Statistics Theory and Methods

[91] Factor-adjusted regularized model selection

Jianqing Fan Yuan Ke Kaizheng Wang

Statistics Theory and Methods mathscidoc:1912.43405

Available at SSRN 3248047, 2020.9
[ Download ] [ 2019-12-21 11:42:30 uploaded by Jianqing_Fan ] [ 911 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[92] Multivariate regression estimation with errors-in-variables: asymptotic normality for mixing processes

Jianqing Fan Elias Masry

Statistics Theory and Methods mathscidoc:1912.43309

Journal of multivariate analysis, 43, (2), 237-271, 1992.11
[ Download ] [ 2019-12-21 11:36:25 uploaded by Jianqing_Fan ] [ 910 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[93] FARM-Test: Factoradjusted robust multiple testing with false discovery control

Jianqing Fan Yuan Ke Qiang Sun Wen-Xin Zhou

Statistics Theory and Methods mathscidoc:1912.43400

arXiv preprint arXiv:1711.05386, 2017.11
[ Download ] [ 2019-12-21 11:42:07 uploaded by Jianqing_Fan ] [ 909 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[94] When everyone misses on the same side: Debiased earnings surprises and stock returns

Chin-Han Chiang Wei Dai Jianqing Fan Harrison Hong Jun Tu

Statistics Theory and Methods mathscidoc:1912.43427

2015
[ Download ] [ 2019-12-21 11:43:46 uploaded by Jianqing_Fan ] [ 907 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[95] Variable selection via penalized likelihood

Jianqing Fan Runze Li

Statistics Theory and Methods mathscidoc:1912.43415

Journal of American Statistical Association
[ Download ] [ 2019-12-21 11:43:06 uploaded by Jianqing_Fan ] [ 903 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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