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Author ID: fan.jianqing Recent zbMATH articles by "Fan, Jianqing"
Published as: Fan, Jianqing; Fan, JianQing; Fan, J.
Homepage: https://orfe.princeton.edu/~jqfan/
External Links: MGP · ORCID · Wikidata · Google Scholar · dblp · GND · IdRef
all top 5

Co-Authors

18 single-authored
13 Gijbels, Irène
13 Liu, Han
12 Li, Runze
10 Fan, Yingying
10 Jiang, Jiancheng
10 Yao, Qiwei
10 Zhang, Wenyang
9 Liao, Yuan
8 Chen, Yuxin
8 Feng, Yang
8 Lv, Jinchi
8 Ma, Cong
8 Wang, Kaizheng
8 Wang, Weichen
7 Sun, Qiang
7 Wu, Yichao
7 Zhu, Ziwei
6 Cai, Jianwen
6 Fang, Kai-Tai
6 Hall, Peter Gavin
6 Zou, Hui
5 Jiang, Bai
5 Zhang, Chunming
5 Zhong, Yiqiao
5 Zhou, Haibo
5 Zhou, Yong
4 Aït-Sahalia, Yacine
4 Cai, Zongwu
4 Huang, Li-Shan
4 Ke, Zheng Tracy
4 Kim, Donggyu
4 Li, Quefeng
4 Marron, James Stephen
4 Peng, Heng
4 Xue, Lingzhou
4 Yan, Yuling
3 Battey, Heather S.
3 Bradic, Jelena
3 Cheng, Ming-Yen
3 Chi, Yuejie
3 Guo, Yongyi
3 Han, Xu
3 Hu, Tienchung
3 Ke, Yuan
3 Lam, Clifford
3 Samworth, Richard J.
3 Tong, Xin
3 Wang, Yuyan
3 Yu, Mengxin
3 Zhang, Jian
3 Zhou, Wen-Xin
2 Abbe, Emmanuel
2 Antoniadis, Anestis
2 Barut, Emre
2 Bickel, Peter John
2 Carroll, Raymond James
2 Chen, Elynn Y.
2 Chen, Jianwei
2 Chen, Min
2 Chen, Zhao
2 Gu, Weijie
2 Han, Xiao
2 Hao, Ning
2 He, Yihan
2 Huang, Tao
2 Jiang, Tiefeng
2 Kent, John T.
2 Li, Gang
2 Liu, Yufeng
2 Lu, Junwei
2 Martin, Michael A.
2 Masini, Ricardo P.
2 Masry, Elias
2 Medeiros, Marcelo C.
2 Mincheva, Martina
2 Shi, Xiaofeng
2 Silin, Igor
2 Song, Rui
2 Tang, Francesca
2 Truong, Young K.
2 Verhasselt, Anneleen
2 Wand, Matthew P.
2 Wang, Yazhen
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 Almeida, Caio
1 Anagnostopoulos, Christoforos
1 Arena, Ellen T.
1 Avella-Medina, Marco
1 Bailey, Natalia
1 Baxter, Paul D.
1 Bose, Koushiki
1 Bottolo, Leonardo
1 Bouveyron, Charles
...and 155 more Co-Authors
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Serials

57 The Annals of Statistics
54 Journal of the American Statistical Association
16 Journal of Econometrics
15 Journal of the Royal Statistical Society. Series B. Statistical Methodology
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 International Statistical Review
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 Series in Biostatistics
1 Electronic Journal of Statistics
1 Journal of the Italian Statistical Society
1 Foundations and Trends in Machine Learning
1 Science China. Mathematics
1 Journal of Business and Economic Statistics
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

Publications by Year

Citations contained in zbMATH Open

212 Publications have been cited 16,499 times in 8,662 Documents Cited by Year
Variable selection via nonconcave penalized likelihood and its oracle properties. Zbl 1073.62547
Fan, Jianqing; Li, Runze
2001
Local polynomial modelling and its applications. Zbl 0873.62037
Fan, J.; Gijbels, I.
1996
Sure independence screening for ultrahigh dimensional feature space. With discussion and authors’ reply. Zbl 1411.62187
Fan, Jianqing; Lv, Jinchi
602
2008
Nonlinear time series. Nonparametric and parametric methods. Zbl 1014.62103
Fan, Jianqing; Yao, Qiwei
441
2003
Generalized partially linear single-index models. Zbl 0890.62053
Carroll, R. J.; Fan, Jianqing; Gijbels, Irène; Wand, M. P.
403
1997
Nonconcave penalized likelihood with a diverging number of parameters. Zbl 1092.62031
Fan, Jianqing; Peng, Heng
397
2004
Profile likelihood inferences on semiparametric varying-coefficient partially linear models. Zbl 1098.62077
Fan, Jianqing; Huang, Tao
369
2005
On the optimal rates of convergence for nonparametric deconvolution problems. Zbl 0729.62033
Fan, Jianqing
369
1991
Statistical estimation in varying coefficient models. Zbl 0977.62039
Fan, Jianqing; Zhang, Wenyang
289
1999
Local linear regression smoothers and their minimax efficiencies. Zbl 0773.62029
Fan, Jianqing
279
1993
Design-adaptive nonparametric regression. Zbl 0850.62354
Fan, Jianqing
267
1992
Generalized likelihood ratio statistics and Wilks phenomenon. Zbl 1029.62042
Fan, Jianqing; Zhang, Chunming; Zhang, Jian
265
2001
Sure independence screening in generalized linear models with NP-dimensionality. Zbl 1206.68157
Fan, Jianqing; Song, Rui
246
2010
Nonparametric independence screening in sparse ultra-high-dimensional additive models. Zbl 1232.62064
Fan, Jianqing; Feng, Yang; Song, Rui
230
2011
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
215
2013
Functional-coefficient regression models for nonlinear time series. Zbl 0996.62078
Cai, Zongwu; Fan, Jianqing; Yao, Qiwei
214
2000
A selective overview of variable selection in high dimensional feature space. Zbl 1180.62080
Fan, Jianqing; Lv, Jinchi
212
2010
New estimation and model selection procedures for semiparametric modeling in longitudinal data analysis. Zbl 1117.62329
Fan, Jianqing; Li, Runze
207
2004
Sparsistency and rates of convergence in large covariance matrix estimation. Zbl 1191.62101
Lam, Clifford; Fan, Jianqing
198
2009
High dimensional covariance matrix estimation using a factor model. Zbl 1429.62185
Fan, Jianqing; Fan, Yingying; Lv, Jinchi
195
2008
Efficient estimation and inferences for varying-coefficient models. Zbl 0999.62052
Cai, Zongwu; Fan, Jianqing; Li, Runze
187
2000
Variable selection for Cox’s proportional hazards model and frailty model. Zbl 1012.62106
Fan, Jianqing; Li, Runze
176
2002
Efficient estimation of conditional variance functions in stochastic regression. Zbl 0918.62065
Fan, Jianqing; Yao, Qiwei
173
1998
Regularization of wavelet approximations. (With discussion and rejoinder by the authors). Zbl 1072.62561
Antoniadis, Anestis; Fan, Jianqing
160
2001
Statistical methods with varying coefficient models. Zbl 1230.62031
Fan, Jianqing; Zhang, Wenyang
155
2008
Variable bandwidth and local linear regression smoothers. Zbl 0765.62040
Fan, Jianqing; Gijbels, Irène
151
1992
High-dimensional classification using features annealed independence rules. Zbl 1360.62327
Fan, Jianqing; Fan, Yingying
149
2008
Nonconcave penalized likelihood with NP-dimensionality. Zbl 1365.62277
Fan, Jianqing; Lv, Jinchi
137
2011
Nonparametric regression with errors in variables. Zbl 0791.62042
Fan, Jianqing; Truong, Young K.
130
1993
Data-driven bandwidth selection in local polynomial fitting: Variable bandwidth and spatial adaptation. Zbl 0813.62033
Fan, Jianqing; Gijbels, Irène
126
1995
Network exploration via the adaptive LASSO and SCAD penalties. Zbl 1166.62040
Fan, Jianqing; Feng, Yang; Wu, Yichao
122
2009
Analysis of longitudinal data with semiparametric estimation of covariance function. Zbl 1172.62323
Fan, Jianqing; Huang, Tao; Li, Runze
120
2007
Strong oracle optimality of folded concave penalized estimation. Zbl 1305.62252
Fan, Jianqing; Xue, Lingzhou; Zou, Hui
115
2014
Ultrahigh dimensional feature selection: beyond the linear model. Zbl 1235.62089
Fan, Jianqing; Samworth, Richard; Wu, Yichao
113
2009
Local polynomial kernel regression for generalized linear models and quasi-likelihood functions. Zbl 0818.62036
Fan, Jianqing; Heckman, Nancy E.; Wand, M. P.
111
1995
Nonparametric independence screening in sparse ultra-high-dimensional varying coefficient models. Zbl 1368.62095
Fan, Jianqing; Ma, Yunbei; Dai, Wei
107
2014
Simultaneous confidence bands and hypothesis testing in varying-coefficient models. Zbl 0962.62032
Fan, Jianqing; Zhang, Wenyang
106
2000
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Zbl 0865.62026
Fan, Jianqing; Yao, Qiwei; Tong, Howell
103
1996
High-dimensional covariance matrix estimation in approximate factor models. Zbl 1246.62151
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
98
2011
Test of significance based on wavelet thresholding and Neyman’s truncation. Zbl 0869.62032
Fan, Jianqing
96
1996
Adaptive varying-coefficient linear models. Zbl 1063.62054
Fan, Jianqing; Yao, Qiwei; Cai, Zongwu
95
2003
Local polynomial estimation of regression functions for mixing processes. Zbl 0881.62047
Masry, Elias; Fan, Jianqing
90
1997
High-frequency covariance estimates with noisy and asynchronous financial data. Zbl 1388.62303
Aït-Sahalia, Yacine; Fan, Jianqing; Xiu, Dacheng
87
2010
Direct estimation of low-dimensional components in additive models. Zbl 1073.62527
Fan, Jianqing; Härdle, Wolfgang; Mammen, Enno
86
1998
Statistical challenges with high dimensionality: feature selection in knowledge discovery. Zbl 1117.62137
Fan, Jianqing; Li, Runze
85
2006
Robust nonparametric function estimation. Zbl 0810.62038
Fan, Jianqing; Hu, Tien-Chung; Truong, Young K.
85
1994
Vast portfolio selection with gross-exposure constraints. Zbl 1261.62091
Fan, Jianqing; Zhang, Jingjin; Yu, Ke
83
2012
Adaptive robust variable selection. Zbl 1296.62144
Fan, Jianqing; Fan, Yingying; Barut, Emre
83
2014
A reexamination of diffusion estimators with applications to financial model validation. Zbl 1073.62571
Fan, Jianqing; Zhang, Chunming
83
2003
Distributed testing and estimation under sparse high dimensional models. Zbl 1392.62060
Battey, Heather; Fan, Jianqing; Liu, Han; Lu, Junwei; Zhu, Ziwei
79
2018
Censored regression: Local linear approximations and their applications. Zbl 0802.62044
Fan, Jianqing; Gijbels, Irène
78
1994
An overview of the estimation of large covariance and precision matrices. Zbl 1521.62083
Fan, Jianqing; Liao, Yuan; Liu, Han
77
2016
Profile-kernel likelihood inference with diverging number of parameters. Zbl 1274.62289
Lam, Clifford; Fan, Jianqing
73
2008
Asymptotics of empirical eigenstructure for high dimensional spiked covariance. Zbl 1373.62299
Wang, Weichen; Fan, Jianqing
72
2017
Goodness-of-fit tests for parametric regression models. Zbl 1017.62014
Fan, Jianqing; Huang, Li-Shan
72
2001
Nonparametric inferences for additive models. Zbl 1117.62328
Fan, Jianqing; Jiang, Jiancheng
69
2005
Variance estimation using refitted cross-validation in ultrahigh dimensional regression. Zbl 1411.62199
Fan, Jianqing; Guo, Shaojun; Hao, Ning
68
2012
Estimating false discovery proportion under arbitrary covariance dependence. Zbl 1395.62219
Fan, Jianqing; Han, Xu; Gu, Weijie
68
2012
Test of significance when data are curves. Zbl 1064.62525
Fan, Jianqing; Lin, Sheng-Kuei
67
1998
Multi-scale jump and volatility analysis for high-frequency financial data. Zbl 1332.62403
Fan, Jianqing; Wang, Yazhen
66
2007
Asymptotic normality for deconvolution kernel density estimators. Zbl 0729.62034
Fan, Jianqing
66
1991
Regularization for Cox’s proportional hazards model with NP-dimensionality. Zbl 1246.62202
Bradic, Jelena; Fan, Jianqing; Jiang, Jiancheng
64
2011
Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions. Zbl 1414.62178
Fan, Jianqing; Li, Quefeng; Wang, Yuyan
64
2017
Wavelet deconvolution. Zbl 1071.94511
Fan, Jianqing; Koo, Ja-Yong
63
2002
Penalized composite quasi-likelihood for ultrahigh dimensional variable selection. Zbl 1411.62181
Bradic, Jelena; Fan, Jianqing; Wang, Weiwei
62
2011
Local likelihood and local partial likelihood in hazard regression. Zbl 0890.62023
Fan, Jianqing; Gijbels, Irène; King, Martin
61
1997
Local maximum likelihood estimation and inference. Zbl 0909.62036
Fan, Jianqing; Farmen, Mark; Gijbels, Irène
58
1998
Deconvolution with supersmooth distributions. Zbl 0754.62020
Fan, Jianqing
57
1992
A crossvalidation method for estimating conditional densities. Zbl 1078.62032
Fan, Jianqing; Yim, Tsz Ho
55
2004
Adaptive Huber regression. Zbl 1437.62250
Sun, Qiang; Zhou, Wen-Xin; Fan, Jianqing
54
2020
A selective overview of nonparametric methods in financial econometrics. Zbl 1130.62364
Fan, Jianqing
53
2005
Entrywise eigenvector analysis of random matrices with low expected rank. Zbl 1450.62066
Abbe, Emmanuel; Fan, Jianqing; Wang, Kaizheng; Zhong, Yiqiao
53
2020
Local partial-likelihood estimation for lifetime data. Zbl 1091.62099
Fan, Jianqing; Lin, Huazhen; Zhou, Yong
50
2006
A road to classification in high dimensional space: the regularized optimal affine discriminant. Zbl 1411.62167
Fan, Jianqing; Feng, Yang; Tong, Xin
49
2012
On automatic boundary corrections. Zbl 0890.62026
Cheng, Ming-Yen; Fan, Jianqing; Marron, J. S.
46
1997
Power enhancement in high-dimensional cross-sectional tests. Zbl 1410.62201
Fan, Jianqing; Liao, Yuan; Yao, Jiawei
46
2015
Adaptively local one-dimensional subproblems with application to a deconvolution problem. Zbl 0785.62038
Fan, Jianqing
45
1993
Comments on: “Wavelets in statistics: a review” by A. Antoniadis. Zbl 1454.62116
Fan, Jianqing
45
1997
Distributed estimation of principal eigenspaces. Zbl 1450.62067
Fan, Jianqing; Wang, Dong; Wang, Kaizheng; Zhu, Ziwei
43
2019
Variable selection for multivariate failure time data. Zbl 1094.62123
Cai, Jianwen; Fan, Jianqing; Li, Runze; Zhou, Haibo
42
2005
Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder). Zbl 1131.62035
Fan, Jianqing; Jiang, Jiancheng
42
2007
Semiparametric estimation of covariance matrixes for longitudinal data. Zbl 1286.62030
Fan, Jianqing; Wu, Yichao
42
2008
Nonparametric transition-based tests for jump diffusions. Zbl 1388.62124
Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng
41
2009
Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes. Zbl 0769.62028
Fan, Jianqing; Masry, Elias
40
1992
Global behavior of deconvolution kernel estimates. Zbl 0823.62032
Fan, Jianqing
40
1991
Homogeneity pursuit. Zbl 1373.62345
Ke, Zheng Tracy; Fan, Jianqing; Wu, Yichao
38
2015
Statistical foundations of data science. Zbl 1467.62001
Fan, Jianqing; Li, Runze; Zhang, Cun-Hui; Zou, Hui
37
2020
On the estimation of quadratic functionals. Zbl 0729.62076
Fan, Jianqing
36
1991
To how many simultaneous hypothesis tests can normal, Student’s \(t\) or bootstrap calibration be applied? Zbl 1332.62063
Fan, Jianqing; Hall, Peter; Yao, Qiwei
35
2007
Vast volatility matrix estimation using high-frequency data for portfolio selection. Zbl 1328.91266
Fan, Jianqing; Li, Yingying; Yu, Ke
34
2012
Semilinear high-dimensional model for normalization of microarray data: A theoretical analysis and partial consistency. Zbl 1117.62330
Fan, Jianqing; Peng, Heng; Huang, Tao
33
2005
Projected principal component analysis in factor models. Zbl 1331.62295
Fan, Jianqing; Liao, Yuan; Wang, Weichen
33
2016
An \(\ell_{\infty}\) eigenvector perturbation bound and its application. Zbl 1473.15015
Fan, Jianqing; Wang, Weichen; Zhong, Yiqiao
33
2018
Endogeneity in high dimensions. Zbl 1305.62113
Fan, Jianqing; Liao, Yuan
32
2014
Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval. Zbl 1415.90086
Chen, Yuxin; Chi, Yuejie; Fan, Jianqing; Ma, Cong
32
2019
Hazard models with varying coefficients for multivariate failure time data. Zbl 1114.62104
Cai, Jianwen; Fan, Jianqing; Zhou, Haibo; Zhou, Yong
31
2007
Distributions of angles in random packing on spheres. Zbl 1318.60017
Cai, Tony; Fan, Jianqing; Jiang, Tiefeng
31
2013
Sieve empirical likelihood ratio tests for nonparametric functions. Zbl 1056.62057
Fan, Jianqing; Zhang, Jian
29
2004
One-step local quasi-likelihood estimation. Zbl 0940.62039
Fan, Jianqing; Chen, Jianwei
29
1999
Partially linear hazard regression for multivariate survival data. Zbl 1172.62328
Cai, Jianwen; Fan, Jianqing; Jiang, Jiancheng; Zhou, Haibo
28
2007
Communication-efficient accurate statistical estimation. Zbl 07707218
Fan, Jianqing; Guo, Yongyi; Wang, Kaizheng
17
2023
Community network auto-regression for high-dimensional time series. Zbl 07704491
Chen, Elynn Y.; Fan, Jianqing; Zhu, Xuening
2
2023
Statistical inference for high-dimensional matrix-variate factor models. Zbl 07707221
Chen, Elynn Y.; Fan, Jianqing
2
2023
Can a machine correct option pricing models? Zbl 07813790
Almeida, Caio; Fan, Jianqing; Freire, Gustavo; Tang, Francesca
1
2023
Estimating number of factors by adjusted eigenvalues thresholding. Zbl 1507.62258
Fan, Jianqing; Guo, Jianhua; Zheng, Shurong
9
2022
Asymptotic theory of eigenvectors for random matrices with diverging spikes. Zbl 1507.60012
Fan, Jianqing; Fan, Yingying; Han, Xiao; Lv, Jinchi
5
2022
Do we exploit all information for counterfactual analysis? Benefits of factor models and idiosyncratic correction. Zbl 1507.62381
Fan, Jianqing; Masini, Ricardo; Medeiros, Marcelo C.
4
2022
SIMPLE: statistical inference on membership profiles in large networks. Zbl 07593425
Fan, Jianqing; Fan, Yingying; Han, Xiao; Lv, Jinchi
4
2022
Adaptive Huber regression on Markov-dependent data. Zbl 07544401
Fan, Jianqing; Guo, Yongyi; Jiang, Bai
3
2022
An \({\ell_p}\) theory of PCA and spectral clustering. Zbl 07610774
Abbe, Emmanuel; Fan, Jianqing; Wang, Kaizheng
2
2022
Distributed sufficient dimension reduction for heterogeneous massive data. Zbl 07602349
Xu, Kelin; Zhu, Liping; Fan, Jianqing
1
2022
Testability of high-dimensional linear models with nonsparse structures. Zbl 1486.62196
Bradic, Jelena; Fan, Jianqing; Zhu, Yinchu
1
2022
A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery. Zbl 1479.62034
Fan, Jianqing; Wang, Weichen; Zhu, Ziwei
16
2021
A selective overview of deep learning. Zbl 07368237
Fan, Jianqing; Ma, Cong; Zhong, Yiqiao
15
2021
Robust high-dimensional factor models with applications to statistical machine learning. Zbl 07368239
Fan, Jianqing; Wang, Kaizheng; Zhong, Yiqiao; Zhu, Ziwei
12
2021
Hoeffding’s inequality for general Markov chains and its applications to statistical learning. Zbl 07415082
Fan, Jianqing; Jiang, Bai; Sun, Qiang
9
2021
Spectral methods for data science: a statistical perspective. Zbl 1524.68267
Chen, Yuxin; Chi, Yuejie; Fan, Jianqing; Ma, Cong
7
2021
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia. Zbl 1471.62393
Fan, Jianqing; Ke, Yuan; Liao, Yuan
6
2021
Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices. Zbl 1461.62085
Chen, Yuxin; Cheng, Chen; Fan, Jianqing
5
2021
Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data. Zbl 1486.62181
Chen, Yuxin; Fan, Jianqing; Ma, Cong; Yan, Yuling
3
2021
The interplay of demographic variables and social distancing scores in deep prediction of U.S. COVID-19 cases. Zbl 1464.92252
Tang, Francesca; Feng, Yang; Chiheb, Hamza; Fan, Jianqing
1
2021
Adaptive Huber regression. Zbl 1437.62250
Sun, Qiang; Zhou, Wen-Xin; Fan, Jianqing
54
2020
Entrywise eigenvector analysis of random matrices with low expected rank. Zbl 1450.62066
Abbe, Emmanuel; Fan, Jianqing; Wang, Kaizheng; Zhong, Yiqiao
53
2020
Statistical foundations of data science. Zbl 1467.62001
Fan, Jianqing; Li, Runze; Zhang, Cun-Hui; Zou, Hui
37
2020
Noisy matrix completion: understanding statistical guarantees for convex relaxation via nonconvex optimization. Zbl 1477.90060
Chen, Yuxin; Chi, Yuejie; Fan, Jianqing; Ma, Cong; Yan, Yuling
17
2020
Factor-adjusted regularized model selection. Zbl 1456.62114
Fan, Jianqing; Ke, Yuan; Wang, Kaizheng
15
2020
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models. Zbl 1456.62102
Fan, Jianqing; Feng, Yang; Xia, Lucy
10
2020
High-dimensional factor model and its applications to statistical machine learning. Zbl 1499.62197
Chen, Zhao; Fan, Jianqing; Wang, Dan Christina
1
2020
Comment on “A tuning-free robust and efficient approach to high-dimensional regression”. Zbl 1452.62519
Fan, Jianqing; Ma, Cong; Wang, Kaizheng
1
2020
Contemporary experimental design, multivariate analysis and data mining. Festschrift in honour of Professor Kai-Tai Fang on the occasion of his 80th birthday. Zbl 1435.62024
1
2020
Distributed estimation of principal eigenspaces. Zbl 1450.62067
Fan, Jianqing; Wang, Dong; Wang, Kaizheng; Zhu, Ziwei
43
2019
Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval. Zbl 1415.90086
Chen, Yuxin; Chi, Yuejie; Fan, Jianqing; Ma, Cong
32
2019
Spectral method and regularized MLE are both optimal for top-\(K\) ranking. Zbl 1425.62038
Chen, Yuxin; Fan, Jianqing; Ma, Cong; Wang, Kaizheng
26
2019
Inference and uncertainty quantification for noisy matrix completion. Zbl 1431.90117
Chen, Yuxin; Fan, Jianqing; Ma, Cong; Yan, Yuling
23
2019
Robust covariance estimation for approximate factor models. Zbl 1452.62410
Fan, Jianqing; Wang, Weichen; Zhong, Yiqiao
21
2019
Generalized high-dimensional trace regression via nuclear norm regularization. Zbl 1452.62536
Fan, Jianqing; Gong, Wenyan; Zhu, Ziwei
20
2019
Farmtest: factor-adjusted robust multiple testing with approximate false discovery control. Zbl 1428.62345
Fan, Jianqing; Ke, Yuan; Sun, Qiang; Zhou, Wen-Xin
14
2019
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction. Zbl 1452.62774
Kim, Donggyu; Fan, Jianqing
9
2019
Largest entries of sample correlation matrices from equi-correlated normal populations. Zbl 1435.62077
Fan, Jianqing; Jiang, Tiefeng
8
2019
Structured volatility matrix estimation for non-synchronized high-frequency financial data. Zbl 1452.62761
Fan, Jianqing; Kim, Donggyu
3
2019
Distributed testing and estimation under sparse high dimensional models. Zbl 1392.62060
Battey, Heather; Fan, Jianqing; Liu, Han; Lu, Junwei; Zhu, Ziwei
79
2018
An \(\ell_{\infty}\) eigenvector perturbation bound and its application. Zbl 1473.15015
Fan, Jianqing; Wang, Weichen; Zhong, Yiqiao
33
2018
A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing. Zbl 1409.62154
Zhou, Wen-Xin; Bose, Koushiki; Fan, Jianqing; Liu, Han
26
2018
Robust estimation of high-dimensional covariance and precision matrices. Zbl 07072412
Avella-Medina, Marco; Battey, Heather S.; Fan, Jianqing; Li, Quefeng
24
2018
I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error. Zbl 1392.62215
Fan, Jianqing; Liu, Han; Sun, Qiang; Zhang, Tong
23
2018
Large covariance estimation through elliptical factor models. Zbl 1402.62124
Fan, Jianqing; Liu, Han; Wang, Weichen
23
2018
Robust high-dimensional volatility matrix estimation for high-frequency factor model. Zbl 1402.62250
Fan, Jianqing; Kim, Donggyu
17
2018
Error variance estimation in ultrahigh-dimensional additive models. Zbl 1398.62135
Chen, Zhao; Fan, Jianqing; Li, Runze
11
2018
Are discoveries spurious? Distributions of maximum spurious correlations and their applications. Zbl 1402.62097
Fan, Jianqing; Shao, Qi-Man; Zhou, Wen-Xin
10
2018
Embracing the blessing of dimensionality in factor models. Zbl 1398.62137
Li, Quefeng; Cheng, Guang; Fan, Jianqing; Wang, Yuyan
8
2018
Heterogeneity adjustment with applications to graphical model inference. Zbl 1409.62124
Fan, Jianqing; Liu, Han; Wang, Weichen; Zhu, Ziwei
1
2018
Asymptotics of empirical eigenstructure for high dimensional spiked covariance. Zbl 1373.62299
Wang, Weichen; Fan, Jianqing
72
2017
Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions. Zbl 1414.62178
Fan, Jianqing; Li, Quefeng; Wang, Yuyan
64
2017
Sufficient forecasting using factor models. Zbl 1377.62185
Fan, Jianqing; Xue, Lingzhou; Yao, Jiawei
20
2017
High dimensional semiparametric latent graphical model for mixed data. Zbl 1414.62179
Fan, Jianqing; Liu, Han; Ning, Yang; Zou, Hui
18
2017
Estimation of the false discovery proportion with unknown dependence. Zbl 1373.62272
Fan, Jianqing; Han, Xu
18
2017
The elements of financial econometrics. Zbl 1366.91001
Fan, Jianqing; Yao, Qiwei
6
2017
An overview of the estimation of large covariance and precision matrices. Zbl 1521.62083
Fan, Jianqing; Liao, Yuan; Liu, Han
77
2016
Projected principal component analysis in factor models. Zbl 1331.62295
Fan, Jianqing; Liao, Yuan; Wang, Weichen
33
2016
Regularity properties for sparse regression. Zbl 1341.62212
Dobriban, Edgar; Fan, Jianqing
5
2016
Penalized least squares estimation with weakly dependent data. Zbl 1367.62211
Fan, JianQing; Qi, Lei; Tong, Xin
4
2016
Robust inference of risks of large portfolios. Zbl 1443.62149
Fan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron
3
2016
Guarding against spurious discoveries in high dimensions. Zbl 1436.62349
Fan, Jianqing; Zhou, Wen-Xin
3
2016
Power enhancement in high-dimensional cross-sectional tests. Zbl 1410.62201
Fan, Jianqing; Liao, Yuan; Yao, Jiawei
46
2015
Homogeneity pursuit. Zbl 1373.62345
Ke, Zheng Tracy; Fan, Jianqing; Wu, Yichao
38
2015
Risks of large portfolios. Zbl 1331.91204
Fan, Jianqing; Liao, Yuan; Shi, Xiaofeng
15
2015
Sparsifying the Fisher linear discriminant by rotation. Zbl 1414.62244
Hao, Ning; Dong, Bin; Fan, Jianqing
10
2015
Estimation of functionals of sparse covariance matrices. Zbl 1327.62338
Fan, Jianqing; Rigollet, Philippe; Wang, Weichen
10
2015
QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization. Zbl 1317.62054
Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy
8
2015
Correction: Strong oracle optimality of folded concave penalized estimation. Zbl 1311.62102
Fan, Jianqing; Xue, Lingzhou; Zou, Hui
2
2015
Multi-agent inference in social networks: a finite population learning approach. Zbl 1373.62577
Fan, Jianqing; Tong, Xin; Zeng, Yao
1
2015
Strong oracle optimality of folded concave penalized estimation. Zbl 1305.62252
Fan, Jianqing; Xue, Lingzhou; Zou, Hui
115
2014
Nonparametric independence screening in sparse ultra-high-dimensional varying coefficient models. Zbl 1368.62095
Fan, Jianqing; Ma, Yunbei; Dai, Wei
107
2014
Adaptive robust variable selection. Zbl 1296.62144
Fan, Jianqing; Fan, Yingying; Barut, Emre
83
2014
Endogeneity in high dimensions. Zbl 1305.62113
Fan, Jianqing; Liao, Yuan
32
2014
Spatially varying coefficient model for neuroimaging data with jump discontinuities. Zbl 1368.62297
Zhu, Hongtu; Fan, Jianqing; Kong, Linglong
25
2014
Covariate assisted screening and estimation. Zbl 1310.62085
Ke, Zheng Tracy; Jin, Jiashun; Fan, Jianqing
8
2014
Discussion: “A significance test for the lasso”. Zbl 1305.62251
Fan, Jianqing; Ke, Zheng Tracy
1
2014
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
215
2013
Distributions of angles in random packing on spheres. Zbl 1318.60017
Cai, Tony; Fan, Jianqing; Jiang, Tiefeng
31
2013
Parametrically guided generalised additive models with application to mergers and acquisitions data. Zbl 1307.62110
Fan, Jianqing; Maity, Arnab; Wang, Yihui; Wu, Yichao
3
2013
Multiscale adaptive smoothing models for the hemodynamic response function in fMRI. Zbl 1288.92011
Wang, Jiaping; Zhu, Hongtu; Fan, Jianqing; Giovanello, Kelly; Lin, Weili
2
2013
Vast portfolio selection with gross-exposure constraints. Zbl 1261.62091
Fan, Jianqing; Zhang, Jingjin; Yu, Ke
83
2012
Variance estimation using refitted cross-validation in ultrahigh dimensional regression. Zbl 1411.62199
Fan, Jianqing; Guo, Shaojun; Hao, Ning
68
2012
Estimating false discovery proportion under arbitrary covariance dependence. Zbl 1395.62219
Fan, Jianqing; Han, Xu; Gu, Weijie
68
2012
A road to classification in high dimensional space: the regularized optimal affine discriminant. Zbl 1411.62167
Fan, Jianqing; Feng, Yang; Tong, Xin
49
2012
Vast volatility matrix estimation using high-frequency data for portfolio selection. Zbl 1328.91266
Fan, Jianqing; Li, Yingying; Yu, Ke
34
2012
Nonparametric independence screening in sparse ultra-high-dimensional additive models. Zbl 1232.62064
Fan, Jianqing; Feng, Yang; Song, Rui
230
2011
Nonconcave penalized likelihood with NP-dimensionality. Zbl 1365.62277
Fan, Jianqing; Lv, Jinchi
137
2011
High-dimensional covariance matrix estimation in approximate factor models. Zbl 1246.62151
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
98
2011
Regularization for Cox’s proportional hazards model with NP-dimensionality. Zbl 1246.62202
Bradic, Jelena; Fan, Jianqing; Jiang, Jiancheng
64
2011
Penalized composite quasi-likelihood for ultrahigh dimensional variable selection. Zbl 1411.62181
Bradic, Jelena; Fan, Jianqing; Wang, Weiwei
62
2011
Multiple testing via \(\mathrm{FDR}_L\) for large-scale imaging data. Zbl 1209.62166
Zhang, Chunming; Fan, Jianqing; Yu, Tao
15
2011
Testing and detecting jumps based on a discretely observed process. Zbl 1441.62680
Fan, Yingying; Fan, Jianqing
5
2011
Sure independence screening in generalized linear models with NP-dimensionality. Zbl 1206.68157
Fan, Jianqing; Song, Rui
246
2010
A selective overview of variable selection in high dimensional feature space. Zbl 1180.62080
Fan, Jianqing; Lv, Jinchi
212
2010
High-frequency covariance estimates with noisy and asynchronous financial data. Zbl 1388.62303
Aït-Sahalia, Yacine; Fan, Jianqing; Xiu, Dacheng
87
2010
Varying-coefficient functional linear regression. Zbl 1220.62046
Wu, Yichao; Fan, Jianqing; Müller, Hans-Georg
21
2010
Nonparametric tests of the Markov hypothesis in continuous-time models. Zbl 1200.62044
Aït-Sahalia, Yacine; Fan, Jianqing; Jiang, Jiancheng
7
2010
Estimation in additive models with highly or non-highly correlated covariates. Zbl 1189.62072
Jiang, Jiancheng; Fan, Yingying; Fan, Jianqing
4
2010
...and 112 more Documents
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Cited by 9,240 Authors

125 Fan, Jianqing
92 Zhang, Riquan
89 Lian, Heng
75 Li, Runze
74 Zhu, Lixing
61 Lin, Lu
57 Xue, Liugen
54 Liang, Hua
54 Zhang, Jun
51 Zhou, Yong
48 Gao, Jiti
47 Hall, Peter Gavin
47 Huang, Zhensheng
47 Li, Gaorong
45 Gijbels, Irène
45 Yang, Hu
44 Dette, Holger
44 You, Jinhong
43 Linton, Oliver Bruce
42 Park, Byeong Uk
39 Liang, Hanying
38 Müller, Hans-Georg
37 Cai, Tianwen
37 Wang, Qihua
36 Huang, Jian
36 Van Keilegom, Ingrid
35 Zhao, Weihua
34 Wang, Hansheng
34 Zhu, Zhongyi
33 Li, Degui
33 Zhu, Liping
32 Yao, Weixin
31 Cui, Hengjian
31 Yang, Lijian
31 Zhang, Wenyang
30 Cai, Zongwu
30 Yao, Qiwei
29 Mammen, Enno
29 Zhu, Hongtu
28 Carroll, Raymond James
28 Comte, Fabienne
28 Lai, Peng
28 Su, Liangjun
28 Tutz, Gerhard E.
27 Feng, Sanying
27 Lu, Xuewen
27 Ma, Shuangge
27 Sun, Liuquan
27 Zhao, Peixin
26 Härdle, Wolfgang Karl
26 Laksaci, Ali
26 Lin, Huazhen
26 Peng, Heng
26 Wang, Mingqiu
26 Wu, Yichao
26 Zou, Hui
25 Fan, Guoliang
25 Li, Jialiang
25 Lin, Jinguan
25 Lv, Jing
25 Song, Xinyuan
25 Tang, Niansheng
25 Wang, Kangning
24 Chen, Songxi
24 González-Manteiga, Wenceslao
24 Rachdi, Mustapha
24 Xia, Yingcun
24 Zhang, Qingzhao
23 Guo, Chaohui
23 Li, Qi
23 Liu, Jicai
23 Liu, Yufeng
23 Zhou, Xian
22 Claeskens, Gerda
22 Fan, Yingying
22 Song, Weixing
21 Delaigle, Aurore
21 Leng, Chenlei
21 Liu, Yanyan
21 Marron, James Stephen
21 Zou, Changliang
20 Chesneau, Christophe
20 Lin, Zhengyan
20 Liu, Han
20 Peng, Liang
20 Tjøstheim, Dag B.
20 Vieu, Philippe
20 Wang, Li
20 Wu, Wei Biao
20 Zhang, Chunming
20 Zhang, Xinyu
20 Zhao, Yanyong
19 Chen, Jia
19 Lan, Wei
19 Li, Yi
19 Lu, Zudi
19 Ma, Yanyuan
19 Xue, Lingzhou
19 Yu, Keming
18 Ahmed, Syed Ejaz
...and 9,140 more Authors
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Cited in 402 Serials

551 The Annals of Statistics
517 Computational Statistics and Data Analysis
482 Journal of Econometrics
478 Journal of Multivariate Analysis
352 Communications in Statistics. Theory and Methods
319 Journal of the American Statistical Association
303 Journal of Statistical Planning and Inference
281 Electronic Journal of Statistics
248 Journal of Nonparametric Statistics
230 Statistics & Probability Letters
198 Journal of Statistical Computation and Simulation
166 Biometrics
164 Communications in Statistics. Simulation and Computation
157 Annals of the Institute of Statistical Mathematics
152 Journal of Applied Statistics
136 Statistica Sinica
127 Journal of the Korean Statistical Society
125 Econometric Theory
125 The Annals of Applied Statistics
118 Computational Statistics
110 Bernoulli
107 Journal of Machine Learning Research (JMLR)
105 Statistical Papers
104 Test
100 Scandinavian Journal of Statistics
92 Statistics and Computing
87 Statistics
83 The Canadian Journal of Statistics
75 Metrika
75 Econometric Reviews
71 Journal of Computational and Graphical Statistics
70 Science China. Mathematics
58 Journal of Time Series Analysis
54 Journal of Systems Science and Complexity
52 Acta Mathematicae Applicatae Sinica. English Series
44 Journal of the Royal Statistical Society. Series B. Statistical Methodology
43 Statistical Science
43 Quantitative Finance
40 Journal of Computational and Applied Mathematics
39 Lifetime Data Analysis
38 European Journal of Operational Research
36 Mathematical Programming. Series A. Series B
34 Stochastic Processes and their Applications
34 Journal of Business and Economic Statistics
33 Australian & New Zealand Journal of Statistics
33 Bayesian Analysis
30 Acta Mathematica Sinica. English Series
29 Biometrical Journal
28 Economics Letters
27 Statistical Methods and Applications
27 Statistical Theory and Related Fields
26 Computational Optimization and Applications
24 Automatica
24 Journal of Statistical Theory and Practice
23 International Statistical Review
23 Journal of Scientific Computing
23 Mathematical Methods of Statistics
23 Brazilian Journal of Probability and Statistics
23 Statistical Methodology
22 Information Sciences
22 Statistica Neerlandica
21 Applied Mathematics and Computation
21 Statistical Inference for Stochastic Processes
20 Science in China. Series A
20 Machine Learning
20 AStA. Advances in Statistical Analysis
19 Journal of Global Optimization
18 Journal of Inequalities and Applications
18 Comptes Rendus. Mathématique. Académie des Sciences, Paris
18 Advances in Data Analysis and Classification. ADAC
18 Sankhyā. Series A
17 Psychometrika
17 SIAM Journal on Optimization
17 The Econometrics Journal
17 Sankhyā. Series B
15 Insurance Mathematics & Economics
15 Annals of Operations Research
15 Applied and Computational Harmonic Analysis
15 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
15 Random Matrices: Theory and Applications
15 Japanese Journal of Statistics and Data Science
14 Probability Theory and Related Fields
14 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
14 Mathematical Problems in Engineering
14 Statistical Modelling
13 Neural Computation
13 Applied Mathematics. Series B (English Edition)
13 Studies in Nonlinear Dynamics and Econometrics
13 Statistical Applications in Genetics and Molecular Biology
13 Journal of Probability and Statistics
12 Journal of Optimization Theory and Applications
12 SIAM Journal on Imaging Sciences
12 Journal of Agricultural, Biological, and Environmental Statistics
11 Inverse Problems
10 Operations Research
10 Sequential Analysis
10 Neural Networks
10 Applied Stochastic Models in Business and Industry
10 Statistics Surveys
10 Journal of the Japan Statistical Society. Japanese Issue
...and 302 more Serials
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Cited in 50 Fields

8,001 Statistics (62-XX)
1,075 Numerical analysis (65-XX)
571 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
555 Probability theory and stochastic processes (60-XX)
402 Operations research, mathematical programming (90-XX)
321 Computer science (68-XX)
196 Biology and other natural sciences (92-XX)
132 Information and communication theory, circuits (94-XX)
103 Harmonic analysis on Euclidean spaces (42-XX)
93 Linear and multilinear algebra; matrix theory (15-XX)
69 Systems theory; control (93-XX)
49 Combinatorics (05-XX)
45 Calculus of variations and optimal control; optimization (49-XX)
44 Functional analysis (46-XX)
32 Geophysics (86-XX)
27 Operator theory (47-XX)
24 Dynamical systems and ergodic theory (37-XX)
22 Partial differential equations (35-XX)
16 Approximations and expansions (41-XX)
12 Statistical mechanics, structure of matter (82-XX)
9 Convex and discrete geometry (52-XX)
8 Ordinary differential equations (34-XX)
7 General and overarching topics; collections (00-XX)
7 Fluid mechanics (76-XX)
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6 Astronomy and astrophysics (85-XX)
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3 Abstract harmonic analysis (43-XX)
3 Differential geometry (53-XX)
3 Optics, electromagnetic theory (78-XX)
2 Number theory (11-XX)
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2 Functions of a complex variable (30-XX)
2 General topology (54-XX)
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1 Mathematical logic and foundations (03-XX)
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