Statistics Theory and Methods

[86] Asymptotics of empirical eigen-structure for ultra-high dimensional spiked covariance model

Jianqing Fan Weichen Wang

Statistics Theory and Methods mathscidoc:1912.43369

arXiv preprint arXiv:1502.04733, 2015.2
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[87] Nonconcave penalized likelihood with NP-dimensionality

Jianqing Fan Jinchi Lv

Statistics Theory and Methods mathscidoc:1912.43271

IEEE Transactions on Information Theory, 57, (8), 5467-5484, 2011.7
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[88] Large panel test of factor pricing models

Jianqing Fan Yuan Liao Jiawei Yao

Statistics Theory and Methods mathscidoc:1912.43434

2013.4
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[89] Large dimensional covariance matrix estimation using a factor model

Jianqing Fan Yingying Fan Jinchi Lv

Statistics Theory and Methods mathscidoc:1912.43421

2008
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[90] Sure independence screening in generalized linear models with NP-dimensionality

Jianqing Fan Rui Song

Statistics Theory and Methods mathscidoc:1912.43263

The Annals of Statistics, 38, (6), 3567-3604, 2010
[ Download ] [ 2019-12-21 11:33:40 uploaded by Jianqing_Fan ] [ 1046 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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