The following pages link to Jianqing Fan (Q586406):
Displaying 50 items.
- Sufficient forecasting using factor models (Q75240) (← links)
- (Q84639) (redirect page) (← links)
- Local partial-likelihood estimation for lifetime data (Q123405) (← links)
- Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
- A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- (Q163285) (redirect page) (← links)
- (Q247579) (redirect page) (← links)
- Regularity properties for sparse regression (Q279682) (← links)
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- (Q308373) (redirect page) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Peter Hall's contributions to nonparametric function estimation and modeling (Q342653) (← links)
- (Q449985) (redirect page) (← links)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- (Q482878) (redirect page) (← links)
- Covariate assisted screening and estimation (Q482879) (← links)
- Risks of large portfolios (Q494174) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Nonparametric estimation of genewise variance for microarray data (Q605925) (← links)
- Nonparametric tests of the Markov hypothesis in continuous-time models (Q605941) (← links)
- Comments on: \(\ell _{1}\)-penalization for mixture regression models (Q619144) (← links)
- Varying-coefficient functional linear regression (Q637079) (← links)
- Statistical methods with varying coefficient models (Q660045) (← links)
- Spot volatility estimation for high-frequency data (Q660058) (← links)
- Adaptively local one-dimensional subproblems with application to a deconvolution problem (Q688369) (← links)
- Testing and detecting jumps based on a discretely observed process (Q738031) (← links)
- On the optimal rates of convergence for nonparametric deconvolution problems (Q806852) (← links)
- On the estimation of quadratic functionals (Q806870) (← links)
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
- A semiparametric model for cluster data (Q834344) (← links)
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718) (← links)
- Estimation of functionals of sparse covariance matrices (Q892255) (← links)
- Profile-kernel likelihood inference with diverging number of parameters (Q955140) (← links)
- Estimation in additive models with highly or non-highly correlated covariates (Q973871) (← links)
- Hazard models with varying coefficients for multivariate failure time data (Q997382) (← links)
- High-dimensional classification using features annealed independence rules (Q1000303) (← links)
- Approximating conditional density functions using dimension reduction (Q1036923) (← links)
- Rejoinder for ``Gaining efficiency via weighted estimators for multivariate failure time data'' (Q1042942) (← links)
- Gaining efficiency via weighted estimators for multivariate failure time data (Q1042954) (← links)
- Local quasi-likelihood with a parametric guide (Q1043727) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- Minimax estimation of a bounded squared mean (Q1185328) (← links)
- Bias correction and higher order kernel functions (Q1185550) (← links)
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (Q1206452) (← links)
- Variable bandwidth and local linear regression smoothers (Q1208657) (← links)
- Best possibility constant for bandwidth selection (Q1208659) (← links)
- Rates of convergence for the pre-asymptotic substitution bandwidth selector (Q1292787) (← links)
- Nonparametric regression with errors in variables (Q1317255) (← links)
