Statistics Theory and Methods

[151] Regularization for Coxs proportional hazards model with NP-dimensionality

Jelena Bradic Jianqing Fan Jiancheng Jiang

Statistics Theory and Methods mathscidoc:1912.43302

Annals of statistics, 39, (6), 3092, 2011
[ Download ] [ 2019-12-21 11:36:02 uploaded by Jianqing_Fan ] [ 266 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[152] On the estimation of quadratic functionals

Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43301

The Annals of Statistics, 19, (3), 1273-1294, 1991
[ Download ] [ 2019-12-21 11:35:58 uploaded by Jianqing_Fan ] [ 297 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[153] Local partial-likelihood estimation for lifetime data

Jianqing Fan Huazhen Lin Yong Zhou

Statistics Theory and Methods mathscidoc:1912.43300

The Annals of Statistics, 34, (1), 290-325, 2006
[ Download ] [ 2019-12-21 11:35:55 uploaded by Jianqing_Fan ] [ 236 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[154] Lectures on the nearest neighbor method

Jianqing Fan Luc Devroye

Statistics Theory and Methods mathscidoc:1912.43298

2015.12
[ Download ] [ 2019-12-21 11:35:48 uploaded by Jianqing_Fan ] [ 369 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[155] Semiparametric estimation of Value at Risk

Jianqing Fan Juan Gu

Statistics Theory and Methods mathscidoc:1912.43297

The Econometrics Journal, 6, (2), 261-290, 2003.11
[ Download ] [ 2019-12-21 11:35:44 uploaded by Jianqing_Fan ] [ 321 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[156] Nonparametric independence screening in sparse ultra-high-dimensional varying coefficient models

Jianqing Fan Yunbei Ma Wei Dai

Statistics Theory and Methods mathscidoc:1912.43296

Journal of the American Statistical Association, 109, (507), 1270-1284, 2014.7
[ Download ] [ 2019-12-21 11:35:41 uploaded by Jianqing_Fan ] [ 251 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[157] A study of variable bandwidth selection for local polynomial regression

Jianqing Fan Irne Gijbels Tien-Chung Hu Li-Shan Huang

Statistics Theory and Methods mathscidoc:1912.43294

Statistica Sinica, 113-127, 1996.1
[ Download ] [ 2019-12-21 11:35:33 uploaded by Jianqing_Fan ] [ 880 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[158] Time-dependent diffusion models for term structure dynamics

Jianqing Fan Jiancheng Jiang Chunming Zhang Zhenwei Zhou

Statistics Theory and Methods mathscidoc:1912.43293

Statistica Sinica, 965-992, 2003.10
[ Download ] [ 2019-12-21 11:35:30 uploaded by Jianqing_Fan ] [ 482 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[159] A crossvalidation method for estimating conditional densities

Jianqing Fan Tsz Ho Yim

Statistics Theory and Methods mathscidoc:1912.43292

Biometrika, 91, (4), 819-834, 2004.12
[ Download ] [ 2019-12-21 11:35:26 uploaded by Jianqing_Fan ] [ 129 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[160] Local likelihood and local partial likelihood in hazard regression

Jianqing Fan Irene Gijbels Martin King

Statistics Theory and Methods mathscidoc:1912.43291

The Annals of Statistics, 25, (4), 1661-1690, 1997
[ Download ] [ 2019-12-21 11:35:23 uploaded by Jianqing_Fan ] [ 232 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[161] Deconvolution with supersmooth distributions

Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43290

Canadian Journal of Statistics, 20, (2), 155-169, 1992.6
[ Download ] [ 2019-12-21 11:35:19 uploaded by Jianqing_Fan ] [ 369 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[162] The leverage effect puzzle: Disentangling sources of bias at high frequency

Yacine Ait-Sahalia Jianqing Fan Yingying Li

Statistics Theory and Methods mathscidoc:1912.43289

Journal of Financial Economics, 109, (1), 224-249, 2013.7
[ Download ] [ 2019-12-21 11:35:16 uploaded by Jianqing_Fan ] [ 284 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[163] Asymptotic normality for deconvolution kernel density estimators

Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43286

Sankhy: The Indian Journal of Statistics, Series A, 97-110, 1991.2
[ Download ] [ 2019-12-21 11:35:06 uploaded by Jianqing_Fan ] [ 118 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[164] Variance estimation using refitted crossvalidation in ultrahigh dimensional regression

Jianqing Fan Shaojun Guo Ning Hao

Statistics Theory and Methods mathscidoc:1912.43285

Journal of the Royal Statistical Society: Series B (Statistical Methodology), 74, (1), 37-65, 2012.1
[ Download ] [ 2019-12-21 11:35:00 uploaded by Jianqing_Fan ] [ 351 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[165] Vast portfolio selection with gross-exposure constraints

Jianqing Fan Jingjin Zhang Ke Yu

Statistics Theory and Methods mathscidoc:1912.43284

Journal of the American Statistical Association, 107, (498), 592-606, 2012.6
[ Download ] [ 2019-12-21 11:34:56 uploaded by Jianqing_Fan ] [ 347 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[166] Goodness-of-fit tests for parametric regression models

Jianqing Fan Li-Shan Huang

Statistics Theory and Methods mathscidoc:1912.43282

Journal of the American Statistical Association, 96, (454), 640-652, 2001.6
[ Download ] [ 2019-12-21 11:34:49 uploaded by Jianqing_Fan ] [ 298 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[167] Local polynomial estimation of regression functions for mixing processes

Elias Masry Jianqing Fan

Statistics Theory and Methods mathscidoc:1912.43281

Scandinavian Journal of Statistics, 24, (2), 165-179, 1997.6
[ Download ] [ 2019-12-21 11:34:46 uploaded by Jianqing_Fan ] [ 127 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[168] High-frequency covariance estimates with noisy and asynchronous financial data

Yacine At-Sahalia Jianqing Fan Dacheng Xiu

Statistics Theory and Methods mathscidoc:1912.43280

Journal of the American Statistical Association, 105, (492), 1504-1517, 2010.12
[ Download ] [ 2019-12-21 11:34:43 uploaded by Jianqing_Fan ] [ 244 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[169] 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
[ Download ] [ 2019-12-21 11:34:39 uploaded by Jianqing_Fan ] [ 245 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[170] Direct estimation of low-dimensional components in additive models

Jianqing Fan Wolfgang Hrdle Enno Mammen

Statistics Theory and Methods mathscidoc:1912.43278

The Annals of Statistics, 26, (3), 943-971, 1998
[ Download ] [ 2019-12-21 11:34:36 uploaded by Jianqing_Fan ] [ 255 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[171] Analysis of longitudinal data with semiparametric estimation of covariance function

Jianqing Fan Tao Huang Runze Li

Statistics Theory and Methods mathscidoc:1912.43277

Journal of the American Statistical Association, 102, (478), 632-641, 2007.6
[ Download ] [ 2019-12-21 11:34:33 uploaded by Jianqing_Fan ] [ 307 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[172] Adaptive varyingcoefficient linear models

Jianqing Fan Qiwei Yao Zongwu Cai

Statistics Theory and Methods mathscidoc:1912.43276

Journal of the Royal Statistical Society: series B (statistical methodology), 65, (1), 57-80, 2003.2
[ Download ] [ 2019-12-21 11:34:30 uploaded by Jianqing_Fan ] [ 132 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[173] Test of significance when data are curves

Jianqing Fan Sheng-Kuei Lin

Statistics Theory and Methods mathscidoc:1912.43275

Journal of the American Statistical Association, 93, (443), 1007-1021, 1998.9
[ Download ] [ 2019-12-21 11:34:26 uploaded by Jianqing_Fan ] [ 295 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[174] Fast implementations of nonparametric curve estimators

Jianqing Fan James S Marron

Statistics Theory and Methods mathscidoc:1912.43274

Journal of computational and graphical statistics, 3, (1), 35-56, 1994.3
[ Download ] [ 2019-12-21 11:34:23 uploaded by Jianqing_Fan ] [ 281 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[175] Ultrahigh dimensional feature selection: beyond the linear model

Jianqing Fan Richard Samworth Yichao Wu

Statistics Theory and Methods mathscidoc:1912.43273

Journal of machine learning research, 10, 2013-2038, 2009
[ Download ] [ 2019-12-21 11:34:19 uploaded by Jianqing_Fan ] [ 251 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