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Person:586406
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m AuthorDisambiguator moved page Jianqing Fan to Jianqing Fan: Duplicate
 
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Latest revision as of 14:40, 7 December 2023

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zbMath Open fan.jianqingDBLP33/2768WikidataQ8954138 ScholiaQ8954138MaRDI QIDQ586406

List of research outcomes

PublicationDate of PublicationType
Policy Optimization Using Semiparametric Models for Dynamic Pricing2024-03-19Paper
Can a Machine Correct Option Pricing Models?2024-03-06Paper
Understanding Implicit Regularization in Over-Parameterized Single Index Model2024-01-08Paper
Bridging factor and sparse models2024-01-04Paper
Robust high-dimensional tuning free multiple testing2024-01-04Paper
Adaptive robust large volatility matrix estimation based on high-frequency financial data2023-11-17Paper
Discussion2023-11-08Paper
Convex and Nonconvex Optimization Are Both Minimax-Optimal for Noisy Blind Deconvolution Under Random Designs2023-07-04Paper
Communication-Efficient Accurate Statistical Estimation2023-07-04Paper
Statistical Inference for High-Dimensional Matrix-Variate Factor Models2023-07-04Paper
Community network auto-regression for high-dimensional time series2023-06-29Paper
The Journal of Econometrics 2012--20182023-04-14Paper
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction2023-03-27Paper
Estimating Number of Factors by Adjusted Eigenvalues Thresholding2023-03-27Paper
Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors2023-03-27Paper
An \({\ell_p}\) theory of PCA and spectral clustering2022-11-02Paper
Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data2022-10-14Paper
An overview of the estimation of large covariance and precision matrices2022-08-02Paper
Bayesian factor-adjusted sparse regression2022-07-15Paper
Adaptive Huber regression on Markov-dependent data2022-06-20Paper
Testability of high-dimensional linear models with nonsparse structures2022-04-25Paper
Canonical thresholding for nonsparse high-dimensional linear regression2022-03-23Paper
High-dimensional factor model and its applications to statistical machine learning2022-03-21Paper
Spectral Methods for Data Science: A Statistical Perspective2021-12-09Paper
Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data2021-12-03Paper
https://portal.mardi4nfdi.de/entity/Q51594072021-10-27Paper
A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery2021-09-28Paper
A selective overview of deep learning2021-07-06Paper
Robust high-dimensional factor models with applications to statistical machine learning2021-07-06Paper
The Interplay of Demographic Variables and Social Distancing Scores in Deep Prediction of U.S. COVID-19 Cases2021-07-06Paper
Structured Correlation Detection with Application to Colocalization Analysis in Dual-Channel Fluorescence Microscopic Imaging2021-04-27Paper
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia2021-03-24Paper
Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices2021-03-11Paper
Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”2021-01-22Paper
Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization2020-11-09Paper
Comments on «Wavelets in statistics: A review» by A. Antoniadis2020-09-29Paper
Entrywise eigenvector analysis of random matrices with low expected rank2020-08-28Paper
Adaptive Huber Regression2020-08-03Paper
An $\ell_p$ theory of PCA and spectral clustering2020-06-24Paper
Bootstrapping $\ell_p$-Statistics in High Dimensions2020-06-23Paper
A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models2020-06-18Paper
Factor-Adjusted Regularized Model Selection2020-03-20Paper
Inference and uncertainty quantification for noisy matrix completion2020-03-04Paper
Hypothesis testing for eigenspaces of covariance matrix2020-02-22Paper
FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control2020-01-15Paper
Largest entries of sample correlation matrices from equi-correlated normal populations2019-12-18Paper
SIMPLE: Statistical Inference on Membership Profiles in Large Networks2019-10-03Paper
Generalized high-dimensional trace regression via nuclear norm regularization2019-09-02Paper
Optimal estimation of functionals of high-dimensional mean and covariance matrix2019-08-20Paper
Learning Latent Factors from Diversified Projections and its Applications to Over-Estimated and Weak Factors2019-08-03Paper
Spectral method and regularized MLE are both optimal for top-\(K\) ranking2019-07-18Paper
Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval2019-06-26Paper
Robust estimation of high-dimensional covariance and precision matrices2019-06-24Paper
Sparsifying the Fisher Linear Discriminant by Rotation2019-06-12Paper
Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions2019-06-12Paper
High Dimensional Semiparametric Latent Graphical Model for Mixed Data2019-06-07Paper
A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant2019-05-09Paper
Large Covariance Estimation by Thresholding Principal Orthogonal Complements2019-05-09Paper
Structured volatility matrix estimation for non-synchronized high-frequency financial data2019-04-30Paper
Sure Independence Screening for Ultrahigh Dimensional Feature Space2019-04-30Paper
Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection2019-04-30Paper
Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression2019-04-30Paper
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction2019-04-29Paper
Robust covariance estimation for approximate factor models2019-04-26Paper
Adaptive Huber Regression on Markov-dependent Data2019-04-18Paper
A Selective Overview of Deep Learning2019-04-10Paper
Bayesian Factor-adjusted Sparse Regression2019-03-22Paper
Asymptotic Theory of Eigenvectors for Random Matrices with Diverging Spikes2019-02-18Paper
https://portal.mardi4nfdi.de/entity/Q46201882019-02-08Paper
Power Enhancement in High-Dimensional Cross-Sectional Tests2019-01-30Paper
Heterogeneity adjustment with applications to graphical model inference2019-01-18Paper
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model2018-12-04Paper
An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation2018-11-22Paper
Partial Consistency with Sparse Incidental Parameters2018-11-22Paper
A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing2018-10-24Paper
Error Variance Estimation in Ultrahigh-Dimensional Additive Models2018-10-23Paper
Embracing the Blessing of Dimensionality in Factor Models2018-10-23Paper
Large covariance estimation through elliptical factor models2018-09-14Paper
Robust high dimensional factor models with applications to statistical machine learning2018-08-12Paper
Distributed testing and estimation under sparse high dimensional models2018-06-29Paper
I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error2018-05-18Paper
Hoeffding's lemma for Markov Chains and its applications to statistical learning2018-02-01Paper
Sufficient forecasting using factor models2017-12-01Paper
Sufficient forecasting using factor models2017-11-07Paper
Multi-Agent Inference in Social Networks: A Finite Population Learning Approach2017-10-13Paper
Homogeneity Pursuit2017-10-13Paper
Estimation of the False Discovery Proportion with Unknown Dependence2017-09-29Paper
Spatially Varying Coefficient Model for Neuroimaging Data With Jump Discontinuities2017-08-07Paper
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models2017-08-07Paper
Asymptotics of empirical eigenstructure for high dimensional spiked covariance2017-08-03Paper
Nonconcave Penalized Likelihood With NP-Dimensionality2017-07-12Paper
Penalized least squares estimation with weakly dependent data2017-05-05Paper
https://portal.mardi4nfdi.de/entity/Q29659952017-03-06Paper
Guarding against Spurious Discoveries in High Dimensions2017-01-05Paper
Factor-Adjusted Regularized Model Selection2016-12-27Paper
Peter Hall's contributions to nonparametric function estimation and modeling2016-11-18Paper
Robust inference of risks of large portfolios2016-09-06Paper
Testing and detecting jumps based on a discretely observed process2016-08-12Paper
High dimensional covariance matrix estimation using a factor model2016-06-22Paper
Regularity properties for sparse regression2016-04-29Paper
Projected principal component analysis in factor models2016-02-22Paper
Estimation of functionals of sparse covariance matrices2015-11-18Paper
Distributed Estimation and Inference with Statistical Guarantees2015-09-17Paper
Risks of large portfolios2015-08-31Paper
QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization2015-08-05Paper
A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem2015-06-22Paper
High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data2015-06-17Paper
Comment2015-06-10Paper
Nonparametric Transition-Based Tests for Jump Diffusions2015-06-10Paper
Correction: Strong oracle optimality of folded concave penalized estimation2015-05-11Paper
A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models2015-01-07Paper
Covariate assisted screening and estimation2015-01-06Paper
Distributions of Angles in Random Packing on Spheres2014-12-08Paper
Robust Estimation of High-Dimensional Mean Regression2014-10-08Paper
Strong oracle optimality of folded concave penalized estimation2014-08-04Paper
Endogeneity in high dimensions2014-08-04Paper
Discussion: ``A significance test for the lasso2014-07-03Paper
Adaptive robust variable selection2014-05-05Paper
Semiparametric Estimation of Covariance Matrixes for Longitudinal Data2014-05-02Paper
Multiscale adaptive smoothing models for the hemodynamic response function in fMRI2014-04-04Paper
Parametrically guided generalised additive models with application to mergers and acquisitions data2013-06-24Paper
An Overview on Variable Selection for Survival Analysis2013-06-21Paper
Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection2013-04-22Paper
Vast Portfolio Selection With Gross-Exposure Constraints2013-04-22Paper
Estimating False Discovery Proportion Under Arbitrary Covariance Dependence2012-11-09Paper
Rejoinder2012-11-09Paper
Regularization for Cox's proportional hazards model with NP-dimensionality2012-09-03Paper
High-dimensional covariance matrix estimation in approximate factor models2012-09-03Paper
Conditional Sure Independence Screening2012-06-05Paper
https://portal.mardi4nfdi.de/entity/Q28809592012-04-17Paper
Statistical methods with varying coefficient models2012-01-25Paper
Spot volatility estimation for high-frequency data2012-01-25Paper
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models2011-10-28Paper
Varying-coefficient functional linear regression2011-09-02Paper
Multiple testing via \(\mathrm{FDR}_L\) for large-scale imaging data2011-04-05Paper
Option Pricing With Model-Guided Nonparametric Methods2011-02-01Paper
Comments on: \(\ell _{1}\)-penalization for mixture regression models2011-01-22Paper
Comments on: Dynamic relations for sparsely sampled Gaussian processes2011-01-22Paper
Sure independence screening in generalized linear models with NP-dimensionality2011-01-19Paper
Sure independence screening in generalized linear models with NP-dimensionality2010-12-01Paper
Nonparametric estimation of genewise variance for microarray data2010-11-15Paper
Nonparametric tests of the Markov hypothesis in continuous-time models2010-11-15Paper
Estimation in additive models with highly or non-highly correlated covariates2010-05-26Paper
A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)2010-02-10Paper
Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci2010-01-21Paper
Local quasi-likelihood with a parametric guide2009-12-09Paper
Sparsistency and rates of convergence in large covariance matrix estimation2009-12-09Paper
Rejoinder for ``Gaining efficiency via weighted estimators for multivariate failure time data2009-12-07Paper
Gaining efficiency via weighted estimators for multivariate failure time data2009-12-07Paper
Approximating conditional density functions using dimension reduction2009-11-13Paper
A semiparametric model for cluster data2009-08-19Paper
Network exploration via the adaptive LASSO and SCAD penalties2009-07-29Paper
To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied?2009-06-12Paper
Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data2009-06-12Paper
Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data2009-06-10Paper
Modelling Multivariate Volatilities via Conditionally Uncorrelated Components2009-06-10Paper
High-dimensional classification using features annealed independence rules2009-02-06Paper
Profile-kernel likelihood inference with diverging number of parameters2008-11-18Paper
https://portal.mardi4nfdi.de/entity/Q35024672008-05-23Paper
Generalised likelihood ratio tests for spectral density2008-04-08Paper
Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)2008-03-14Paper
https://portal.mardi4nfdi.de/entity/Q53105802007-10-11Paper
A selective overview of nonparametric methods in financial econometrics2007-09-18Paper
Partially Linear Hazard Regression for Multivariate Survival Data2007-09-18Paper
Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation2007-09-18Paper
Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function2007-09-18Paper
New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis2007-08-20Paper
Semilinear High-Dimensional Model for Normalization of Microarray Data2007-08-20Paper
Nonparametric Inferences for Additive Models2007-08-20Paper
Hazard models with varying coefficients for multivariate failure time data2007-07-23Paper
https://portal.mardi4nfdi.de/entity/Q34319072007-04-13Paper
Aggregation of Nonparametric Estimators for Volatility Matrix2007-01-03Paper
Profile likelihood inferences on semiparametric varying-coefficient partially linear models2006-11-06Paper
https://portal.mardi4nfdi.de/entity/Q54910042006-09-26Paper
Variable selection for multivariate failure time data2006-07-10Paper
Local partial-likelihood estimation for lifetime data2006-06-21Paper
Local partial-likelihood estimation for lifetime data2006-02-01Paper
Modelling multivariate volatilies via conditionally uncorrelated components2005-06-01Paper
Assessing prediction error of nonparametric regression and classification under Bregman divergence2005-06-01Paper
Adaptive Varying-Coefficient Linear Models2005-05-09Paper
Sieve empirical likelihood ratio tests for nonparametric functions2005-02-28Paper
A crossvalidation method for estimating conditional densities2005-02-16Paper
Nonconcave penalized likelihood with a diverging number of parameters.2004-09-15Paper
Regularization of Wavelet Approximations2004-06-10Paper
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties2004-06-10Paper
A Reexamination of Diffusion Estimators With Applications to Financial Model Validation2004-06-10Paper
Semiparametric estimation of Value at Risk2004-03-17Paper
https://portal.mardi4nfdi.de/entity/Q44506692004-02-15Paper
Goodness-of-Fit Tests for Parametric Regression Models2003-08-13Paper
Nonlinear time series. Nonparametric and parametric methods2003-04-22Paper
Generalized likelihood ratio statistics and Wilks phenomenon2002-11-14Paper
Variable selection for Cox's proportional hazards model and frailty model2002-11-14Paper
Wavelet deconvolution2002-08-04Paper
Test of Significance When Data Are Curves2002-07-30Paper
Geometric Understanding of Likelihood Ratio Statistics2002-07-30Paper
Efficient Estimation and Inferences for Varying-Coefficient Models2002-07-30Paper
Functional-Coefficient Regression Models for Nonlinear Time Series2002-07-30Paper
Prospects of Nonparametric Modeling2002-07-30Paper
Statistical estimation in varying coefficient models2002-01-24Paper
A wavelet method for unfolding sphere size distributions2001-12-16Paper
Variable bandwidth and one-step local \(M\)-estimator2001-10-04Paper
Average regression surface for dependent data2001-05-20Paper
Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models2001-04-25Paper
One-step Local Quasi-likelihood Estimation2000-07-17Paper
Nonparametric estimation of quadratic regression functionals2000-06-13Paper
Minimax kernels for nonparametric curve estimation2000-06-05Paper
Skewing methods for two-parameter locally parametric density estimation2000-04-09Paper
Rates of convergence for the pre-asymptotic substitution bandwidth selector2000-03-14Paper
https://portal.mardi4nfdi.de/entity/Q45240362000-01-01Paper
Direct estimation of low-dimensional components in additive models.1999-11-09Paper
Local Maximum Likelihood Estimation and Inference1999-04-08Paper
Efficient estimation of conditional variance functions in stochastic regression1998-11-03Paper
Local polynomial regression: Optimal kernels and asymptotic minimax efficiency1998-06-22Paper
Local likelihood and local partial likelihood in hazard regression1998-06-22Paper
On automatic boundary corrections1998-06-22Paper
Generalized Partially Linear Single-Index Models1997-11-18Paper
Test of Significance Based on Wavelet Thresholding and Neyman's Truncation1997-09-09Paper
Local Polynomial Estimation of Regression Functions for Mixing Processes1997-08-28Paper
https://portal.mardi4nfdi.de/entity/Q31250641997-03-16Paper
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems1996-12-08Paper
https://portal.mardi4nfdi.de/entity/Q48697391996-07-04Paper
Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions1995-08-21Paper
https://portal.mardi4nfdi.de/entity/Q48399491995-07-18Paper
https://portal.mardi4nfdi.de/entity/Q43284151995-06-06Paper
https://portal.mardi4nfdi.de/entity/Q43223981995-02-09Paper
Censored Regression: Local Linear Approximations and Their Applications1994-12-12Paper
On curve estimation by minimizing mean absolute deviation and its implications1994-12-05Paper
Adaptively local one-dimensional subproblems with application to a deconvolution problem1994-04-26Paper
Nonparametric regression with errors in variables1994-03-24Paper
Local linear regression smoothers and their minimax efficiencies1993-08-23Paper
Variable bandwidth and local linear regression smoothers1993-05-16Paper
Best possibility constant for bandwidth selection1993-05-16Paper
Design-adaptive Nonparametric Regression1993-05-16Paper
Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes1993-04-01Paper
Deconvolution with supersmooth distributions1993-01-17Paper
Minimax estimation of a bounded squared mean1992-06-28Paper
Bias correction and higher order kernel functions1992-06-28Paper
On the optimal rates of convergence for nonparametric deconvolution problems1991-01-01Paper
On the estimation of quadratic functionals1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33549151991-01-01Paper
Inadmissibility of the usual estimator for the location parameters of spherically symmetric distributions1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30346911988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38168491988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30317811987-01-01Paper
Maximum likelihood characterization of distributions1987-01-01Paper
Non-central Cochran's theorem for elliptically contoured distributions1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37747601986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37070811985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37383851985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37919571984-01-01Paper
Bernstein's inequalities for general Markov chains0001-01-03Paper
Hidden Clique Inference in Random Ising Model II: the planted Sherrington-Kirkpatrick model0001-01-03Paper
Hidden Clique Inference in Random Ising Model I: the planted random field Curie-Weiss model0001-01-03Paper

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