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Publication DateArticle TitleAuthor(s)
Jun-2014Endogeneity in high dimensionsFan, Jianqing; Liao, Yuan
3-Jul-2014Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient ModelsFan, Jianqing; Ma, Yunbei; Dai, Wei
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
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
Jun-2012Vast Portfolio Selection With Gross-Exposure ConstraintsFan, Jianqing; Zhang, Jingjin; Yu, Ke
Sep-2012A road to classification in high dimensional space: the regularized optimal affine discriminantFan, Jianqing; Feng, Yang; Tong, Xin
Jan-2012Variance estimation using refitted cross-validation in ultrahigh dimensional regressionFan, Jianqing; Guo, Shaojun; Hao, Ning
Oct-2016What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?Fan, Jianqing; Imerman, Michael B; Dai, Wei