Fan, Jianqing; Liu, Han; Wang, Weichen Large covariance estimation through elliptical factor models. (English) Zbl 1402.62124 Ann. Stat. 46, No. 4, 1383-1414 (2018). MSC: 62H25 62H12 PDFBibTeX XMLCite \textit{J. Fan} et al., Ann. Stat. 46, No. 4, 1383--1414 (2018; Zbl 1402.62124) Full Text: DOI arXiv
Fan, Jianqing; Xue, Lingzhou; Zou, Hui Strong oracle optimality of folded concave penalized estimation. (English) Zbl 1305.62252 Ann. Stat. 42, No. 3, 819-849 (2014); corrigendum ibid. 43, No. 2, 935 (2015). MSC: 62J07 PDFBibTeX XMLCite \textit{J. Fan} et al., Ann. Stat. 42, No. 3, 819--849 (2014; Zbl 1305.62252) Full Text: DOI arXiv Euclid
Fan, Jianqing; Fan, Yingying; Barut, Emre Adaptive robust variable selection. (English) Zbl 1296.62144 Ann. Stat. 42, No. 1, 324-351 (2014). Reviewer: Marina Gorunescu (Craiova) MSC: 62J07 62H12 PDFBibTeX XMLCite \textit{J. Fan} et al., Ann. Stat. 42, No. 1, 324--351 (2014; Zbl 1296.62144) Full Text: DOI arXiv Euclid