Browsing by Author Fan, Jianqing
Showing results 38 to 47 of 47
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| Publication Date | Article Title | Author(s) |
| 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 |
