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Fan, Jianqing

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Author ID: fan.jianqing Recent zbMATH articles by "Fan, Jianqing"
Published as: Fan, Jianqing; Fan, JianQing; Fan, J.
Homepage: https://orfe.princeton.edu/~jqfan/
External Links: MGP · ORCID · Wikidata · Google Scholar · dblp · GND · IdRef
Documents Indexed: 211 Publications since 1984, including 6 Books
all top 5

Co-Authors

18 single-authored
12 Gijbels, Irène
11 Li, Runze
10 Jiang, Jiancheng
9 Yao, Qiwei
8 Feng, Yang
8 Liu, Han
8 Wang, Weichen
7 Liao, Yuan
7 Wu, Yichao
7 Zhang, Wenyang
6 Cai, Jianwen
6 Fan, Yingying
6 Fang, Kai-Tai
6 Ma, Cong
6 Wang, Kaizheng
6 Zhu, Ziwei
5 Chen, Yuxin
5 Hall, Peter Gavin
5 Lv, Jinchi
5 Zhong, Yiqiao
5 Zhou, Haibo
4 Cai, Zongwu
4 Huang, Li-Shan
4 Ke, Zheng Tracy
4 Zhang, Chunming
4 Zhou, Wen-Xin
4 Zhou, Yong
4 Zou, Hui
3 Aït-Sahalia, Yacine
3 Cheng, Ming-Yen
3 Han, Xu
3 Hu, Tienchung
3 Huang, Tao
3 Ke, Yuan
3 Kim, Donggyu
3 Li, Quefeng
3 Peng, Heng
3 Sun, Qiang
3 Tong, Xin
3 Xue, Lingzhou
2 Antoniadis, Anestis
2 Battey, Heather S.
2 Bradic, Jelena
2 Carroll, Raymond James
2 Chen, Jianwei
2 Chi, Yuejie
2 Gu, Weijie
2 Hao, Ning
2 Jiang, Tiefeng
2 Lam, Clifford
2 Li, Gang
2 Marron, James Stephen
2 Martin, Michael A.
2 Masry, Elias
2 Mincheva, Martina
2 Shi, Xiaofeng
2 Song, Rui
2 Truong, Young K.
2 Wand, Matthew P.
2 Wang, Yazhen
2 Wang, Yuyan
2 Xia, Lucy
2 Yan, Yuling
2 Yao, Jiawei
2 Yu, Ke
2 Zhang, Jinting
2 Zhu, Hongtu
1 Abbe, Emmanuel
1 Arena, Ellen T.
1 Avella-Medina, Marco
1 Barut, Emre
1 Bose, Koushiki
1 Brockmann, Michael
1 Cai, Tony Tony
1 Chen, Kani
1 Chen, Zhao
1 Cheng, Chen
1 Cheng, Guang
1 Chiheb, Hamza
1 Choi, Edwin
1 Dai, Wei
1 Delaigle, Aurore
1 Dobriban, Edgar
1 Eliceiri, Kevin W.
1 Engel, Joachim
1 Ensman, L.
1 Farmen, Mark
1 Gasser, Theo
1 Giovanello, Kelly Sullivan
1 Gong, Wenyan
1 Gu, Juan
1 Guo, Shaojun
1 Haidar, A. Abi
1 Han, Fang
1 Härdle, Wolfgang Karl
1 Heckman, Nancy E.
1 Hung, Hui-Nien
1 Jin, Jiashun
1 Jin, Zhezhen
1 King, Martin P.
...and 49 more Co-Authors
all top 5

Serials

51 The Annals of Statistics
45 Journal of the American Statistical Association
14 Journal of the Royal Statistical Society. Series B. Statistical Methodology
12 Journal of Econometrics
9 Statistica Sinica
6 Biometrika
4 Bernoulli
4 Journal of Machine Learning Research (JMLR)
3 Scandinavian Journal of Statistics
3 Statistics & Probability Letters
3 Statistical Science
3 Northeastern Mathematical Journal
3 Science in China. Series A
3 Test
2 The Canadian Journal of Statistics
2 IEEE Transactions on Information Theory
2 Journal of Multivariate Analysis
2 Acta Mathematicae Applicatae Sinica. English Series
2 Chinese Journal of Applied Probability and Statistics
2 Journal of Nonparametric Statistics
2 The Annals of Applied Statistics
2 Statistics and Its Interface
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Probability
1 Biometrics
1 Econometrica
1 Sankhyā. Series A. Methods and Techniques
1 Acta Mathematicae Applicatae Sinica
1 Journal of the Graduate School USTC (University of Science and Technology of China)
1 Journal of the Royal Statistical Society. Series B
1 Proceedings of the National Academy of Sciences of the United States of America
1 Acta Mathematica Sinica. New Series
1 Mathematical Programming. Series A. Series B
1 Chinese Science Bulletin
1 SIAM Journal on Optimization
1 The Econometrics Journal
1 Applied Stochastic Models in Business and Industry
1 Oberwolfach Reports
1 Monographs on Statistics and Applied Probability
1 Electronic Journal of Statistics
1 Journal of the Italian Statistical Society
1 Science China. Mathematics
1 Journal of Theoretical Biology
1 Communications in Mathematics and Statistics
1 Springer Series in Statistics
1 Chapman & Hall/CRC Data Science Series

Publications by Year

Citations contained in zbMATH Open

184 Publications have been cited 11,343 times in 5,994 Documents Cited by Year
Variable selection via nonconcave penalized likelihood and its oracle properties. Zbl 1073.62547
Fan, Jianqing; Li, Runze
2001
Local polynomial modelling and its applications. Zbl 0873.62037
Fan, J.; Gijbels, I.
1996
Generalized partially linear single-index models. Zbl 0890.62053
Carroll, R. J.; Fan, Jianqing; Gijbels, Irène; Wand, M. P.
319
1997
On the optimal rates of convergence for nonparametric deconvolution problems. Zbl 0729.62033
Fan, Jianqing
317
1991
Nonlinear time series. Nonparametric and parametric methods. Zbl 1014.62103
Fan, Jianqing; Yao, Qiwei
316
2003
Profile likelihood inferences on semiparametric varying-coefficient partially linear models. Zbl 1098.62077
Fan, Jianqing; Huang, Tao
292
2005
Nonconcave penalized likelihood with a diverging number of parameters. Zbl 1092.62031
Fan, Jianqing; Peng, Heng
289
2004
Local linear regression smoothers and their minimax efficiencies. Zbl 0773.62029
Fan, Jianqing
244
1993
Design-adaptive nonparametric regression. Zbl 0850.62354
Fan, Jianqing
236
1992
Statistical estimation in varying coefficient models. Zbl 0977.62039
Fan, Jianqing; Zhang, Wenyang
230
1999
Generalized likelihood ratio statistics and Wilks phenomenon. Zbl 1029.62042
Fan, Jianqing; Zhang, Chunming; Zhang, Jian
224
2001
Sure independence screening for ultrahigh dimensional feature space. With discussion and authors’ reply. Zbl 1411.62187
Fan, Jianqing; Lv, Jinchi
221
2008
New estimation and model selection procedures for semiparametric modeling in longitudinal data analysis. Zbl 1117.62329
Fan, Jianqing; Li, Runze
177
2004
Functional-coefficient regression models for nonlinear time series. Zbl 0996.62078
Cai, Zongwu; Fan, Jianqing; Yao, Qiwei
166
2000
Sure independence screening in generalized linear models with NP-dimensionality. Zbl 1206.68157
Fan, Jianqing; Song, Rui
163
2010
A selective overview of variable selection in high dimensional feature space. Zbl 1180.62080
Fan, Jianqing; Lv, Jinchi
150
2010
Nonparametric independence screening in sparse ultra-high-dimensional additive models. Zbl 1232.62064
Fan, Jianqing; Feng, Yang; Song, Rui
149
2011
Efficient estimation and inferences for varying-coefficient models. Zbl 0999.62052
Cai, Zongwu; Fan, Jianqing; Li, Runze
145
2000
Efficient estimation of conditional variance functions in stochastic regression. Zbl 0918.62065
Fan, Jianqing; Yao, Qiwei
142
1998
Sparsistency and rates of convergence in large covariance matrix estimation. Zbl 1191.62101
Lam, Clifford; Fan, Jianqing
142
2009
High dimensional covariance matrix estimation using a factor model. Zbl 1429.62185
Fan, Jianqing; Fan, Yingying; Lv, Jinchi
140
2008
Variable selection for Cox’s proportional hazards model and frailty model. Zbl 1012.62106
Fan, Jianqing; Li, Runze
136
2002
Variable bandwidth and local linear regression smoothers. Zbl 0765.62040
Fan, Jianqing; Gijbels, Irène
130
1992
Regularization of wavelet approximations. (With discussion and rejoinder by the authors). Zbl 1072.62561
Antoniadis, Anestis; Fan, Jianqing
118
2001
Statistical methods with varying coefficient models. Zbl 1230.62031
Fan, Jianqing; Zhang, Wenyang
117
2008
Nonparametric regression with errors in variables. Zbl 0791.62042
Fan, Jianqing; Truong, Young K.
107
1993
High-dimensional classification using features annealed independence rules. Zbl 1360.62327
Fan, Jianqing; Fan, Yingying
103
2008
Data-driven bandwidth selection in local polynomial fitting: Variable bandwidth and spatial adaptation. Zbl 0813.62033
Fan, Jianqing; Gijbels, Irène
103
1995
Nonconcave penalized likelihood with NP-dimensionality. Zbl 1365.62277
Fan, Jianqing; Lv, Jinchi
99
2011
Local polynomial kernel regression for generalized linear models and quasi-likelihood functions. Zbl 0818.62036
Fan, Jianqing; Heckman, Nancy E.; Wand, M. P.
96
1995
Analysis of longitudinal data with semiparametric estimation of covariance function. Zbl 1172.62323
Fan, Jianqing; Huang, Tao; Li, Runze
94
2007
Simultaneous confidence bands and hypothesis testing in varying-coefficient models. Zbl 0962.62032
Fan, Jianqing; Zhang, Wenyang
90
2000
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Zbl 0865.62026
Fan, Jianqing; Yao, Qiwei; Tong, Howell
85
1996
Test of significance based on wavelet thresholding and Neyman’s truncation. Zbl 0869.62032
Fan, Jianqing
82
1996
Local polynomial estimation of regression functions for mixing processes. Zbl 0881.62047
Masry, Elias; Fan, Jianqing
81
1997
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
80
2013
Direct estimation of low-dimensional components in additive models. Zbl 1073.62527
Fan, Jianqing; Härdle, Wolfgang; Mammen, Enno
78
1998
Adaptive varying-coefficient linear models. Zbl 1063.62054
Fan, Jianqing; Yao, Qiwei; Cai, Zongwu
74
2003
Network exploration via the adaptive LASSO and SCAD penalties. Zbl 1166.62040
Fan, Jianqing; Feng, Yang; Wu, Yichao
74
2009
Censored regression: Local linear approximations and their applications. Zbl 0802.62044
Fan, Jianqing; Gijbels, Irène
67
1994
High-frequency covariance estimates with noisy and asynchronous financial data. Zbl 1388.62303
Aït-Sahalia, Yacine; Fan, Jianqing; Xiu, Dacheng
66
2010
Nonparametric independence screening in sparse ultra-high-dimensional varying coefficient models. Zbl 1368.62095
Fan, Jianqing; Ma, Yunbei; Dai, Wei
66
2014
Robust nonparametric function estimation. Zbl 0810.62038
Fan, Jianqing; Hu, Tien-Chung; Truong, Young K.
64
1994
A reexamination of diffusion estimators with applications to financial model validation. Zbl 1073.62571
Fan, Jianqing; Zhang, Chunming
64
2003
High-dimensional covariance matrix estimation in approximate factor models. Zbl 1246.62151
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
63
2011
Goodness-of-fit tests for parametric regression models. Zbl 1017.62014
Fan, Jianqing; Huang, Li-Shan
62
2001
Test of significance when data are curves. Zbl 1064.62525
Fan, Jianqing; Lin, Sheng-Kuei
61
1998
Ultrahigh dimensional feature selection: beyond the linear model. Zbl 1235.62089
Fan, Jianqing; Samworth, Richard; Wu, Yichao
61
2009
Statistical challenges with high dimensionality: feature selection in knowledge discovery. Zbl 1117.62137
Fan, Jianqing; Li, Runze
61
2006
Strong oracle optimality of folded concave penalized estimation. Zbl 1305.62252
Fan, Jianqing; Xue, Lingzhou; Zou, Hui
61
2014
Profile-kernel likelihood inference with diverging number of parameters. Zbl 1274.62289
Lam, Clifford; Fan, Jianqing
58
2008
Nonparametric inferences for additive models. Zbl 1117.62328
Fan, Jianqing; Jiang, Jiancheng
57
2005
Multi-scale jump and volatility analysis for high-frequency financial data. Zbl 1332.62403
Fan, Jianqing; Wang, Yazhen
53
2007
Asymptotic normality for deconvolution kernel density estimators. Zbl 0729.62034
Fan, Jianqing
53
1991
Wavelet deconvolution. Zbl 1071.94511
Fan, Jianqing; Koo, Ja-Yong
52
2002
Local likelihood and local partial likelihood in hazard regression. Zbl 0890.62023
Fan, Jianqing; Gijbels, Irène; King, Martin
51
1997
Vast portfolio selection with gross-exposure constraints. Zbl 1261.62091
Fan, Jianqing; Zhang, Jingjin; Yu, Ke
51
2012
Local maximum likelihood estimation and inference. Zbl 0909.62036
Fan, Jianqing; Farmen, Mark; Gijbels, Irène
49
1998
Regularization for Cox’s proportional hazards model with NP-dimensionality. Zbl 1246.62202
Bradic, Jelena; Fan, Jianqing; Jiang, Jiancheng
49
2011
Deconvolution with supersmooth distributions. Zbl 0754.62020
Fan, Jianqing
49
1992
A selective overview of nonparametric methods in financial econometrics. Zbl 1130.62364
Fan, Jianqing
49
2005
Adaptively local one-dimensional subproblems with application to a deconvolution problem. Zbl 0785.62038
Fan, Jianqing
45
1993
A crossvalidation method for estimating conditional densities. Zbl 1078.62032
Fan, Jianqing; Yim, Tsz Ho
44
2004
Estimating false discovery proportion under arbitrary covariance dependence. Zbl 1395.62219
Fan, Jianqing; Han, Xu; Gu, Weijie
44
2012
Local partial-likelihood estimation for lifetime data. Zbl 1091.62099
Fan, Jianqing; Lin, Huazhen; Zhou, Yong
41
2006
Global behavior of deconvolution kernel estimates. Zbl 0823.62032
Fan, Jianqing
39
1991
Semiparametric estimation of covariance matrixes for longitudinal data. Zbl 1286.62030
Fan, Jianqing; Wu, Yichao
37
2008
Adaptive robust variable selection. Zbl 1296.62144
Fan, Jianqing; Fan, Yingying; Barut, Emre
37
2014
Asymptotics of empirical eigenstructure for high dimensional spiked covariance. Zbl 1373.62299
Wang, Weichen; Fan, Jianqing
36
2017
Nonparametric transition-based tests for jump diffusions. Zbl 1388.62124
Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng
34
2009
Variable selection for multivariate failure time data. Zbl 1094.62123
Cai, Jianwen; Fan, Jianqing; Li, Runze; Zhou, Haibo
34
2005
Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes. Zbl 0769.62028
Fan, Jianqing; Masry, Elias
33
1992
On the estimation of quadratic functionals. Zbl 0729.62076
Fan, Jianqing
32
1991
Semilinear high-dimensional model for normalization of microarray data: A theoretical analysis and partial consistency. Zbl 1117.62330
Fan, Jianqing; Peng, Heng; Huang, Tao
32
2005
Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder). Zbl 1131.62035
Fan, Jianqing; Jiang, Jiancheng
32
2007
On automatic boundary corrections. Zbl 0890.62026
Cheng, Ming-Yen; Fan, Jianqing; Marron, J. S.
31
1997
Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions. Zbl 1414.62178
Fan, Jianqing; Li, Quefeng; Wang, Yuyan
27
2017
Sieve empirical likelihood ratio tests for nonparametric functions. Zbl 1056.62057
Fan, Jianqing; Zhang, Jian
27
2004
To how many simultaneous hypothesis tests can normal, Student’s \(t\) or bootstrap calibration be applied? Zbl 1332.62063
Fan, Jianqing; Hall, Peter; Yao, Qiwei
27
2007
One-step local quasi-likelihood estimation. Zbl 0940.62039
Fan, Jianqing; Chen, Jianwei
26
1999
Variable bandwidth and one-step local \(M\)-estimator. Zbl 0969.62028
Fan, Jianqing; Jiang, Jiancheng
26
2000
Generalised likelihood ratio tests for spectral density. Zbl 1132.62351
Fan, Jianqing; Zhang, Wenyang
26
2004
Hazard models with varying coefficients for multivariate failure time data. Zbl 1114.62104
Cai, Jianwen; Fan, Jianqing; Zhou, Haibo; Zhou, Yong
25
2007
Partially linear hazard regression for multivariate survival data. Zbl 1172.62328
Cai, Jianwen; Fan, Jianqing; Jiang, Jiancheng; Zhou, Haibo
24
2007
Penalized composite quasi-likelihood for ultrahigh dimensional variable selection. Zbl 1411.62181
Bradic, Jelena; Fan, Jianqing; Wang, Weiwei
23
2011
Variance estimation using refitted cross-validation in ultrahigh dimensional regression. Zbl 1411.62199
Fan, Jianqing; Guo, Shaojun; Hao, Ning
23
2012
A road to classification in high dimensional space: the regularized optimal affine discriminant. Zbl 1411.62167
Fan, Jianqing; Feng, Yang; Tong, Xin
22
2012
Vast volatility matrix estimation using high-frequency data for portfolio selection. Zbl 1328.91266
Fan, Jianqing; Li, Yingying; Yu, Ke
21
2012
Local polynomial regression: Optimal kernels and asymptotic minimax efficiency. Zbl 0890.62032
Fan, Jianqing; Gasser, Theo; Gijbels, Irène; Brockmann, Michael; Engel, Joachim
20
1997
Partially linear hazard regression with varying coefficients for multivariate survival data. Zbl 1400.62217
Cai, Jianwen; Fan, Jianqing; Jiang, Jiancheng; Zhou, Haibo
20
2008
Time-dependent diffusion models for term structure dynamics. Zbl 1065.62177
Fan, Jianqing; Jiang, Jiancheng; Zhang, Chunming; Zhou, Zhenwei
20
2003
A design-adaptive local polynomial estimator for the errors-in-variables problem. Zbl 1388.62106
Delaigle, Aurore; Fan, Jianqing; Carroll, Raymond J.
19
2009
Projected principal component analysis in factor models. Zbl 1331.62295
Fan, Jianqing; Liao, Yuan; Wang, Weichen
17
2016
Distributions of angles in random packing on spheres. Zbl 1318.60017
Cai, Tony; Fan, Jianqing; Jiang, Tiefeng
17
2013
Varying-coefficient functional linear regression. Zbl 1220.62046
Wu, Yichao; Fan, Jianqing; Müller, Hans-Georg
16
2010
Homogeneity pursuit. Zbl 1373.62345
Ke, Zheng Tracy; Fan, Jianqing; Wu, Yichao
15
2015
Spot volatility estimation for high-frequency data. Zbl 1230.91192
Fan, Jianqing; Wang, Yazhen
15
2008
Power enhancement in high-dimensional cross-sectional tests. Zbl 1410.62201
Fan, Jianqing; Liao, Yuan; Yao, Jiawei
14
2015
A study of variable bandwidth selection for local polynomial regression. Zbl 0840.62041
Fan, Jianqing; Gijbels, Irène; Hu, Tien-Chung; Huang, Li-Shan
14
1996
Distributed testing and estimation under sparse high dimensional models. Zbl 1392.62060
Battey, Heather; Fan, Jianqing; Liu, Han; Lu, Junwei; Zhu, Ziwei
13
2018
Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices. Zbl 1461.62085
Chen, Yuxin; Cheng, Chen; Fan, Jianqing
2
2021
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia. Zbl 07327195
Fan, Jianqing; Ke, Yuan; Liao, Yuan
1
2021
Adaptive Huber regression. Zbl 1437.62250
Sun, Qiang; Zhou, Wen-Xin; Fan, Jianqing
10
2020
Entrywise eigenvector analysis of random matrices with low expected rank. Zbl 1450.62066
Abbe, Emmanuel; Fan, Jianqing; Wang, Kaizheng; Zhong, Yiqiao
10
2020
Noisy matrix completion: understanding statistical guarantees for convex relaxation via nonconvex optimization. Zbl 07271856
Chen, Yuxin; Chi, Yuejie; Fan, Jianqing; Ma, Cong; Yan, Yuling
4
2020
Factor-adjusted regularized model selection. Zbl 1456.62114
Fan, Jianqing; Ke, Yuan; Wang, Kaizheng
3
2020
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models. Zbl 1456.62102
Fan, Jianqing; Feng, Yang; Xia, Lucy
1
2020
Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval. Zbl 1415.90086
Chen, Yuxin; Chi, Yuejie; Fan, Jianqing; Ma, Cong
10
2019
Spectral method and regularized MLE are both optimal for top-\(K\) ranking. Zbl 1425.62038
Chen, Yuxin; Fan, Jianqing; Ma, Cong; Wang, Kaizheng
7
2019
Inference and uncertainty quantification for noisy matrix completion. Zbl 1431.90117
Chen, Yuxin; Fan, Jianqing; Ma, Cong; Yan, Yuling
7
2019
Distributed estimation of principal eigenspaces. Zbl 1450.62067
Fan, Jianqing; Wang, Dong; Wang, Kaizheng; Zhu, Ziwei
4
2019
Farmtest: factor-adjusted robust multiple testing with approximate false discovery control. Zbl 1428.62345
Fan, Jianqing; Ke, Yuan; Sun, Qiang; Zhou, Wen-Xin
4
2019
Generalized high-dimensional trace regression via nuclear norm regularization. Zbl 1452.62536
Fan, Jianqing; Gong, Wenyan; Zhu, Ziwei
3
2019
Robust covariance estimation for approximate factor models. Zbl 1452.62410
Fan, Jianqing; Wang, Weichen; Zhong, Yiqiao
3
2019
Largest entries of sample correlation matrices from equi-correlated normal populations. Zbl 1435.62077
Fan, Jianqing; Jiang, Tiefeng
1
2019
Distributed testing and estimation under sparse high dimensional models. Zbl 1392.62060
Battey, Heather; Fan, Jianqing; Liu, Han; Lu, Junwei; Zhu, Ziwei
13
2018
Large covariance estimation through elliptical factor models. Zbl 1402.62124
Fan, Jianqing; Liu, Han; Wang, Weichen
9
2018
A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing. Zbl 1409.62154
Zhou, Wen-Xin; Bose, Koushiki; Fan, Jianqing; Liu, Han
8
2018
I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error. Zbl 1392.62215
Fan, Jianqing; Liu, Han; Sun, Qiang; Zhang, Tong
8
2018
Robust estimation of high-dimensional covariance and precision matrices. Zbl 07072412
Avella-Medina, Marco; Battey, Heather S.; Fan, Jianqing; Li, Quefeng
6
2018
An \(\ell_{\infty}\) eigenvector perturbation bound and its application. Zbl 06982963
Fan, Jianqing; Wang, Weichen; Zhong, Yiqiao
5
2018
Are discoveries spurious? Distributions of maximum spurious correlations and their applications. Zbl 1402.62097
Fan, Jianqing; Shao, Qi-Man; Zhou, Wen-Xin
5
2018
Robust high-dimensional volatility matrix estimation for high-frequency factor model. Zbl 1402.62250
Fan, Jianqing; Kim, Donggyu
4
2018
Embracing the blessing of dimensionality in factor models. Zbl 1398.62137
Li, Quefeng; Cheng, Guang; Fan, Jianqing; Wang, Yuyan
3
2018
Error variance estimation in ultrahigh-dimensional additive models. Zbl 1398.62135
Chen, Zhao; Fan, Jianqing; Li, Runze
2
2018
Asymptotics of empirical eigenstructure for high dimensional spiked covariance. Zbl 1373.62299
Wang, Weichen; Fan, Jianqing
36
2017
Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions. Zbl 1414.62178
Fan, Jianqing; Li, Quefeng; Wang, Yuyan
27
2017
Estimation of the false discovery proportion with unknown dependence. Zbl 1373.62272
Fan, Jianqing; Han, Xu
9
2017
High dimensional semiparametric latent graphical model for mixed data. Zbl 1414.62179
Fan, Jianqing; Liu, Han; Ning, Yang; Zou, Hui
9
2017
Sufficient forecasting using factor models. Zbl 1377.62185
Fan, Jianqing; Xue, Lingzhou; Yao, Jiawei
5
2017
The elements of financial econometrics. Zbl 1366.91001
Fan, Jianqing; Yao, Qiwei
1
2017
Projected principal component analysis in factor models. Zbl 1331.62295
Fan, Jianqing; Liao, Yuan; Wang, Weichen
17
2016
Regularity properties for sparse regression. Zbl 1341.62212
Dobriban, Edgar; Fan, Jianqing
3
2016
Guarding against spurious discoveries in high dimensions. Zbl 1436.62349
Fan, Jianqing; Zhou, Wen-Xin
2
2016
Robust inference of risks of large portfolios. Zbl 1443.62149
Fan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron
1
2016
Penalized least squares estimation with weakly dependent data. Zbl 1367.62211
Fan, JianQing; Qi, Lei; Tong, Xin
1
2016
Homogeneity pursuit. Zbl 1373.62345
Ke, Zheng Tracy; Fan, Jianqing; Wu, Yichao
15
2015
Power enhancement in high-dimensional cross-sectional tests. Zbl 1410.62201
Fan, Jianqing; Liao, Yuan; Yao, Jiawei
14
2015
Risks of large portfolios. Zbl 1331.91204
Fan, Jianqing; Liao, Yuan; Shi, Xiaofeng
9
2015
Estimation of functionals of sparse covariance matrices. Zbl 1327.62338
Fan, Jianqing; Rigollet, Philippe; Wang, Weichen
8
2015
QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization. Zbl 1317.62054
Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy
7
2015
Sparsifying the Fisher linear discriminant by rotation. Zbl 1414.62244
Hao, Ning; Dong, Bin; Fan, Jianqing
4
2015
Correction: Strong oracle optimality of folded concave penalized estimation. Zbl 1311.62102
Fan, Jianqing; Xue, Lingzhou; Zou, Hui
2
2015
Multi-agent inference in social networks: a finite population learning approach. Zbl 1373.62577
Fan, Jianqing; Tong, Xin; Zeng, Yao
1
2015
Nonparametric independence screening in sparse ultra-high-dimensional varying coefficient models. Zbl 1368.62095
Fan, Jianqing; Ma, Yunbei; Dai, Wei
66
2014
Strong oracle optimality of folded concave penalized estimation. Zbl 1305.62252
Fan, Jianqing; Xue, Lingzhou; Zou, Hui
61
2014
Adaptive robust variable selection. Zbl 1296.62144
Fan, Jianqing; Fan, Yingying; Barut, Emre
37
2014
Endogeneity in high dimensions. Zbl 1305.62113
Fan, Jianqing; Liao, Yuan
12
2014
Spatially varying coefficient model for neuroimaging data with jump discontinuities. Zbl 1368.62297
Zhu, Hongtu; Fan, Jianqing; Kong, Linglong
10
2014
Covariate assisted screening and estimation. Zbl 1310.62085
Ke, Zheng Tracy; Jin, Jiashun; Fan, Jianqing
4
2014
Discussion: “A significance test for the lasso”. Zbl 1305.62251
Fan, Jianqing; Ke, Zheng Tracy
1
2014
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
80
2013
Distributions of angles in random packing on spheres. Zbl 1318.60017
Cai, Tony; Fan, Jianqing; Jiang, Tiefeng
17
2013
Multiscale adaptive smoothing models for the hemodynamic response function in fMRI. Zbl 1288.92011
Wang, Jiaping; Zhu, Hongtu; Fan, Jianqing; Giovanello, Kelly; Lin, Weili
2
2013
Parametrically guided generalised additive models with application to mergers and acquisitions data. Zbl 1307.62110
Fan, Jianqing; Maity, Arnab; Wang, Yihui; Wu, Yichao
2
2013
Vast portfolio selection with gross-exposure constraints. Zbl 1261.62091
Fan, Jianqing; Zhang, Jingjin; Yu, Ke
51
2012
Estimating false discovery proportion under arbitrary covariance dependence. Zbl 1395.62219
Fan, Jianqing; Han, Xu; Gu, Weijie
44
2012
Variance estimation using refitted cross-validation in ultrahigh dimensional regression. Zbl 1411.62199
Fan, Jianqing; Guo, Shaojun; Hao, Ning
23
2012
A road to classification in high dimensional space: the regularized optimal affine discriminant. Zbl 1411.62167
Fan, Jianqing; Feng, Yang; Tong, Xin
22
2012
Vast volatility matrix estimation using high-frequency data for portfolio selection. Zbl 1328.91266
Fan, Jianqing; Li, Yingying; Yu, Ke
21
2012
Nonparametric independence screening in sparse ultra-high-dimensional additive models. Zbl 1232.62064
Fan, Jianqing; Feng, Yang; Song, Rui
149
2011
Nonconcave penalized likelihood with NP-dimensionality. Zbl 1365.62277
Fan, Jianqing; Lv, Jinchi
99
2011
High-dimensional covariance matrix estimation in approximate factor models. Zbl 1246.62151
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
63
2011
Regularization for Cox’s proportional hazards model with NP-dimensionality. Zbl 1246.62202
Bradic, Jelena; Fan, Jianqing; Jiang, Jiancheng
49
2011
Penalized composite quasi-likelihood for ultrahigh dimensional variable selection. Zbl 1411.62181
Bradic, Jelena; Fan, Jianqing; Wang, Weiwei
23
2011
Multiple testing via \(\mathrm{FDR}_L\) for large-scale imaging data. Zbl 1209.62166
Zhang, Chunming; Fan, Jianqing; Yu, Tao
10
2011
Testing and detecting jumps based on a discretely observed process. Zbl 1441.62680
Fan, Yingying; Fan, Jianqing
4
2011
Sure independence screening in generalized linear models with NP-dimensionality. Zbl 1206.68157
Fan, Jianqing; Song, Rui
163
2010
A selective overview of variable selection in high dimensional feature space. Zbl 1180.62080
Fan, Jianqing; Lv, Jinchi
150
2010
High-frequency covariance estimates with noisy and asynchronous financial data. Zbl 1388.62303
Aït-Sahalia, Yacine; Fan, Jianqing; Xiu, Dacheng
66
2010
Varying-coefficient functional linear regression. Zbl 1220.62046
Wu, Yichao; Fan, Jianqing; Müller, Hans-Georg
16
2010
Nonparametric tests of the Markov hypothesis in continuous-time models. Zbl 1200.62044
Aït-Sahalia, Yacine; Fan, Jianqing; Jiang, Jiancheng
7
2010
Estimation in additive models with highly or non-highly correlated covariates. Zbl 1189.62072
Jiang, Jiancheng; Fan, Yingying; Fan, Jianqing
4
2010
Nonparametric estimation of genewise variance for microarray data. Zbl 1200.62133
Fan, Jianqing; Feng, Yang; Niu, Yue S.
1
2010
Sparsistency and rates of convergence in large covariance matrix estimation. Zbl 1191.62101
Lam, Clifford; Fan, Jianqing
142
2009
Network exploration via the adaptive LASSO and SCAD penalties. Zbl 1166.62040
Fan, Jianqing; Feng, Yang; Wu, Yichao
74
2009
Ultrahigh dimensional feature selection: beyond the linear model. Zbl 1235.62089
Fan, Jianqing; Samworth, Richard; Wu, Yichao
61
2009
Nonparametric transition-based tests for jump diffusions. Zbl 1388.62124
Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng
34
2009
A design-adaptive local polynomial estimator for the errors-in-variables problem. Zbl 1388.62106
Delaigle, Aurore; Fan, Jianqing; Carroll, Raymond J.
19
2009
A semiparametric model for cluster data. Zbl 1173.62030
Zhang, Wenyang; Fan, Jianqing; Sun, Yan
13
2009
Local quasi-likelihood with a parametric guide. Zbl 1191.62071
Fan, Jianqing; Wu, Yichao; Feng, Yang
12
2009
Option pricing with model-guided nonparametric methods. Zbl 1205.91158
Fan, Jianqing; Mancini, Loriano
10
2009
Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci. Zbl 1181.62186
Yap, John Stephen; Fan, Jianqing; Wu, Rongling
7
2009
Approximating conditional density functions using dimension reduction. Zbl 1176.62030
Fan, Jianqing; Peng, Liang; Yao, Qiwei; Zhang, Wenyang
5
2009
Gaining efficiency via weighted estimators for multivariate failure time data. Zbl 1176.62100
Fan, JianQing; Zhou, Yong; Cai, JianWen; Chen, Min
2
2009
Sure independence screening for ultrahigh dimensional feature space. With discussion and authors’ reply. Zbl 1411.62187
Fan, Jianqing; Lv, Jinchi
221
2008
High dimensional covariance matrix estimation using a factor model. Zbl 1429.62185
Fan, Jianqing; Fan, Yingying; Lv, Jinchi
140
2008
Statistical methods with varying coefficient models. Zbl 1230.62031
Fan, Jianqing; Zhang, Wenyang
117
2008
High-dimensional classification using features annealed independence rules. Zbl 1360.62327
Fan, Jianqing; Fan, Yingying
103
2008
Profile-kernel likelihood inference with diverging number of parameters. Zbl 1274.62289
Lam, Clifford; Fan, Jianqing
58
2008
Semiparametric estimation of covariance matrixes for longitudinal data. Zbl 1286.62030
Fan, Jianqing; Wu, Yichao
37
2008
Partially linear hazard regression with varying coefficients for multivariate survival data. Zbl 1400.62217
Cai, Jianwen; Fan, Jianqing; Jiang, Jiancheng; Zhou, Haibo
20
2008
Spot volatility estimation for high-frequency data. Zbl 1230.91192
Fan, Jianqing; Wang, Yazhen
15
2008
Modelling multivariate volatilities via conditionally uncorrelated components. Zbl 05563364
Fan, Jianqing; Wang, Mingjin; Yao, Qiwei
11
2008
Design-adaptive minimax local linear regression for longitudinal/clustered data. Zbl 1135.62031
Chen, Kani; Fan, Jianqing; Jin, Zhezhen
2
2008
Analysis of longitudinal data with semiparametric estimation of covariance function. Zbl 1172.62323
Fan, Jianqing; Huang, Tao; Li, Runze
94
2007
Multi-scale jump and volatility analysis for high-frequency financial data. Zbl 1332.62403
Fan, Jianqing; Wang, Yazhen
53
2007
Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder). Zbl 1131.62035
Fan, Jianqing; Jiang, Jiancheng
32
2007
To how many simultaneous hypothesis tests can normal, Student’s \(t\) or bootstrap calibration be applied? Zbl 1332.62063
Fan, Jianqing; Hall, Peter; Yao, Qiwei
27
2007
Hazard models with varying coefficients for multivariate failure time data. Zbl 1114.62104
Cai, Jianwen; Fan, Jianqing; Zhou, Haibo; Zhou, Yong
25
2007
...and 84 more Documents
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Cited by 6,155 Authors

102 Fan, Jianqing
73 Lian, Heng
71 Zhang, Riquan
67 Zhu, Lixing
55 Lin, Lu
54 Li, Runze
49 Liang, Hua
48 Xue, Liugen
45 Hall, Peter Gavin
43 Zhou, Yong
39 Huang, Zhensheng
39 You, Jinhong
38 Li, Gaorong
38 Yang, Hu
37 Dette, Holger
37 Park, Byeong Uk
35 Gijbels, Irène
33 Linton, Oliver Bruce
32 Gao, Jiti
32 Wang, Qihua
31 Zhao, Weihua
29 Liang, Hanying
29 Van Keilegom, Ingrid
29 Yang, Lijian
28 Li, Degui
27 Müller, Hans-Georg
26 Cai, Zongwu
26 Mammen, Enno
26 Yao, Qiwei
26 Zhu, Zhongyi
25 Comte, Fabienne
25 Tutz, Gerhard E.
25 Zhao, Peixin
24 Cai, Tony Tony
24 Härdle, Wolfgang Karl
23 Wu, Yichao
23 Zhang, Wenyang
23 Zhu, Liping
22 González-Manteiga, Wenceslao
22 Lai, Peng
22 Peng, Heng
22 Rachdi, Mustapha
22 Su, Liangjun
21 Cui, Hengjian
21 Laksaci, Ali
21 Liu, Jicai
21 Lu, Xuewen
21 Wang, Hansheng
21 Wang, Mingqiu
20 Carroll, Raymond James
20 Guo, Chaohui
20 Lv, Jing
20 Tjøstheim, Dag B.
20 Zhu, Hongtu
19 Chen, Song Xi
19 Delaigle, Aurore
19 Fan, Guoliang
19 Feng, Sanying
19 Leng, Chenlei
19 Lin, Jinguan
19 Lin, Zhengyan
19 Liu, Han
19 Xia, Yingcun
19 Yao, Weixin
19 Zhou, Xian
19 Zou, Hui
18 Li, Jialiang
18 Li, Qi
18 Lin, Huazhen
18 Lu, Zudi
18 Tang, Niansheng
18 Wu, Wei Biao
17 Chen, Jia
17 Chesneau, Christophe
17 Claeskens, Gerda
17 Liu, Zhi
17 Ma, Shuangge
17 Marron, James Stephen
17 Meister, Alexander
17 Song, Weixing
17 Song, Xinyuan
17 Sun, Liuquan
16 Hu, Xuemei
16 Jiang, Jiancheng
16 Spokoiny, Vladimir G.
16 Wang, Li
16 Zhang, Chunming
16 Zhao, Yanyong
16 Zhou, Zhangong
15 Fan, Yingying
15 Liu, Yufeng
15 Lv, Yazhao
15 Mei, Changlin
15 Neumeyer, Natalie
15 Peng, Liang
15 Pensky, Marianna
15 Vieu, Philippe
15 Wang, Kangning
15 Yang, Jing
15 Yu, Keming
...and 6,055 more Authors
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Cited in 313 Serials

476 The Annals of Statistics
417 Computational Statistics and Data Analysis
395 Journal of Multivariate Analysis
348 Journal of Econometrics
273 Journal of Statistical Planning and Inference
226 Journal of Nonparametric Statistics
204 Electronic Journal of Statistics
198 Statistics & Probability Letters
197 Communications in Statistics. Theory and Methods
182 Journal of the American Statistical Association
133 Annals of the Institute of Statistical Mathematics
133 Journal of Statistical Computation and Simulation
109 Econometric Theory
108 Biometrics
95 Computational Statistics
88 Scandinavian Journal of Statistics
84 The Annals of Applied Statistics
81 Bernoulli
79 Journal of the Korean Statistical Society
71 Test
69 Statistical Papers
67 Journal of Applied Statistics
63 The Canadian Journal of Statistics
61 Metrika
58 Statistics and Computing
57 Statistics
57 Communications in Statistics. Simulation and Computation
54 Science China. Mathematics
48 Acta Mathematicae Applicatae Sinica. English Series
44 Journal of Machine Learning Research (JMLR)
43 Journal of the Royal Statistical Society. Series B. Statistical Methodology
39 Journal of Systems Science and Complexity
38 Statistica Sinica
36 Journal of Time Series Analysis
33 Statistical Science
33 Lifetime Data Analysis
30 Stochastic Processes and their Applications
28 European Journal of Operational Research
27 Quantitative Finance
25 Mathematical Programming. Series A. Series B
24 Journal of Computational and Applied Mathematics
23 Economics Letters
23 Statistical Methodology
22 Mathematical Methods of Statistics
22 Australian & New Zealand Journal of Statistics
20 Biometrical Journal
20 Science in China. Series A
20 Acta Mathematica Sinica. English Series
19 Journal of Statistical Theory and Practice
19 Bayesian Analysis
18 Computational Optimization and Applications
18 Comptes Rendus. Mathématique. Académie des Sciences, Paris
17 The Econometrics Journal
17 AStA. Advances in Statistical Analysis
16 Automatica
15 Statistical Inference for Stochastic Processes
15 Statistical Methods and Applications
14 Probability Theory and Related Fields
13 Annals of Operations Research
13 Neural Computation
13 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
13 Statistical Modelling
13 Advances in Data Analysis and Classification. ADAC
13 Journal of Probability and Statistics
12 Applied Mathematics and Computation
12 Insurance Mathematics & Economics
12 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
12 Applied Mathematics. Series B (English Edition)
12 Mathematical Problems in Engineering
12 Brazilian Journal of Probability and Statistics
12 Sankhyā. Series A
11 Information Sciences
11 Journal of Inequalities and Applications
10 Psychometrika
10 Journal of Scientific Computing
9 Machine Learning
9 Journal of Global Optimization
9 SIAM Journal on Optimization
9 Applied and Computational Harmonic Analysis
9 Statistical Applications in Genetics and Molecular Biology
9 Statistical Analysis and Data Mining
9 Sankhyā. Series B
8 Inverse Problems
8 Journal of Optimization Theory and Applications
8 Pattern Recognition
8 Discrete Dynamics in Nature and Society
8 Computational & Mathematical Methods in Medicine
8 Journal of Agricultural, Biological, and Environmental Statistics
8 Random Matrices: Theory and Applications
7 Sequential Analysis
7 Econometric Reviews
7 Abstract and Applied Analysis
7 SIAM Journal on Imaging Sciences
7 Statistics Surveys
6 Statistica Neerlandica
6 Biostatistics
6 Computational Management Science
6 Japanese Journal of Statistics and Data Science
5 Operations Research
5 Chinese Annals of Mathematics. Series B
...and 213 more Serials
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Cited in 46 Fields

5,564 Statistics (62-XX)
1,035 Numerical analysis (65-XX)
424 Probability theory and stochastic processes (60-XX)
340 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
238 Operations research, mathematical programming (90-XX)
172 Computer science (68-XX)
155 Biology and other natural sciences (92-XX)
88 Harmonic analysis on Euclidean spaces (42-XX)
87 Information and communication theory, circuits (94-XX)
52 Systems theory; control (93-XX)
46 Linear and multilinear algebra; matrix theory (15-XX)
37 Functional analysis (46-XX)
34 Combinatorics (05-XX)
30 Calculus of variations and optimal control; optimization (49-XX)
22 Geophysics (86-XX)
18 Dynamical systems and ergodic theory (37-XX)
17 Operator theory (47-XX)
14 Partial differential equations (35-XX)
12 Approximations and expansions (41-XX)
7 Ordinary differential equations (34-XX)
6 Statistical mechanics, structure of matter (82-XX)
5 History and biography (01-XX)
5 Convex and discrete geometry (52-XX)
5 Global analysis, analysis on manifolds (58-XX)
5 Mechanics of deformable solids (74-XX)
4 General and overarching topics; collections (00-XX)
4 Fluid mechanics (76-XX)
3 Abstract harmonic analysis (43-XX)
3 Integral equations (45-XX)
3 Quantum theory (81-XX)
3 Astronomy and astrophysics (85-XX)
2 Group theory and generalizations (20-XX)
2 Special functions (33-XX)
2 Difference and functional equations (39-XX)
2 Integral transforms, operational calculus (44-XX)
2 Differential geometry (53-XX)
2 Optics, electromagnetic theory (78-XX)
1 Mathematical logic and foundations (03-XX)
1 Number theory (11-XX)
1 Algebraic geometry (14-XX)
1 Topological groups, Lie groups (22-XX)
1 Real functions (26-XX)
1 Functions of a complex variable (30-XX)
1 Sequences, series, summability (40-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Relativity and gravitational theory (83-XX)

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