Statistics Theory and Methods

[61] Spot volatility estimation for high-frequency data

Jianqing Fan Yazhen Wang

Statistics Theory and Methods mathscidoc:1912.43323

Statistics and its Interface, 1, (2), 279-288, 2008
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[62] Lectures on the nearest neighbor method

Jianqing Fan Luc Devroye

Statistics Theory and Methods mathscidoc:1912.43298

2015.12
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[63] 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
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[64] Solving Random Quadratic Systems of Equations Is Nearly as Easy as Solving Linear Systems

Yuxin Chen Princeton University Emmanuel Candes Stanford University

Statistics Theory and Methods mathscidoc:2005.33002

Gold Award Paper in 2020

Communications on Pure and Applied Mathematics, 70, (5), 822- 883, 2017.5
[ Download ] [ 2020-05-13 09:32:45 uploaded by chenyx04 ] [ 1025 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[65] Power Enhancement in HighDimensional CrossSectional Tests

Jianqing Fan Yuan Liao Jiawei Yao

Statistics Theory and Methods mathscidoc:1912.43330

Econometrica, 83, (4), 1497-1541, 2015.7
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