Statistics Theory and Methods

[86] 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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[87] Variable selection for Cox's proportional hazards model and frailty model

Jianqing Fan Runze Li

Statistics Theory and Methods mathscidoc:1912.43259

The Annals of Statistics, 30, (1), 74-99, 2002
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[88] 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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[89] Partially linear hazard regression for multivariate survival data

Jianwen Cai Jianqing Fan Jiancheng Jiang Haibo Zhou

Statistics Theory and Methods mathscidoc:1912.43332

Journal of the American Statistical Association, 102, (478), 538-551, 2007.6
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[90] Large panel test of factor pricing models

Jianqing Fan Yuan Liao Jiawei Yao

Statistics Theory and Methods mathscidoc:1912.43434

2013.4
[ Download ] [ 2019-12-21 11:44:12 uploaded by Jianqing_Fan ] [ 1064 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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