Statistics Theory and Methods

[131] Robust covariance estimation for approximate factor models

Jianqing Fan Weichen Wang Yiqiao Zhong

Statistics Theory and Methods mathscidoc:1912.43382

Journal of econometrics, 208, (1), 5-22, 2019.1
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[132] A semiparametric model for cluster data

Wenyang Zhang Jianqing Fan Yan Sun

Statistics Theory and Methods mathscidoc:1912.43335

Annals of statistics, 37, 2377, 2009.10
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[133] Comments on wavelets in statistics: A review by a. antoniadis

Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43279

Journal of the Italian Statistical Society, 6, (2), 131, 1997.8
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[134] Spatially varying coefficient model for neuroimaging data with jump discontinuities

Hongtu Zhu Jianqing Fan Linglong Kong

Statistics Theory and Methods mathscidoc:1912.43325

Journal of the American Statistical Association, 109, (507), 1084-1098
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[135] The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency. February 5, 2013

Yacine Ait-Sahalia Jianqing Fan Yingying Li

Statistics Theory and Methods mathscidoc:1912.43433

Princeton University, USA and Hong Kong University of Science and Technology, HKSAR Extent and terms of a thesis are specified in directions for its elaboration that are opened to the public on the web sites of the faculty
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