Browsing by Author Fan, Jianqing
Showing results 33 to 47 of 47
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Publication Date | Article Title | Author(s) |
Mar-2016 | Regularity Properties for Sparse Regression | Dobriban, Edgar; Fan, Jianqing |
Jun-2015 | Risks of large portfolios | Fan, Jianqing; Liao, Yuan; Shi, Xiaofeng |
Sep-2012 | A road to classification in high dimensional space: the regularized optimal affine discriminant | Fan, Jianqing; Feng, Yang; Tong, Xin |
Jan-2019 | Robust Covariance Estimation for Approximate Factor Models. | Fan, Jianqing; Wang, Weichen; Zhong, Yiqiao |
Oct-2016 | Robust inference of risks of large portfolios | Fan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron |
Sep-2015 | Sparsifying the Fisher linear discriminant by rotation | Hao, Ning; Dong, Bin; Fan, Jianqing |
3-Jul-2014 | Spatially Varying Coefficient Model for Neuroimaging Data With Jump Discontinuities | Zhu, Hongtu; Fan, Jianqing; Kong, Linglong |
2019 | Spectral method and regularized mle are both optimal for top-K ranking | Chen, Yuxin; Fan, Jianqing; Ma, C; Wang, K |
Jun-2013 | Statistical analysis of big data on pharmacogenomics | Fan, Jianqing; Liu, Han |
Jun-2014 | Strong oracle optimality of folded concave penalized estimation | Fan, Jianqing; Xue, Lingzhou; Zou, Hui |
Dec-2017 | Sufficient Forecasting Using Factor Models. | Fan, Jianqing; Xue, Lingzhou; Yao, Jiawei |
Jan-2012 | Variance estimation using refitted cross-validation in ultrahigh dimensional regression | Fan, Jianqing; Guo, Shaojun; Hao, Ning |
Jun-2012 | Vast Portfolio Selection With Gross-Exposure Constraints | Fan, Jianqing; Zhang, Jingjin; Yu, Ke |
Mar-2012 | Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection | Fan, Jianqing; Li, Yingying; Yu, Ke |
Oct-2016 | What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk? | Fan, Jianqing; Imerman, Michael B; Dai, Wei |