Statistics Theory and Methods

[61] New local estimation procedure for a non-parametric regression function for longitudinal data

Weixin Yao Kansas State University Runze Li Pennsylvania State University

Statistics Theory and Methods mathscidoc:1702.33006

123, 2013.2
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[62] Distributed estimation of principal eigenspaces

Jianqing Fan Dong Wang Kaizheng Wang Ziwei Zhu

Statistics Theory and Methods mathscidoc:1912.43359

The Annals of Statistics, 47, (6), 3009-3031, 2019
[ Download ] [ 2019-12-21 11:39:27 uploaded by Jianqing_Fan ] [ 1102 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[63] 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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[64] 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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[65] Factor GARCH-It models for high-frequency data with application to large volatility matrix prediction

Donggyu Kim Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43424

Journal of econometrics, 208, (2), 395-417, 2019.2
[ Download ] [ 2019-12-21 11:43:36 uploaded by Jianqing_Fan ] [ 1079 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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