Edit Profile (opens in new tab) Fan, Jianqing Compute Distance To: Compute Author ID: fan.jianqing Published as: Fan, Jianqing; Fan, JianQing; Fan, J. more...less Homepage: https://orfe.princeton.edu/~jqfan/ External Links: MGP · ORCID · Wikidata · Google Scholar · dblp · GND · IdRef Documents Indexed: 219 Publications since 1984, including 4 Books 4 Contributions as Editor · 1 Further Contribution Biographic References: 1 Publication Co-Authors: 156 Co-Authors with 205 Joint Publications 4,893 Co-Co-Authors all top 5 Co-Authors 18 single-authored 13 Gijbels, Irène 12 Li, Runze 10 Jiang, Jiancheng 10 Liu, Han 10 Yao, Qiwei 9 Zhang, Wenyang 8 Fan, Yingying 8 Feng, Yang 8 Liao, Yuan 8 Ma, Cong 8 Wang, Weichen 7 Chen, Yuxin 7 Wang, Kaizheng 7 Wu, Yichao 6 Cai, Jianwen 6 Fang, Kai-Tai 6 Hall, Peter Gavin 6 Lv, Jinchi 6 Zhu, Ziwei 6 Zou, Hui 5 Sun, Qiang 5 Zhong, Yiqiao 5 Zhou, Haibo 5 Zhou, Yong 4 Cai, Zongwu 4 Huang, Li-Shan 4 Ke, Zheng Tracy 4 Marron, James Stephen 4 Peng, Heng 4 Xue, Lingzhou 4 Zhang, Chunming 4 Zhou, Wen-Xin 3 Aït-Sahalia, Yacine 3 Bradic, Jelena 3 Cheng, Ming-Yen 3 Chi, Yuejie 3 Han, Xu 3 Hu, Tienchung 3 Huang, Tao 3 Jiang, Bai 3 Ke, Yuan 3 Kim, Donggyu 3 Lam, Clifford 3 Li, Quefeng 3 Samworth, Richard J. 3 Tong, Xin 3 Yan, Yuling 3 Zhang, Jian 2 Abbe, Emmanuel 2 Antoniadis, Anestis 2 Battey, Heather S. 2 Bickel, Peter John 2 Carroll, Raymond James 2 Chen, Jianwei 2 Chen, Min 2 Chen, Zhao 2 Gu, Weijie 2 Hao, Ning 2 Jiang, Tiefeng 2 Kent, John T. 2 Li, Gang 2 Liu, Yufeng 2 Martin, Michael A. 2 Masry, Elias 2 Mincheva, Martina 2 Shi, Xiaofeng 2 Song, Rui 2 Truong, Young K. 2 Wand, Matthew P. 2 Wang, Yazhen 2 Wang, Yuyan 2 Xia, Lucy 2 Yao, Jiawei 2 Yu, Ke 2 Yu, Keming 2 Zhang, Jinting 2 Zhu, Hongtu 1 Adragni, Kofi Placid 1 Ahmad, Amir A. 1 Anagnostopoulos, Christoforos 1 Arena, Ellen T. 1 Avella-Medina, Marco 1 Bailey, Natalia 1 Barut, Emre 1 Baxter, Paul D. 1 Bose, Koushiki 1 Bottolo, Leonardo 1 Bouveyron, Charles 1 Brockmann, Michael 1 Bühlmann, Peter 1 Cai, Tony Tony 1 Chen, Kani 1 Cheng, Chen 1 Cheng, Guang 1 Chiheb, Hamza 1 Choi, Edwin 1 Coad, D. Stephen 1 Cook, Ralph Dennis 1 Critchley, Frank 1 Dai, Wei ...and 138 more Co-Authors all top 5 Serials 55 The Annals of Statistics 45 Journal of the American Statistical Association 15 Journal of the Royal Statistical Society. Series B. Statistical Methodology 13 Journal of Econometrics 10 Statistica Sinica 6 Biometrika 5 Journal of Machine Learning Research (JMLR) 4 Bernoulli 3 Scandinavian Journal of Statistics 3 Statistics & Probability Letters 3 Statistical Science 3 Northeastern Mathematical Journal 3 Science in China. Series A 3 Test 2 The Canadian Journal of Statistics 2 IEEE Transactions on Information Theory 2 Journal of Multivariate Analysis 2 Acta Mathematicae Applicatae Sinica. English Series 2 Chinese Journal of Applied Probability and Statistics 2 Journal of Nonparametric Statistics 2 The Econometrics Journal 2 The Annals of Applied Statistics 2 Statistics and Its Interface 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Probability 1 Biometrics 1 Econometrica 1 Sankhyā. Series A. Methods and Techniques 1 Acta Mathematicae Applicatae Sinica 1 Journal of the Graduate School USTC (University of Science and Technology of China) 1 Journal of the Royal Statistical Society. Series B 1 Proceedings of the National Academy of Sciences of the United States of America 1 Stochastic Processes and their Applications 1 Acta Mathematica Sinica. New Series 1 Mathematical Programming. Series A. Series B 1 Chinese Science Bulletin 1 SIAM Journal on Optimization 1 Applied Stochastic Models in Business and Industry 1 Oberwolfach Reports 1 Monographs on Statistics and Applied Probability 1 Electronic Journal of Statistics 1 Journal of the Italian Statistical Society 1 Foundations and Trends in Machine Learning 1 Science China. Mathematics 1 Scientia Sinica. Mathematica 1 Journal of Theoretical Biology 1 Communications in Mathematics and Statistics 1 Springer Series in Statistics 1 Chapman & Hall/CRC Data Science Series all top 5 Fields 214 Statistics (62-XX) 27 Numerical analysis (65-XX) 20 Probability theory and stochastic processes (60-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Computer science (68-XX) 9 Biology and other natural sciences (92-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 4 Operations research, mathematical programming (90-XX) 4 Information and communication theory, circuits (94-XX) 3 General and overarching topics; collections (00-XX) 3 History and biography (01-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 192 Publications have been cited 13,495 times in 7,165 Documents Cited by ▼ Year ▼ Variable selection via nonconcave penalized likelihood and its oracle properties. Zbl 1073.62547Fan, Jianqing; Li, Runze 2,077 2001 Local polynomial modelling and its applications. Zbl 0873.62037Fan, J.; Gijbels, I. 1,320 1996 Generalized partially linear single-index models. Zbl 0890.62053Carroll, R. J.; Fan, Jianqing; Gijbels, Irène; Wand, M. P. 358 1997 Nonlinear time series. Nonparametric and parametric methods. Zbl 1014.62103Fan, Jianqing; Yao, Qiwei 350 2003 On the optimal rates of convergence for nonparametric deconvolution problems. Zbl 0729.62033Fan, Jianqing 348 1991 Sure independence screening for ultrahigh dimensional feature space. With discussion and authors’ reply. Zbl 1411.62187Fan, Jianqing; Lv, Jinchi 344 2008 Profile likelihood inferences on semiparametric varying-coefficient partially linear models. Zbl 1098.62077Fan, Jianqing; Huang, Tao 340 2005 Nonconcave penalized likelihood with a diverging number of parameters. Zbl 1092.62031Fan, Jianqing; Peng, Heng 337 2004 Local linear regression smoothers and their minimax efficiencies. Zbl 0773.62029Fan, Jianqing 266 1993 Statistical estimation in varying coefficient models. Zbl 0977.62039Fan, Jianqing; Zhang, Wenyang 262 1999 Design-adaptive nonparametric regression. Zbl 0850.62354Fan, Jianqing 256 1992 Generalized likelihood ratio statistics and Wilks phenomenon. Zbl 1029.62042Fan, Jianqing; Zhang, Chunming; Zhang, Jian 248 2001 Sure independence screening in generalized linear models with NP-dimensionality. Zbl 1206.68157Fan, Jianqing; Song, Rui 202 2010 Nonparametric independence screening in sparse ultra-high-dimensional additive models. Zbl 1232.62064Fan, Jianqing; Feng, Yang; Song, Rui 193 2011 New estimation and model selection procedures for semiparametric modeling in longitudinal data analysis. Zbl 1117.62329Fan, Jianqing; Li, Runze 193 2004 Functional-coefficient regression models for nonlinear time series. Zbl 0996.62078Cai, Zongwu; Fan, Jianqing; Yao, Qiwei 189 2000 A selective overview of variable selection in high dimensional feature space. Zbl 1180.62080Fan, Jianqing; Lv, Jinchi 180 2010 Sparsistency and rates of convergence in large covariance matrix estimation. Zbl 1191.62101Lam, Clifford; Fan, Jianqing 167 2009 Efficient estimation and inferences for varying-coefficient models. Zbl 0999.62052Cai, Zongwu; Fan, Jianqing; Li, Runze 166 2000 High dimensional covariance matrix estimation using a factor model. Zbl 1429.62185Fan, Jianqing; Fan, Yingying; Lv, Jinchi 165 2008 Variable selection for Cox’s proportional hazards model and frailty model. Zbl 1012.62106Fan, Jianqing; Li, Runze 159 2002 Efficient estimation of conditional variance functions in stochastic regression. Zbl 0918.62065Fan, Jianqing; Yao, Qiwei 153 1998 Regularization of wavelet approximations. (With discussion and rejoinder by the authors). Zbl 1072.62561Antoniadis, Anestis; Fan, Jianqing 144 2001 Variable bandwidth and local linear regression smoothers. Zbl 0765.62040Fan, Jianqing; Gijbels, Irène 141 1992 Statistical methods with varying coefficient models. Zbl 1230.62031Fan, Jianqing; Zhang, Wenyang 132 2008 High-dimensional classification using features annealed independence rules. Zbl 1360.62327Fan, Jianqing; Fan, Yingying 124 2008 Nonparametric regression with errors in variables. Zbl 0791.62042Fan, Jianqing; Truong, Young K. 122 1993 Data-driven bandwidth selection in local polynomial fitting: Variable bandwidth and spatial adaptation. Zbl 0813.62033Fan, Jianqing; Gijbels, Irène 115 1995 Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138Fan, Jianqing; Liao, Yuan; Mincheva, Martina 115 2013 Analysis of longitudinal data with semiparametric estimation of covariance function. Zbl 1172.62323Fan, Jianqing; Huang, Tao; Li, Runze 112 2007 Nonconcave penalized likelihood with NP-dimensionality. Zbl 1365.62277Fan, Jianqing; Lv, Jinchi 107 2011 Local polynomial kernel regression for generalized linear models and quasi-likelihood functions. Zbl 0818.62036Fan, Jianqing; Heckman, Nancy E.; Wand, M. P. 102 1995 Network exploration via the adaptive LASSO and SCAD penalties. Zbl 1166.62040Fan, Jianqing; Feng, Yang; Wu, Yichao 100 2009 Simultaneous confidence bands and hypothesis testing in varying-coefficient models. Zbl 0962.62032Fan, Jianqing; Zhang, Wenyang 99 2000 Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Zbl 0865.62026Fan, Jianqing; Yao, Qiwei; Tong, Howell 98 1996 Nonparametric independence screening in sparse ultra-high-dimensional varying coefficient models. Zbl 1368.62095Fan, Jianqing; Ma, Yunbei; Dai, Wei 89 2014 Ultrahigh dimensional feature selection: beyond the linear model. Zbl 1235.62089Fan, Jianqing; Samworth, Richard; Wu, Yichao 89 2009 Test of significance based on wavelet thresholding and Neyman’s truncation. Zbl 0869.62032Fan, Jianqing 88 1996 Direct estimation of low-dimensional components in additive models. Zbl 1073.62527Fan, Jianqing; Härdle, Wolfgang; Mammen, Enno 84 1998 Local polynomial estimation of regression functions for mixing processes. Zbl 0881.62047Masry, Elias; Fan, Jianqing 82 1997 Strong oracle optimality of folded concave penalized estimation. Zbl 1305.62252Fan, Jianqing; Xue, Lingzhou; Zou, Hui 82 2014 Adaptive varying-coefficient linear models. Zbl 1063.62054Fan, Jianqing; Yao, Qiwei; Cai, Zongwu 80 2003 High-dimensional covariance matrix estimation in approximate factor models. Zbl 1246.62151Fan, Jianqing; Liao, Yuan; Mincheva, Martina 78 2011 High-frequency covariance estimates with noisy and asynchronous financial data. Zbl 1388.62303Aït-Sahalia, Yacine; Fan, Jianqing; Xiu, Dacheng 74 2010 Censored regression: Local linear approximations and their applications. Zbl 0802.62044Fan, Jianqing; Gijbels, Irène 74 1994 Robust nonparametric function estimation. Zbl 0810.62038Fan, Jianqing; Hu, Tien-Chung; Truong, Young K. 73 1994 A reexamination of diffusion estimators with applications to financial model validation. Zbl 1073.62571Fan, Jianqing; Zhang, Chunming 72 2003 Statistical challenges with high dimensionality: feature selection in knowledge discovery. Zbl 1117.62137Fan, Jianqing; Li, Runze 69 2006 Vast portfolio selection with gross-exposure constraints. Zbl 1261.62091Fan, Jianqing; Zhang, Jingjin; Yu, Ke 66 2012 Goodness-of-fit tests for parametric regression models. Zbl 1017.62014Fan, Jianqing; Huang, Li-Shan 65 2001 Profile-kernel likelihood inference with diverging number of parameters. Zbl 1274.62289Lam, Clifford; Fan, Jianqing 65 2008 Adaptive robust variable selection. Zbl 1296.62144Fan, Jianqing; Fan, Yingying; Barut, Emre 63 2014 Test of significance when data are curves. Zbl 1064.62525Fan, Jianqing; Lin, Sheng-Kuei 63 1998 Nonparametric inferences for additive models. Zbl 1117.62328Fan, Jianqing; Jiang, Jiancheng 62 2005 Asymptotic normality for deconvolution kernel density estimators. Zbl 0729.62034Fan, Jianqing 58 1991 Local likelihood and local partial likelihood in hazard regression. Zbl 0890.62023Fan, Jianqing; Gijbels, Irène; King, Martin 57 1997 Asymptotics of empirical eigenstructure for high dimensional spiked covariance. Zbl 1373.62299Wang, Weichen; Fan, Jianqing 57 2017 Multi-scale jump and volatility analysis for high-frequency financial data. Zbl 1332.62403Fan, Jianqing; Wang, Yazhen 56 2007 Wavelet deconvolution. Zbl 1071.94511Fan, Jianqing; Koo, Ja-Yong 56 2002 Deconvolution with supersmooth distributions. Zbl 0754.62020Fan, Jianqing 54 1992 Local maximum likelihood estimation and inference. Zbl 0909.62036Fan, Jianqing; Farmen, Mark; Gijbels, Irène 54 1998 Regularization for Cox’s proportional hazards model with NP-dimensionality. Zbl 1246.62202Bradic, Jelena; Fan, Jianqing; Jiang, Jiancheng 54 2011 A selective overview of nonparametric methods in financial econometrics. Zbl 1130.62364Fan, Jianqing 51 2005 A crossvalidation method for estimating conditional densities. Zbl 1078.62032Fan, Jianqing; Yim, Tsz Ho 49 2004 Estimating false discovery proportion under arbitrary covariance dependence. Zbl 1395.62219Fan, Jianqing; Han, Xu; Gu, Weijie 48 2012 Local partial-likelihood estimation for lifetime data. Zbl 1091.62099Fan, Jianqing; Lin, Huazhen; Zhou, Yong 46 2006 Adaptively local one-dimensional subproblems with application to a deconvolution problem. Zbl 0785.62038Fan, Jianqing 45 1993 On automatic boundary corrections. Zbl 0890.62026Cheng, Ming-Yen; Fan, Jianqing; Marron, J. S. 43 1997 Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions. Zbl 1414.62178Fan, Jianqing; Li, Quefeng; Wang, Yuyan 42 2017 Semiparametric estimation of covariance matrixes for longitudinal data. Zbl 1286.62030Fan, Jianqing; Wu, Yichao 41 2008 Variance estimation using refitted cross-validation in ultrahigh dimensional regression. Zbl 1411.62199Fan, Jianqing; Guo, Shaojun; Hao, Ning 40 2012 Global behavior of deconvolution kernel estimates. Zbl 0823.62032Fan, Jianqing 39 1991 Penalized composite quasi-likelihood for ultrahigh dimensional variable selection. Zbl 1411.62181Bradic, Jelena; Fan, Jianqing; Wang, Weiwei 38 2011 Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder). Zbl 1131.62035Fan, Jianqing; Jiang, Jiancheng 37 2007 Variable selection for multivariate failure time data. Zbl 1094.62123Cai, Jianwen; Fan, Jianqing; Li, Runze; Zhou, Haibo 37 2005 Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes. Zbl 0769.62028Fan, Jianqing; Masry, Elias 36 1992 Nonparametric transition-based tests for jump diffusions. Zbl 1388.62124Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng 36 2009 On the estimation of quadratic functionals. Zbl 0729.62076Fan, Jianqing 33 1991 Distributed testing and estimation under sparse high dimensional models. Zbl 1392.62060Battey, Heather; Fan, Jianqing; Liu, Han; Lu, Junwei; Zhu, Ziwei 33 2018 Semilinear high-dimensional model for normalization of microarray data: A theoretical analysis and partial consistency. Zbl 1117.62330Fan, Jianqing; Peng, Heng; Huang, Tao 33 2005 To how many simultaneous hypothesis tests can normal, Student’s \(t\) or bootstrap calibration be applied? Zbl 1332.62063Fan, Jianqing; Hall, Peter; Yao, Qiwei 31 2007 One-step local quasi-likelihood estimation. Zbl 0940.62039Fan, Jianqing; Chen, Jianwei 29 1999 Hazard models with varying coefficients for multivariate failure time data. Zbl 1114.62104Cai, Jianwen; Fan, Jianqing; Zhou, Haibo; Zhou, Yong 29 2007 A road to classification in high dimensional space: the regularized optimal affine discriminant. Zbl 1411.62167Fan, Jianqing; Feng, Yang; Tong, Xin 28 2012 Variable bandwidth and one-step local \(M\)-estimator. Zbl 0969.62028Fan, Jianqing; Jiang, Jiancheng 27 2000 Entrywise eigenvector analysis of random matrices with low expected rank. Zbl 1450.62066Abbe, Emmanuel; Fan, Jianqing; Wang, Kaizheng; Zhong, Yiqiao 26 2020 Sieve empirical likelihood ratio tests for nonparametric functions. Zbl 1056.62057Fan, Jianqing; Zhang, Jian 26 2004 Generalised likelihood ratio tests for spectral density. Zbl 1132.62351Fan, Jianqing; Zhang, Wenyang 26 2004 Time-dependent diffusion models for term structure dynamics. Zbl 1065.62177Fan, Jianqing; Jiang, Jiancheng; Zhang, Chunming; Zhou, Zhenwei 25 2003 Partially linear hazard regression for multivariate survival data. Zbl 1172.62328Cai, Jianwen; Fan, Jianqing; Jiang, Jiancheng; Zhou, Haibo 25 2007 Distributions of angles in random packing on spheres. Zbl 1318.60017Cai, Tony; Fan, Jianqing; Jiang, Tiefeng 24 2013 Local polynomial regression: Optimal kernels and asymptotic minimax efficiency. Zbl 0890.62032Fan, Jianqing; Gasser, Theo; Gijbels, Irène; Brockmann, Michael; Engel, Joachim 23 1997 Projected principal component analysis in factor models. Zbl 1331.62295Fan, Jianqing; Liao, Yuan; Wang, Weichen 23 2016 Vast volatility matrix estimation using high-frequency data for portfolio selection. Zbl 1328.91266Fan, Jianqing; Li, Yingying; Yu, Ke 23 2012 Endogeneity in high dimensions. Zbl 1305.62113Fan, Jianqing; Liao, Yuan 22 2014 Partially linear hazard regression with varying coefficients for multivariate survival data. Zbl 1400.62217Cai, Jianwen; Fan, Jianqing; Jiang, Jiancheng; Zhou, Haibo 22 2008 Adaptive Huber regression. Zbl 1437.62250Sun, Qiang; Zhou, Wen-Xin; Fan, Jianqing 21 2020 Homogeneity pursuit. Zbl 1373.62345Ke, Zheng Tracy; Fan, Jianqing; Wu, Yichao 21 2015 A design-adaptive local polynomial estimator for the errors-in-variables problem. Zbl 1388.62106Delaigle, Aurore; Fan, Jianqing; Carroll, Raymond J. 21 2009 Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval. Zbl 1415.90086Chen, Yuxin; Chi, Yuejie; Fan, Jianqing; Ma, Cong 21 2019 A selective overview of deep learning. Zbl 07368237Fan, Jianqing; Ma, Cong; Zhong, Yiqiao 7 2021 Robust high-dimensional factor models with applications to statistical machine learning. Zbl 07368239Fan, Jianqing; Wang, Kaizheng; Zhong, Yiqiao; Zhu, Ziwei 4 2021 A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery. Zbl 1479.62034Fan, Jianqing; Wang, Weichen; Zhu, Ziwei 3 2021 Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices. Zbl 1461.62085Chen, Yuxin; Cheng, Chen; Fan, Jianqing 2 2021 Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data. Zbl 1486.62181Chen, Yuxin; Fan, Jianqing; Ma, Cong; Yan, Yuling 2 2021 Augmented factor models with applications to validating market risk factors and forecasting bond risk premia. Zbl 1471.62393Fan, Jianqing; Ke, Yuan; Liao, Yuan 1 2021 The interplay of demographic variables and social distancing scores in deep prediction of U.S. COVID-19 cases. Zbl 1464.92252Tang, Francesca; Feng, Yang; Chiheb, Hamza; Fan, Jianqing 1 2021 Entrywise eigenvector analysis of random matrices with low expected rank. Zbl 1450.62066Abbe, Emmanuel; Fan, Jianqing; Wang, Kaizheng; Zhong, Yiqiao 26 2020 Adaptive Huber regression. Zbl 1437.62250Sun, Qiang; Zhou, Wen-Xin; Fan, Jianqing 21 2020 Noisy matrix completion: understanding statistical guarantees for convex relaxation via nonconvex optimization. Zbl 1477.90060Chen, Yuxin; Chi, Yuejie; Fan, Jianqing; Ma, Cong; Yan, Yuling 13 2020 Factor-adjusted regularized model selection. Zbl 1456.62114Fan, Jianqing; Ke, Yuan; Wang, Kaizheng 7 2020 A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models. Zbl 1456.62102Fan, Jianqing; Feng, Yang; Xia, Lucy 3 2020 Statistical foundations of data science. Zbl 1467.62001Fan, Jianqing; Li, Runze; Zhang, Cun-Hui; Zou, Hui 3 2020 Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval. Zbl 1415.90086Chen, Yuxin; Chi, Yuejie; Fan, Jianqing; Ma, Cong 21 2019 Distributed estimation of principal eigenspaces. Zbl 1450.62067Fan, Jianqing; Wang, Dong; Wang, Kaizheng; Zhu, Ziwei 18 2019 Spectral method and regularized MLE are both optimal for top-\(K\) ranking. Zbl 1425.62038Chen, Yuxin; Fan, Jianqing; Ma, Cong; Wang, Kaizheng 14 2019 Inference and uncertainty quantification for noisy matrix completion. Zbl 1431.90117Chen, Yuxin; Fan, Jianqing; Ma, Cong; Yan, Yuling 12 2019 Generalized high-dimensional trace regression via nuclear norm regularization. Zbl 1452.62536Fan, Jianqing; Gong, Wenyan; Zhu, Ziwei 9 2019 Robust covariance estimation for approximate factor models. Zbl 1452.62410Fan, Jianqing; Wang, Weichen; Zhong, Yiqiao 6 2019 Farmtest: factor-adjusted robust multiple testing with approximate false discovery control. Zbl 1428.62345Fan, Jianqing; Ke, Yuan; Sun, Qiang; Zhou, Wen-Xin 5 2019 Largest entries of sample correlation matrices from equi-correlated normal populations. Zbl 1435.62077Fan, Jianqing; Jiang, Tiefeng 3 2019 Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction. Zbl 1452.62774Kim, Donggyu; Fan, Jianqing 2 2019 Distributed testing and estimation under sparse high dimensional models. Zbl 1392.62060Battey, Heather; Fan, Jianqing; Liu, Han; Lu, Junwei; Zhu, Ziwei 33 2018 A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing. Zbl 1409.62154Zhou, Wen-Xin; Bose, Koushiki; Fan, Jianqing; Liu, Han 15 2018 Large covariance estimation through elliptical factor models. Zbl 1402.62124Fan, Jianqing; Liu, Han; Wang, Weichen 13 2018 I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error. Zbl 1392.62215Fan, Jianqing; Liu, Han; Sun, Qiang; Zhang, Tong 12 2018 Robust estimation of high-dimensional covariance and precision matrices. Zbl 07072412Avella-Medina, Marco; Battey, Heather S.; Fan, Jianqing; Li, Quefeng 12 2018 Robust high-dimensional volatility matrix estimation for high-frequency factor model. Zbl 1402.62250Fan, Jianqing; Kim, Donggyu 8 2018 Are discoveries spurious? Distributions of maximum spurious correlations and their applications. Zbl 1402.62097Fan, Jianqing; Shao, Qi-Man; Zhou, Wen-Xin 8 2018 An \(\ell_{\infty}\) eigenvector perturbation bound and its application. Zbl 1473.15015Fan, Jianqing; Wang, Weichen; Zhong, Yiqiao 6 2018 Error variance estimation in ultrahigh-dimensional additive models. Zbl 1398.62135Chen, Zhao; Fan, Jianqing; Li, Runze 4 2018 Embracing the blessing of dimensionality in factor models. Zbl 1398.62137Li, Quefeng; Cheng, Guang; Fan, Jianqing; Wang, Yuyan 4 2018 Asymptotics of empirical eigenstructure for high dimensional spiked covariance. Zbl 1373.62299Wang, Weichen; Fan, Jianqing 57 2017 Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions. Zbl 1414.62178Fan, Jianqing; Li, Quefeng; Wang, Yuyan 42 2017 High dimensional semiparametric latent graphical model for mixed data. Zbl 1414.62179Fan, Jianqing; Liu, Han; Ning, Yang; Zou, Hui 14 2017 Estimation of the false discovery proportion with unknown dependence. Zbl 1373.62272Fan, Jianqing; Han, Xu 11 2017 Sufficient forecasting using factor models. Zbl 1377.62185Fan, Jianqing; Xue, Lingzhou; Yao, Jiawei 10 2017 The elements of financial econometrics. Zbl 1366.91001Fan, Jianqing; Yao, Qiwei 2 2017 Projected principal component analysis in factor models. Zbl 1331.62295Fan, Jianqing; Liao, Yuan; Wang, Weichen 23 2016 Penalized least squares estimation with weakly dependent data. Zbl 1367.62211Fan, JianQing; Qi, Lei; Tong, Xin 4 2016 Regularity properties for sparse regression. Zbl 1341.62212Dobriban, Edgar; Fan, Jianqing 4 2016 Guarding against spurious discoveries in high dimensions. Zbl 1436.62349Fan, Jianqing; Zhou, Wen-Xin 2 2016 An overview of the estimation of large covariance and precision matrices. Zbl 07565888Fan, Jianqing; Liao, Yuan; Liu, Han 2 2016 Robust inference of risks of large portfolios. Zbl 1443.62149Fan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron 1 2016 Homogeneity pursuit. Zbl 1373.62345Ke, Zheng Tracy; Fan, Jianqing; Wu, Yichao 21 2015 Power enhancement in high-dimensional cross-sectional tests. Zbl 1410.62201Fan, Jianqing; Liao, Yuan; Yao, Jiawei 21 2015 Risks of large portfolios. Zbl 1331.91204Fan, Jianqing; Liao, Yuan; Shi, Xiaofeng 10 2015 Estimation of functionals of sparse covariance matrices. Zbl 1327.62338Fan, Jianqing; Rigollet, Philippe; Wang, Weichen 9 2015 QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization. Zbl 1317.62054Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy 8 2015 Sparsifying the Fisher linear discriminant by rotation. Zbl 1414.62244Hao, Ning; Dong, Bin; Fan, Jianqing 5 2015 Correction: Strong oracle optimality of folded concave penalized estimation. Zbl 1311.62102Fan, Jianqing; Xue, Lingzhou; Zou, Hui 2 2015 Multi-agent inference in social networks: a finite population learning approach. Zbl 1373.62577Fan, Jianqing; Tong, Xin; Zeng, Yao 1 2015 Nonparametric independence screening in sparse ultra-high-dimensional varying coefficient models. Zbl 1368.62095Fan, Jianqing; Ma, Yunbei; Dai, Wei 89 2014 Strong oracle optimality of folded concave penalized estimation. Zbl 1305.62252Fan, Jianqing; Xue, Lingzhou; Zou, Hui 82 2014 Adaptive robust variable selection. Zbl 1296.62144Fan, Jianqing; Fan, Yingying; Barut, Emre 63 2014 Endogeneity in high dimensions. Zbl 1305.62113Fan, Jianqing; Liao, Yuan 22 2014 Spatially varying coefficient model for neuroimaging data with jump discontinuities. Zbl 1368.62297Zhu, Hongtu; Fan, Jianqing; Kong, Linglong 18 2014 Covariate assisted screening and estimation. Zbl 1310.62085Ke, Zheng Tracy; Jin, Jiashun; Fan, Jianqing 5 2014 Discussion: “A significance test for the lasso”. Zbl 1305.62251Fan, Jianqing; Ke, Zheng Tracy 1 2014 Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138Fan, Jianqing; Liao, Yuan; Mincheva, Martina 115 2013 Distributions of angles in random packing on spheres. Zbl 1318.60017Cai, Tony; Fan, Jianqing; Jiang, Tiefeng 24 2013 Multiscale adaptive smoothing models for the hemodynamic response function in fMRI. Zbl 1288.92011Wang, Jiaping; Zhu, Hongtu; Fan, Jianqing; Giovanello, Kelly; Lin, Weili 2 2013 Parametrically guided generalised additive models with application to mergers and acquisitions data. Zbl 1307.62110Fan, Jianqing; Maity, Arnab; Wang, Yihui; Wu, Yichao 2 2013 Vast portfolio selection with gross-exposure constraints. Zbl 1261.62091Fan, Jianqing; Zhang, Jingjin; Yu, Ke 66 2012 Estimating false discovery proportion under arbitrary covariance dependence. Zbl 1395.62219Fan, Jianqing; Han, Xu; Gu, Weijie 48 2012 Variance estimation using refitted cross-validation in ultrahigh dimensional regression. Zbl 1411.62199Fan, Jianqing; Guo, Shaojun; Hao, Ning 40 2012 A road to classification in high dimensional space: the regularized optimal affine discriminant. Zbl 1411.62167Fan, Jianqing; Feng, Yang; Tong, Xin 28 2012 Vast volatility matrix estimation using high-frequency data for portfolio selection. Zbl 1328.91266Fan, Jianqing; Li, Yingying; Yu, Ke 23 2012 Nonparametric independence screening in sparse ultra-high-dimensional additive models. Zbl 1232.62064Fan, Jianqing; Feng, Yang; Song, Rui 193 2011 Nonconcave penalized likelihood with NP-dimensionality. Zbl 1365.62277Fan, Jianqing; Lv, Jinchi 107 2011 High-dimensional covariance matrix estimation in approximate factor models. Zbl 1246.62151Fan, Jianqing; Liao, Yuan; Mincheva, Martina 78 2011 Regularization for Cox’s proportional hazards model with NP-dimensionality. Zbl 1246.62202Bradic, Jelena; Fan, Jianqing; Jiang, Jiancheng 54 2011 Penalized composite quasi-likelihood for ultrahigh dimensional variable selection. Zbl 1411.62181Bradic, Jelena; Fan, Jianqing; Wang, Weiwei 38 2011 Multiple testing via \(\mathrm{FDR}_L\) for large-scale imaging data. Zbl 1209.62166Zhang, Chunming; Fan, Jianqing; Yu, Tao 13 2011 Testing and detecting jumps based on a discretely observed process. Zbl 1441.62680Fan, Yingying; Fan, Jianqing 4 2011 Sure independence screening in generalized linear models with NP-dimensionality. Zbl 1206.68157Fan, Jianqing; Song, Rui 202 2010 A selective overview of variable selection in high dimensional feature space. Zbl 1180.62080Fan, Jianqing; Lv, Jinchi 180 2010 High-frequency covariance estimates with noisy and asynchronous financial data. Zbl 1388.62303Aït-Sahalia, Yacine; Fan, Jianqing; Xiu, Dacheng 74 2010 Varying-coefficient functional linear regression. Zbl 1220.62046Wu, Yichao; Fan, Jianqing; Müller, Hans-Georg 20 2010 Nonparametric tests of the Markov hypothesis in continuous-time models. Zbl 1200.62044Aït-Sahalia, Yacine; Fan, Jianqing; Jiang, Jiancheng 7 2010 Estimation in additive models with highly or non-highly correlated covariates. Zbl 1189.62072Jiang, Jiancheng; Fan, Yingying; Fan, Jianqing 4 2010 Nonparametric estimation of genewise variance for microarray data. Zbl 1200.62133Fan, Jianqing; Feng, Yang; Niu, Yue S. 1 2010 Sparsistency and rates of convergence in large covariance matrix estimation. Zbl 1191.62101Lam, Clifford; Fan, Jianqing 167 2009 Network exploration via the adaptive LASSO and SCAD penalties. Zbl 1166.62040Fan, Jianqing; Feng, Yang; Wu, Yichao 100 2009 Ultrahigh dimensional feature selection: beyond the linear model. Zbl 1235.62089Fan, Jianqing; Samworth, Richard; Wu, Yichao 89 2009 Nonparametric transition-based tests for jump diffusions. Zbl 1388.62124Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng 36 2009 A design-adaptive local polynomial estimator for the errors-in-variables problem. Zbl 1388.62106Delaigle, Aurore; Fan, Jianqing; Carroll, Raymond J. 21 2009 Local quasi-likelihood with a parametric guide. Zbl 1191.62071Fan, Jianqing; Wu, Yichao; Feng, Yang 16 2009 A semiparametric model for cluster data. Zbl 1173.62030Zhang, Wenyang; Fan, Jianqing; Sun, Yan 15 2009 Option pricing with model-guided nonparametric methods. Zbl 1205.91158Fan, Jianqing; Mancini, Loriano 11 2009 Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci. Zbl 1181.62186Yap, John Stephen; Fan, Jianqing; Wu, Rongling 6 2009 Approximating conditional density functions using dimension reduction. Zbl 1176.62030Fan, Jianqing; Peng, Liang; Yao, Qiwei; Zhang, Wenyang 5 2009 Gaining efficiency via weighted estimators for multivariate failure time data. Zbl 1176.62100Fan, JianQing; Zhou, Yong; Cai, JianWen; Chen, Min 2 2009 Sure independence screening for ultrahigh dimensional feature space. With discussion and authors’ reply. Zbl 1411.62187Fan, Jianqing; Lv, Jinchi 344 2008 High dimensional covariance matrix estimation using a factor model. Zbl 1429.62185Fan, Jianqing; Fan, Yingying; Lv, Jinchi 165 2008 Statistical methods with varying coefficient models. Zbl 1230.62031Fan, Jianqing; Zhang, Wenyang 132 2008 High-dimensional classification using features annealed independence rules. Zbl 1360.62327Fan, Jianqing; Fan, Yingying 124 2008 Profile-kernel likelihood inference with diverging number of parameters. Zbl 1274.62289Lam, Clifford; Fan, Jianqing 65 2008 Semiparametric estimation of covariance matrixes for longitudinal data. Zbl 1286.62030Fan, Jianqing; Wu, Yichao 41 2008 Partially linear hazard regression with varying coefficients for multivariate survival data. Zbl 1400.62217Cai, Jianwen; Fan, Jianqing; Jiang, Jiancheng; Zhou, Haibo 22 2008 ...and 92 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 7,494 Authors 109 Fan, Jianqing 80 Zhang, Riquan 77 Lian, Heng 69 Zhu, Lixing 60 Li, Runze 59 Lin, Lu 54 Xue, Liugen 51 Liang, Hua 51 Zhang, Jun 46 Hall, Peter Gavin 46 Huang, Zhensheng 45 Zhou, Yong 43 Yang, Hu 43 You, Jinhong 41 Gijbels, Irène 40 Gao, Jiti 40 Li, Gaorong 38 Dette, Holger 38 Park, Byeong Uk 37 Wang, Qihua 35 Linton, Oliver Bruce 33 Liang, Hanying 33 Van Keilegom, Ingrid 33 Zhao, Weihua 31 Li, Degui 31 Yang, Lijian 31 Zhao, Peixin 30 Cai, Zongwu 30 Müller, Hans-Georg 29 Zhu, Zhongyi 28 Huang, Jian 28 Wang, Hansheng 27 Yao, Qiwei 27 Yao, Weixin 26 Cai, Tony Tony 26 Cui, Hengjian 26 Feng, Sanying 26 Lai, Peng 26 Mammen, Enno 26 Zhang, Wenyang 26 Zhu, Liping 25 Comte, Fabienne 25 Härdle, Wolfgang Karl 25 Tutz, Gerhard E. 24 Laksaci, Ali 24 Lu, Xuewen 24 Peng, Heng 24 Wang, Mingqiu 24 Wu, Yichao 23 Carroll, Raymond James 23 Chen, Songxi 23 Lv, Jing 23 Su, Liangjun 23 Sun, Liuquan 23 Zhou, Xian 22 Fan, Guoliang 22 González-Manteiga, Wenceslao 22 Guo, Chaohui 22 Li, Jialiang 22 Li, Qi 22 Liu, Jicai 22 Rachdi, Mustapha 21 Lin, Huazhen 21 Lin, Jinguan 21 Song, Weixing 21 Wang, Kangning 21 Xia, Yingcun 21 Zhu, Hongtu 21 Zou, Hui 20 Leng, Chenlei 20 Liu, Han 20 Tjøstheim, Dag B. 20 Zhao, Yanyong 19 Chen, Jia 19 Delaigle, Aurore 19 Lin, Zhengyan 19 Ma, Shuangge 19 Marron, James Stephen 19 Song, Xinyuan 19 Tang, Niansheng 18 Chesneau, Christophe 18 Liu, Yufeng 18 Lu, Zudi 18 Park, Cheolwoo 18 Peng, Liang 18 Wang, Li 18 Wu, Wei Biao 17 Claeskens, Gerda 17 Jiang, Jiancheng 17 Liu, Zhi 17 Meister, Alexander 17 Vieu, Philippe 17 Yang, Jing 17 Yu, Keming 17 Zhang, Chunming 17 Zhang, Qingzhao 17 Zhou, Harrison H. 16 Fan, Yingying 16 Hu, Xuemei 16 Jiang, Rong ...and 7,394 more Authors all top 5 Cited in 350 Serials 510 The Annals of Statistics 471 Computational Statistics and Data Analysis 443 Journal of Multivariate Analysis 379 Journal of Econometrics 313 Communications in Statistics. 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Series B 13 Japanese Journal of Statistics and Data Science 12 Information Sciences 12 Journal of Global Optimization 12 Mathematical Problems in Engineering 11 Journal of Agricultural, Biological, and Environmental Statistics 11 Random Matrices: Theory and Applications 9 Journal of Optimization Theory and Applications 9 Discrete Dynamics in Nature and Society 9 Statistical Applications in Genetics and Molecular Biology 9 Statistical Analysis and Data Mining 9 SIAM Journal on Imaging Sciences 8 Inverse Problems 8 Sequential Analysis 8 Pattern Recognition 8 Computational & Mathematical Methods in Medicine 8 SIAM Journal on Financial Mathematics 8 Statistics Surveys 8 SIAM Journal on Mathematics of Data Science 7 Operations Research 7 Journal of Mathematical Imaging and Vision 7 Abstract and Applied Analysis ...and 250 more Serials all top 5 Cited in 47 Fields 6,645 Statistics (62-XX) 1,087 Numerical analysis (65-XX) 477 Probability theory and stochastic processes (60-XX) 416 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 310 Operations research, mathematical programming (90-XX) 216 Computer science (68-XX) 170 Biology and other natural sciences (92-XX) 106 Information and communication theory, circuits (94-XX) 94 Harmonic analysis on Euclidean spaces (42-XX) 66 Linear and multilinear algebra; matrix theory (15-XX) 55 Systems theory; control (93-XX) 41 Functional analysis (46-XX) 40 Combinatorics (05-XX) 37 Calculus of variations and optimal control; optimization (49-XX) 26 Geophysics (86-XX) 20 Dynamical systems and ergodic theory (37-XX) 20 Operator theory (47-XX) 19 Partial differential equations (35-XX) 14 Approximations and expansions (41-XX) 9 Statistical mechanics, structure of matter (82-XX) 7 Ordinary differential equations (34-XX) 5 General and overarching topics; collections (00-XX) 5 Integral equations (45-XX) 5 Convex and discrete geometry (52-XX) 5 Global analysis, analysis on manifolds (58-XX) 5 Mechanics of deformable solids (74-XX) 4 History and biography (01-XX) 4 Fluid mechanics (76-XX) 4 Astronomy and astrophysics (85-XX) 3 Abstract harmonic analysis (43-XX) 2 Group theory and generalizations (20-XX) 2 Special functions (33-XX) 2 Difference and functional equations (39-XX) 2 Integral transforms, operational calculus (44-XX) 2 Differential geometry (53-XX) 2 Optics, electromagnetic theory (78-XX) 2 Quantum theory (81-XX) 1 Mathematical logic and foundations (03-XX) 1 Number theory (11-XX) 1 Algebraic geometry (14-XX) 1 Topological groups, Lie groups (22-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Sequences, series, summability (40-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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