Statistics Theory and Methods

[220] Embracing the blessing of dimensionality in factor models

Quefeng Li Guang Cheng Jianqing Fan Yuyan Wang

Statistics Theory and Methods mathscidoc:1912.43392

Journal of the American Statistical Association, 113, (521), 380-389, 2018.1
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[221] Data-analytic approaches to the estimation of value-at-risk

Jianqing Fan Juan Gu

Statistics Theory and Methods mathscidoc:1912.43407

271-277, 2003.3
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[222] Data-driven bandwidth selection in local polynomial fitting: variable bandwidth and spatial adaptation [J]

Jianqing Fan I Gijbels

Statistics Theory and Methods mathscidoc:1912.43408

J. Roy. Statist. Soc. Ser. B, 57, (2), 371-394, 1995
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