Statistics Theory and Methods

[51] Regularity properties of high-dimensional covariate matrices

Edgar Dobriban Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43428

arXiv preprint arXiv:1305.5198, 2013.5
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[52] 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
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[53] Structured correlation detection with application to colocalization analysis in dual-channel fluorescence microscopic imaging

Shulei Wang Jianqing Fan Ginger Pocock Ming Yuan

Statistics Theory and Methods mathscidoc:1912.43426

arXiv preprint arXiv:1604.02158, 2016.4
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[54] Robust inference of risks of large portfolios

Jianqing Fan Fang Han Han Liu Byron Vickers

Statistics Theory and Methods mathscidoc:1912.43425

Journal of econometrics, 194, (2), 298-308, 2016.10
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[55] Factor GARCH-It models for high-frequency data with application to large volatility matrix prediction

Donggyu Kim Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43424

Journal of econometrics, 208, (2), 395-417, 2019.2
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[56] Estimating Measures of Sensitivity of Initial Values to Nonlinear Stochastic Systems with Chaos

Jianqing Fan Qiwei Yao Howell Tong

Statistics Theory and Methods mathscidoc:1912.43423

1993
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[57] Semiparametric estimation of value-at-risk

Jianqing Fan Juan Gu

Statistics Theory and Methods mathscidoc:1912.43422

2003
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[58] Large dimensional covariance matrix estimation using a factor model

Jianqing Fan Yingying Fan Jinchi Lv

Statistics Theory and Methods mathscidoc:1912.43421

2008
[ Download ] [ 2019-12-21 11:43:26 uploaded by Jianqing_Fan ] [ 621 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[59] Assessing prediction error of nonparametric regression and classification under Bregman divergence

Jianqing Fan Chunming Zhang

Statistics Theory and Methods mathscidoc:1912.43420

arXiv preprint math/0506028, 2005.6
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[60] Testability of high-dimensional linear models with non-sparse structures

Jelena Bradic Jianqing Fan Yinchu Zhu

Statistics Theory and Methods mathscidoc:1912.43418

arXiv preprint arXiv:1802.09117, 2018.2
[ Download ] [ 2019-12-21 11:43:16 uploaded by Jianqing_Fan ] [ 1062 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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