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Browsing by Author Fan, Jianqing

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Showing results 28 to 47 of 47 < previous 
Publication DateArticle TitleAuthor(s)
Feb-2016An overview of the estimation of large covariance and precision matricesFan, Jianqing; Liao, Yuan; Liu, Han
May-2018Partial Consistency with Sparse Incidental Parameters.Fan, Jianqing; Tang, Runlong; Shi, Xiaofeng
2015Power Enhancement in High-Dimensional Cross-Sectional TestsFan, Jianqing; Liao, Yuan; Yao, Jiawei
Feb-2016Projected principal component analysis in factor modelsFan, Jianqing; Liao, Yuan; Wang, Weichen
Aug-2015QUADRO: A supervised dimension reduction method via Rayleigh quotient optimizationFan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy
Mar-2016Regularity Properties for Sparse RegressionDobriban, Edgar; Fan, Jianqing
Jun-2015Risks of large portfoliosFan, Jianqing; Liao, Yuan; Shi, Xiaofeng
Sep-2012A road to classification in high dimensional space: the regularized optimal affine discriminantFan, Jianqing; Feng, Yang; Tong, Xin
Jan-2019Robust Covariance Estimation for Approximate Factor Models.Fan, Jianqing; Wang, Weichen; Zhong, Yiqiao
Oct-2016Robust inference of risks of large portfoliosFan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron
Sep-2015Sparsifying the Fisher linear discriminant by rotationHao, Ning; Dong, Bin; Fan, Jianqing
3-Jul-2014Spatially Varying Coefficient Model for Neuroimaging Data With Jump DiscontinuitiesZhu, Hongtu; Fan, Jianqing; Kong, Linglong
2019Spectral method and regularized mle are both optimal for top-K rankingChen, Yuxin; Fan, Jianqing; Ma, C; Wang, K
Jun-2013Statistical analysis of big data on pharmacogenomicsFan, Jianqing; Liu, Han
Jun-2014Strong oracle optimality of folded concave penalized estimationFan, Jianqing; Xue, Lingzhou; Zou, Hui
Dec-2017Sufficient Forecasting Using Factor Models.Fan, Jianqing; Xue, Lingzhou; Yao, Jiawei
Jan-2012Variance estimation using refitted cross-validation in ultrahigh dimensional regressionFan, Jianqing; Guo, Shaojun; Hao, Ning
Jun-2012Vast Portfolio Selection With Gross-Exposure ConstraintsFan, Jianqing; Zhang, Jingjin; Yu, Ke
Mar-2012Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio SelectionFan, Jianqing; Li, Yingying; Yu, Ke
Oct-2016What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?Fan, Jianqing; Imerman, Michael B; Dai, Wei