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Publication DateArticle TitleAuthor(s)
Jun-2014Strong oracle optimality of folded concave penalized estimationFan, Jianqing; Xue, Lingzhou; Zou, Hui
1-Jun-2013Distributions of angles in random packing on spheresCai, T; Fan, J; Jiang, T
Aug-2012Ergodicity and stability of the conditional distributions of nondegenerate Markov chainsTong, Xin Thomson; van Handel, Ramon
Feb-2011Consistency of the maximum likelihood estimator for general hidden Markov modelsDouc, Randal; Moulines, Eric; Olsson, Jimmy; van Handel, Ramon
Aug-2011On the minimal penalty for Markov order estimationvan Handel, Ramon
Oct-2016What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?Fan, Jianqing; Imerman, Michael B; Dai, Wei
Oct-2016Robust inference of risks of large portfoliosFan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron
1-Nov-2016Guarding against spurious discoveries in high dimensionsFan, J; Zhou, WX
Feb-2016Projected principal component analysis in factor modelsFan, Jianqing; Liao, Yuan; Wang, Weichen
2-Jul-2016Conditional Sure Independence ScreeningBarut, Emre; Fan, Jianqing; Verhasselt, Anneleen