] [ 2019-12-21 11:35:41 uploaded by Jianqing_Fan ] [ 188 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:35:41 -
50

Semiparametric estimation of Value at Risk

Jianqing Fan Juan Gu

Statistics Theory and Methods mathscidoc:1912.43297

The Econometrics Journal, 6, (2), 261-290, 2003.11
[ Download ] [ 2019-12-21 11:35:44 uploaded by Jianqing_Fan ] [ 264 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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2019-12-21 11:35:44 -
 
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