Statistics Theory and Methods

[41] Tensor Methods for Additive Index Models under Discordance and Heterogeneity

Krishnakumar Balasubramanian Jianqing Fan Zhuoran Yang

Statistics Theory and Methods mathscidoc:1912.43439

arXiv preprint arXiv:1807.06693, 2018.7
[ Download ] [ 2019-12-21 11:44:29 uploaded by Jianqing_Fan ] [ 738 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[42] Structured volatility matrix estimation for non-synchronized high-frequency financial data

Jianqing Fan Donggyu Kim

Statistics Theory and Methods mathscidoc:1912.43438

Journal of Econometrics, 209, (1), 61-78, 2019.3
[ Download ] [ 2019-12-21 11:44:26 uploaded by Jianqing_Fan ] [ 730 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[43] Adaptive Huber Regression on Markov-dependent Data

Jianqing Fan Yongyi Guo Bai Jiang

Statistics Theory and Methods mathscidoc:1912.43437

arXiv preprint arXiv:1904.09027, 2019.4
[ Download ] [ 2019-12-21 11:44:22 uploaded by Jianqing_Fan ] [ 529 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[44] New inference concepts for analysing complex data

Jianqing Fan Klaus-Robert Mller Vladimir Spokoiny

Statistics Theory and Methods mathscidoc:1912.43436

Mathematisches Forschungsinstitut Oberwolfach, 52, 2005.9
[ Download ] [ 2019-12-21 11:44:18 uploaded by Jianqing_Fan ] [ 459 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[45] Asset allocation with gross exposure constraints for vast portfolios

Jianqing Fan Jingjin Zhang Ke Yu

Statistics Theory and Methods mathscidoc:1912.43435

Unpublished paper: Bendheim Center for Finance, Princeton University
[ Download ] [ 2019-12-21 11:44:16 uploaded by Jianqing_Fan ] [ 351 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[46] 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 ] [ 619 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[47] 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
[ Download ] [ 2019-12-21 11:44:10 uploaded by Jianqing_Fan ] [ 477 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[48] Sparsistency and rates of convergence in large covariance matrices estimation, 2007

Clifford Lam Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43432

arXiv preprint arXiv:0711.3933, 2009
[ Download ] [ 2019-12-21 11:44:07 uploaded by Jianqing_Fan ] [ 494 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[49] Optimal bandwidth selection for local linear regression

Li-Shan Huang Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43431

1996.9
[ Download ] [ 2019-12-21 11:43:58 uploaded by Jianqing_Fan ] [ 1108 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[50] Generalized likelihood ratio tests for spectral density

Jianqing Fan Wenyang Zhang

Statistics Theory and Methods mathscidoc:1912.43430

2002
[ Download ] [ 2019-12-21 11:43:56 uploaded by Jianqing_Fan ] [ 515 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

Show all 3 5 10 25 papers per page.
Sort by time views
 
Contact us: office-iccm@tsinghua.edu.cn | Copyright Reserved