The following pages link to Jianqing Fan (Q586406):
Displaying 50 items.
- On curve estimation by minimizing mean absolute deviation and its implications (Q1339695) (← links)
- Local polynomial regression: Optimal kernels and asymptotic minimax efficiency (Q1370531) (← links)
- Local likelihood and local partial likelihood in hazard regression (Q1372852) (← links)
- On automatic boundary corrections (Q1372853) (← links)
- Statistical estimation in varying coefficient models (Q1578274) (← links)
- Distributed testing and estimation under sparse high dimensional models (Q1650081) (← links)
- Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867) (← links)
- Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273) (← links)
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
- Sieve empirical likelihood ratio tests for nonparametric functions (Q1766120) (← links)
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
- Direct estimation of low-dimensional components in additive models. (Q1807107) (← links)
- Generalized likelihood ratio statistics and Wilks phenomenon (Q1848858) (← links)
- Variable selection for Cox's proportional hazards model and frailty model (Q1848930) (← links)
- Nonlinear time series. Nonparametric and parametric methods (Q1866762) (← links)
- Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926) (← links)
- Nonparametric estimation of quadratic regression functionals (Q1962759) (← links)
- Variable bandwidth and one-step local \(M\)-estimator (Q1974207) (← links)
- Skewing methods for two-parameter locally parametric density estimation (Q1975195) (← links)
- Asymptotics of empirical eigenstructure for high dimensional spiked covariance (Q2012938) (← links)
- A selective overview of deep learning (Q2038303) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data (Q2054540) (← links)
- An \({\ell_p}\) theory of PCA and spectral clustering (Q2091846) (← links)
- Canonical thresholding for nonsparse high-dimensional linear regression (Q2119237) (← links)
- Testability of high-dimensional linear models with nonsparse structures (Q2131247) (← links)
- Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)
- Bayesian factor-adjusted sparse regression (Q2155305) (← links)
- Entrywise eigenvector analysis of random matrices with low expected rank (Q2196228) (← links)
- Network exploration via the adaptive LASSO and SCAD penalties (Q2270657) (← links)
- Largest entries of sample correlation matrices from equi-correlated normal populations (Q2280559) (← links)
- Spectral method and regularized MLE are both optimal for top-\(K\) ranking (Q2313284) (← links)
- Generalized high-dimensional trace regression via nuclear norm regularization (Q2323374) (← links)
- Correction: Strong oracle optimality of folded concave penalized estimation (Q2343969) (← links)
- Local linear regression smoothers and their minimax efficiencies (Q2366734) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval (Q2425162) (← links)
- Multiple testing via \(\mathrm{FDR}_L\) for large-scale imaging data (Q2429942) (← links)
- Multiscale adaptive smoothing models for the hemodynamic response function in fMRI (Q2443156) (← links)
- Adaptive robust variable selection (Q2448733) (← links)
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
- Strong oracle optimality of folded concave penalized estimation (Q2510819) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization (Q2515488) (← links)
- Inadmissibility of the usual estimator for the location parameters of spherically symmetric distributions (Q2641017) (← links)
- Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices (Q2656603) (← links)
- Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
