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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
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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
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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

Publications by Year

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 1073.62547
Fan, Jianqing; Li, Runze
2001
Local polynomial modelling and its applications. Zbl 0873.62037
Fan, J.; Gijbels, I.
1996
Generalized partially linear single-index models. Zbl 0890.62053
Carroll, R. J.; Fan, Jianqing; Gijbels, Irène; Wand, M. P.
358
1997
Nonlinear time series. Nonparametric and parametric methods. Zbl 1014.62103
Fan, Jianqing; Yao, Qiwei
350
2003
On the optimal rates of convergence for nonparametric deconvolution problems. Zbl 0729.62033
Fan, Jianqing
348
1991
Sure independence screening for ultrahigh dimensional feature space. With discussion and authors’ reply. Zbl 1411.62187
Fan, Jianqing; Lv, Jinchi
344
2008
Profile likelihood inferences on semiparametric varying-coefficient partially linear models. Zbl 1098.62077
Fan, Jianqing; Huang, Tao
340
2005
Nonconcave penalized likelihood with a diverging number of parameters. Zbl 1092.62031
Fan, Jianqing; Peng, Heng
337
2004
Local linear regression smoothers and their minimax efficiencies. Zbl 0773.62029
Fan, Jianqing
266
1993
Statistical estimation in varying coefficient models. Zbl 0977.62039
Fan, Jianqing; Zhang, Wenyang
262
1999
Design-adaptive nonparametric regression. Zbl 0850.62354
Fan, Jianqing
256
1992
Generalized likelihood ratio statistics and Wilks phenomenon. Zbl 1029.62042
Fan, Jianqing; Zhang, Chunming; Zhang, Jian
248
2001
Sure independence screening in generalized linear models with NP-dimensionality. Zbl 1206.68157
Fan, Jianqing; Song, Rui
202
2010
Nonparametric independence screening in sparse ultra-high-dimensional additive models. Zbl 1232.62064
Fan, Jianqing; Feng, Yang; Song, Rui
193
2011
New estimation and model selection procedures for semiparametric modeling in longitudinal data analysis. Zbl 1117.62329
Fan, Jianqing; Li, Runze
193
2004
Functional-coefficient regression models for nonlinear time series. Zbl 0996.62078
Cai, Zongwu; Fan, Jianqing; Yao, Qiwei
189
2000
A selective overview of variable selection in high dimensional feature space. Zbl 1180.62080
Fan, Jianqing; Lv, Jinchi
180
2010
Sparsistency and rates of convergence in large covariance matrix estimation. Zbl 1191.62101
Lam, Clifford; Fan, Jianqing
167
2009
Efficient estimation and inferences for varying-coefficient models. Zbl 0999.62052
Cai, Zongwu; Fan, Jianqing; Li, Runze
166
2000
High dimensional covariance matrix estimation using a factor model. Zbl 1429.62185
Fan, Jianqing; Fan, Yingying; Lv, Jinchi
165
2008
Variable selection for Cox’s proportional hazards model and frailty model. Zbl 1012.62106
Fan, Jianqing; Li, Runze
159
2002
Efficient estimation of conditional variance functions in stochastic regression. Zbl 0918.62065
Fan, Jianqing; Yao, Qiwei
153
1998
Regularization of wavelet approximations. (With discussion and rejoinder by the authors). Zbl 1072.62561
Antoniadis, Anestis; Fan, Jianqing
144
2001
Variable bandwidth and local linear regression smoothers. Zbl 0765.62040
Fan, Jianqing; Gijbels, Irène
141
1992
Statistical methods with varying coefficient models. Zbl 1230.62031
Fan, Jianqing; Zhang, Wenyang
132
2008
High-dimensional classification using features annealed independence rules. Zbl 1360.62327
Fan, Jianqing; Fan, Yingying
124
2008
Nonparametric regression with errors in variables. Zbl 0791.62042
Fan, Jianqing; Truong, Young K.
122
1993
Data-driven bandwidth selection in local polynomial fitting: Variable bandwidth and spatial adaptation. Zbl 0813.62033
Fan, Jianqing; Gijbels, Irène
115
1995
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
115
2013
Analysis of longitudinal data with semiparametric estimation of covariance function. Zbl 1172.62323
Fan, Jianqing; Huang, Tao; Li, Runze
112
2007
Nonconcave penalized likelihood with NP-dimensionality. Zbl 1365.62277
Fan, Jianqing; Lv, Jinchi
107
2011
Local polynomial kernel regression for generalized linear models and quasi-likelihood functions. Zbl 0818.62036
Fan, Jianqing; Heckman, Nancy E.; Wand, M. P.
102
1995
Network exploration via the adaptive LASSO and SCAD penalties. Zbl 1166.62040
Fan, Jianqing; Feng, Yang; Wu, Yichao
100
2009
Simultaneous confidence bands and hypothesis testing in varying-coefficient models. Zbl 0962.62032
Fan, Jianqing; Zhang, Wenyang
99
2000
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Zbl 0865.62026
Fan, Jianqing; Yao, Qiwei; Tong, Howell
98
1996
Nonparametric independence screening in sparse ultra-high-dimensional varying coefficient models. Zbl 1368.62095
Fan, Jianqing; Ma, Yunbei; Dai, Wei
89
2014
Ultrahigh dimensional feature selection: beyond the linear model. Zbl 1235.62089
Fan, Jianqing; Samworth, Richard; Wu, Yichao
89
2009
Test of significance based on wavelet thresholding and Neyman’s truncation. Zbl 0869.62032
Fan, Jianqing
88
1996
Direct estimation of low-dimensional components in additive models. Zbl 1073.62527
Fan, Jianqing; Härdle, Wolfgang; Mammen, Enno
84
1998
Local polynomial estimation of regression functions for mixing processes. Zbl 0881.62047
Masry, Elias; Fan, Jianqing
82
1997
Strong oracle optimality of folded concave penalized estimation. Zbl 1305.62252
Fan, Jianqing; Xue, Lingzhou; Zou, Hui
82
2014
Adaptive varying-coefficient linear models. Zbl 1063.62054
Fan, Jianqing; Yao, Qiwei; Cai, Zongwu
80
2003
High-dimensional covariance matrix estimation in approximate factor models. Zbl 1246.62151
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
78
2011
High-frequency covariance estimates with noisy and asynchronous financial data. Zbl 1388.62303
Aït-Sahalia, Yacine; Fan, Jianqing; Xiu, Dacheng
74
2010
Censored regression: Local linear approximations and their applications. Zbl 0802.62044
Fan, Jianqing; Gijbels, Irène
74
1994
Robust nonparametric function estimation. Zbl 0810.62038
Fan, Jianqing; Hu, Tien-Chung; Truong, Young K.
73
1994
A reexamination of diffusion estimators with applications to financial model validation. Zbl 1073.62571
Fan, Jianqing; Zhang, Chunming
72
2003
Statistical challenges with high dimensionality: feature selection in knowledge discovery. Zbl 1117.62137
Fan, Jianqing; Li, Runze
69
2006
Vast portfolio selection with gross-exposure constraints. Zbl 1261.62091
Fan, Jianqing; Zhang, Jingjin; Yu, Ke
66
2012
Goodness-of-fit tests for parametric regression models. Zbl 1017.62014
Fan, Jianqing; Huang, Li-Shan
65
2001
Profile-kernel likelihood inference with diverging number of parameters. Zbl 1274.62289
Lam, Clifford; Fan, Jianqing
65
2008
Adaptive robust variable selection. Zbl 1296.62144
Fan, Jianqing; Fan, Yingying; Barut, Emre
63
2014
Test of significance when data are curves. Zbl 1064.62525
Fan, Jianqing; Lin, Sheng-Kuei
63
1998
Nonparametric inferences for additive models. Zbl 1117.62328
Fan, Jianqing; Jiang, Jiancheng
62
2005
Asymptotic normality for deconvolution kernel density estimators. Zbl 0729.62034
Fan, Jianqing
58
1991
Local likelihood and local partial likelihood in hazard regression. Zbl 0890.62023
Fan, Jianqing; Gijbels, Irène; King, Martin
57
1997
Asymptotics of empirical eigenstructure for high dimensional spiked covariance. Zbl 1373.62299
Wang, Weichen; Fan, Jianqing
57
2017
Multi-scale jump and volatility analysis for high-frequency financial data. Zbl 1332.62403
Fan, Jianqing; Wang, Yazhen
56
2007
Wavelet deconvolution. Zbl 1071.94511
Fan, Jianqing; Koo, Ja-Yong
56
2002
Deconvolution with supersmooth distributions. Zbl 0754.62020
Fan, Jianqing
54
1992
Local maximum likelihood estimation and inference. Zbl 0909.62036
Fan, Jianqing; Farmen, Mark; Gijbels, Irène
54
1998
Regularization for Cox’s proportional hazards model with NP-dimensionality. Zbl 1246.62202
Bradic, Jelena; Fan, Jianqing; Jiang, Jiancheng
54
2011
A selective overview of nonparametric methods in financial econometrics. Zbl 1130.62364
Fan, Jianqing
51
2005
A crossvalidation method for estimating conditional densities. Zbl 1078.62032
Fan, Jianqing; Yim, Tsz Ho
49
2004
Estimating false discovery proportion under arbitrary covariance dependence. Zbl 1395.62219
Fan, Jianqing; Han, Xu; Gu, Weijie
48
2012
Local partial-likelihood estimation for lifetime data. Zbl 1091.62099
Fan, Jianqing; Lin, Huazhen; Zhou, Yong
46
2006
Adaptively local one-dimensional subproblems with application to a deconvolution problem. Zbl 0785.62038
Fan, Jianqing
45
1993
On automatic boundary corrections. Zbl 0890.62026
Cheng, 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 1414.62178
Fan, Jianqing; Li, Quefeng; Wang, Yuyan
42
2017
Semiparametric estimation of covariance matrixes for longitudinal data. Zbl 1286.62030
Fan, Jianqing; Wu, Yichao
41
2008
Variance estimation using refitted cross-validation in ultrahigh dimensional regression. Zbl 1411.62199
Fan, Jianqing; Guo, Shaojun; Hao, Ning
40
2012
Global behavior of deconvolution kernel estimates. Zbl 0823.62032
Fan, Jianqing
39
1991
Penalized composite quasi-likelihood for ultrahigh dimensional variable selection. Zbl 1411.62181
Bradic, Jelena; Fan, Jianqing; Wang, Weiwei
38
2011
Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder). Zbl 1131.62035
Fan, Jianqing; Jiang, Jiancheng
37
2007
Variable selection for multivariate failure time data. Zbl 1094.62123
Cai, Jianwen; Fan, Jianqing; Li, Runze; Zhou, Haibo
37
2005
Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes. Zbl 0769.62028
Fan, Jianqing; Masry, Elias
36
1992
Nonparametric transition-based tests for jump diffusions. Zbl 1388.62124
Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng
36
2009
On the estimation of quadratic functionals. Zbl 0729.62076
Fan, Jianqing
33
1991
Distributed testing and estimation under sparse high dimensional models. Zbl 1392.62060
Battey, 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 1117.62330
Fan, Jianqing; Peng, Heng; Huang, Tao
33
2005
To how many simultaneous hypothesis tests can normal, Student’s \(t\) or bootstrap calibration be applied? Zbl 1332.62063
Fan, Jianqing; Hall, Peter; Yao, Qiwei
31
2007
One-step local quasi-likelihood estimation. Zbl 0940.62039
Fan, Jianqing; Chen, Jianwei
29
1999
Hazard models with varying coefficients for multivariate failure time data. Zbl 1114.62104
Cai, Jianwen; Fan, Jianqing; Zhou, Haibo; Zhou, Yong
29
2007
A road to classification in high dimensional space: the regularized optimal affine discriminant. Zbl 1411.62167
Fan, Jianqing; Feng, Yang; Tong, Xin
28
2012
Variable bandwidth and one-step local \(M\)-estimator. Zbl 0969.62028
Fan, Jianqing; Jiang, Jiancheng
27
2000
Entrywise eigenvector analysis of random matrices with low expected rank. Zbl 1450.62066
Abbe, Emmanuel; Fan, Jianqing; Wang, Kaizheng; Zhong, Yiqiao
26
2020
Sieve empirical likelihood ratio tests for nonparametric functions. Zbl 1056.62057
Fan, Jianqing; Zhang, Jian
26
2004
Generalised likelihood ratio tests for spectral density. Zbl 1132.62351
Fan, Jianqing; Zhang, Wenyang
26
2004
Time-dependent diffusion models for term structure dynamics. Zbl 1065.62177
Fan, Jianqing; Jiang, Jiancheng; Zhang, Chunming; Zhou, Zhenwei
25
2003
Partially linear hazard regression for multivariate survival data. Zbl 1172.62328
Cai, Jianwen; Fan, Jianqing; Jiang, Jiancheng; Zhou, Haibo
25
2007
Distributions of angles in random packing on spheres. Zbl 1318.60017
Cai, Tony; Fan, Jianqing; Jiang, Tiefeng
24
2013
Local polynomial regression: Optimal kernels and asymptotic minimax efficiency. Zbl 0890.62032
Fan, Jianqing; Gasser, Theo; Gijbels, Irène; Brockmann, Michael; Engel, Joachim
23
1997
Projected principal component analysis in factor models. Zbl 1331.62295
Fan, Jianqing; Liao, Yuan; Wang, Weichen
23
2016
Vast volatility matrix estimation using high-frequency data for portfolio selection. Zbl 1328.91266
Fan, Jianqing; Li, Yingying; Yu, Ke
23
2012
Endogeneity in high dimensions. Zbl 1305.62113
Fan, Jianqing; Liao, Yuan
22
2014
Partially linear hazard regression with varying coefficients for multivariate survival data. Zbl 1400.62217
Cai, Jianwen; Fan, Jianqing; Jiang, Jiancheng; Zhou, Haibo
22
2008
Adaptive Huber regression. Zbl 1437.62250
Sun, Qiang; Zhou, Wen-Xin; Fan, Jianqing
21
2020
Homogeneity pursuit. Zbl 1373.62345
Ke, Zheng Tracy; Fan, Jianqing; Wu, Yichao
21
2015
A design-adaptive local polynomial estimator for the errors-in-variables problem. Zbl 1388.62106
Delaigle, Aurore; Fan, Jianqing; Carroll, Raymond J.
21
2009
Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval. Zbl 1415.90086
Chen, Yuxin; Chi, Yuejie; Fan, Jianqing; Ma, Cong
21
2019
A selective overview of deep learning. Zbl 07368237
Fan, Jianqing; Ma, Cong; Zhong, Yiqiao
7
2021
Robust high-dimensional factor models with applications to statistical machine learning. Zbl 07368239
Fan, Jianqing; Wang, Kaizheng; Zhong, Yiqiao; Zhu, Ziwei
4
2021
A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery. Zbl 1479.62034
Fan, Jianqing; Wang, Weichen; Zhu, Ziwei
3
2021
Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices. Zbl 1461.62085
Chen, Yuxin; Cheng, Chen; Fan, Jianqing
2
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
2
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
1
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
Entrywise eigenvector analysis of random matrices with low expected rank. Zbl 1450.62066
Abbe, Emmanuel; Fan, Jianqing; Wang, Kaizheng; Zhong, Yiqiao
26
2020
Adaptive Huber regression. Zbl 1437.62250
Sun, Qiang; Zhou, Wen-Xin; Fan, Jianqing
21
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
13
2020
Factor-adjusted regularized model selection. Zbl 1456.62114
Fan, Jianqing; Ke, Yuan; Wang, Kaizheng
7
2020
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models. Zbl 1456.62102
Fan, Jianqing; Feng, Yang; Xia, Lucy
3
2020
Statistical foundations of data science. Zbl 1467.62001
Fan, Jianqing; Li, Runze; Zhang, Cun-Hui; Zou, Hui
3
2020
Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval. Zbl 1415.90086
Chen, Yuxin; Chi, Yuejie; Fan, Jianqing; Ma, Cong
21
2019
Distributed estimation of principal eigenspaces. Zbl 1450.62067
Fan, Jianqing; Wang, Dong; Wang, Kaizheng; Zhu, Ziwei
18
2019
Spectral method and regularized MLE are both optimal for top-\(K\) ranking. Zbl 1425.62038
Chen, Yuxin; Fan, Jianqing; Ma, Cong; Wang, Kaizheng
14
2019
Inference and uncertainty quantification for noisy matrix completion. Zbl 1431.90117
Chen, Yuxin; Fan, Jianqing; Ma, Cong; Yan, Yuling
12
2019
Generalized high-dimensional trace regression via nuclear norm regularization. Zbl 1452.62536
Fan, Jianqing; Gong, Wenyan; Zhu, Ziwei
9
2019
Robust covariance estimation for approximate factor models. Zbl 1452.62410
Fan, Jianqing; Wang, Weichen; Zhong, Yiqiao
6
2019
Farmtest: factor-adjusted robust multiple testing with approximate false discovery control. Zbl 1428.62345
Fan, Jianqing; Ke, Yuan; Sun, Qiang; Zhou, Wen-Xin
5
2019
Largest entries of sample correlation matrices from equi-correlated normal populations. Zbl 1435.62077
Fan, Jianqing; Jiang, Tiefeng
3
2019
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction. Zbl 1452.62774
Kim, Donggyu; Fan, Jianqing
2
2019
Distributed testing and estimation under sparse high dimensional models. Zbl 1392.62060
Battey, 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 1409.62154
Zhou, Wen-Xin; Bose, Koushiki; Fan, Jianqing; Liu, Han
15
2018
Large covariance estimation through elliptical factor models. Zbl 1402.62124
Fan, Jianqing; Liu, Han; Wang, Weichen
13
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
12
2018
Robust estimation of high-dimensional covariance and precision matrices. Zbl 07072412
Avella-Medina, Marco; Battey, Heather S.; Fan, Jianqing; Li, Quefeng
12
2018
Robust high-dimensional volatility matrix estimation for high-frequency factor model. Zbl 1402.62250
Fan, Jianqing; Kim, Donggyu
8
2018
Are discoveries spurious? Distributions of maximum spurious correlations and their applications. Zbl 1402.62097
Fan, Jianqing; Shao, Qi-Man; Zhou, Wen-Xin
8
2018
An \(\ell_{\infty}\) eigenvector perturbation bound and its application. Zbl 1473.15015
Fan, Jianqing; Wang, Weichen; Zhong, Yiqiao
6
2018
Error variance estimation in ultrahigh-dimensional additive models. Zbl 1398.62135
Chen, Zhao; Fan, Jianqing; Li, Runze
4
2018
Embracing the blessing of dimensionality in factor models. Zbl 1398.62137
Li, Quefeng; Cheng, Guang; Fan, Jianqing; Wang, Yuyan
4
2018
Asymptotics of empirical eigenstructure for high dimensional spiked covariance. Zbl 1373.62299
Wang, Weichen; Fan, Jianqing
57
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
42
2017
High dimensional semiparametric latent graphical model for mixed data. Zbl 1414.62179
Fan, Jianqing; Liu, Han; Ning, Yang; Zou, Hui
14
2017
Estimation of the false discovery proportion with unknown dependence. Zbl 1373.62272
Fan, Jianqing; Han, Xu
11
2017
Sufficient forecasting using factor models. Zbl 1377.62185
Fan, Jianqing; Xue, Lingzhou; Yao, Jiawei
10
2017
The elements of financial econometrics. Zbl 1366.91001
Fan, Jianqing; Yao, Qiwei
2
2017
Projected principal component analysis in factor models. Zbl 1331.62295
Fan, Jianqing; Liao, Yuan; Wang, Weichen
23
2016
Penalized least squares estimation with weakly dependent data. Zbl 1367.62211
Fan, JianQing; Qi, Lei; Tong, Xin
4
2016
Regularity properties for sparse regression. Zbl 1341.62212
Dobriban, Edgar; Fan, Jianqing
4
2016
Guarding against spurious discoveries in high dimensions. Zbl 1436.62349
Fan, Jianqing; Zhou, Wen-Xin
2
2016
An overview of the estimation of large covariance and precision matrices. Zbl 07565888
Fan, Jianqing; Liao, Yuan; Liu, Han
2
2016
Robust inference of risks of large portfolios. Zbl 1443.62149
Fan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron
1
2016
Homogeneity pursuit. Zbl 1373.62345
Ke, Zheng Tracy; Fan, Jianqing; Wu, Yichao
21
2015
Power enhancement in high-dimensional cross-sectional tests. Zbl 1410.62201
Fan, Jianqing; Liao, Yuan; Yao, Jiawei
21
2015
Risks of large portfolios. Zbl 1331.91204
Fan, Jianqing; Liao, Yuan; Shi, Xiaofeng
10
2015
Estimation of functionals of sparse covariance matrices. Zbl 1327.62338
Fan, Jianqing; Rigollet, Philippe; Wang, Weichen
9
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
Sparsifying the Fisher linear discriminant by rotation. Zbl 1414.62244
Hao, Ning; Dong, Bin; Fan, Jianqing
5
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
Nonparametric independence screening in sparse ultra-high-dimensional varying coefficient models. Zbl 1368.62095
Fan, Jianqing; Ma, Yunbei; Dai, Wei
89
2014
Strong oracle optimality of folded concave penalized estimation. Zbl 1305.62252
Fan, Jianqing; Xue, Lingzhou; Zou, Hui
82
2014
Adaptive robust variable selection. Zbl 1296.62144
Fan, Jianqing; Fan, Yingying; Barut, Emre
63
2014
Endogeneity in high dimensions. Zbl 1305.62113
Fan, Jianqing; Liao, Yuan
22
2014
Spatially varying coefficient model for neuroimaging data with jump discontinuities. Zbl 1368.62297
Zhu, Hongtu; Fan, Jianqing; Kong, Linglong
18
2014
Covariate assisted screening and estimation. Zbl 1310.62085
Ke, Zheng Tracy; Jin, Jiashun; Fan, Jianqing
5
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
115
2013
Distributions of angles in random packing on spheres. Zbl 1318.60017
Cai, Tony; Fan, Jianqing; Jiang, Tiefeng
24
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
Parametrically guided generalised additive models with application to mergers and acquisitions data. Zbl 1307.62110
Fan, Jianqing; Maity, Arnab; Wang, Yihui; Wu, Yichao
2
2013
Vast portfolio selection with gross-exposure constraints. Zbl 1261.62091
Fan, Jianqing; Zhang, Jingjin; Yu, Ke
66
2012
Estimating false discovery proportion under arbitrary covariance dependence. Zbl 1395.62219
Fan, Jianqing; Han, Xu; Gu, Weijie
48
2012
Variance estimation using refitted cross-validation in ultrahigh dimensional regression. Zbl 1411.62199
Fan, Jianqing; Guo, Shaojun; Hao, Ning
40
2012
A road to classification in high dimensional space: the regularized optimal affine discriminant. Zbl 1411.62167
Fan, Jianqing; Feng, Yang; Tong, Xin
28
2012
Vast volatility matrix estimation using high-frequency data for portfolio selection. Zbl 1328.91266
Fan, Jianqing; Li, Yingying; Yu, Ke
23
2012
Nonparametric independence screening in sparse ultra-high-dimensional additive models. Zbl 1232.62064
Fan, Jianqing; Feng, Yang; Song, Rui
193
2011
Nonconcave penalized likelihood with NP-dimensionality. Zbl 1365.62277
Fan, Jianqing; Lv, Jinchi
107
2011
High-dimensional covariance matrix estimation in approximate factor models. Zbl 1246.62151
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
78
2011
Regularization for Cox’s proportional hazards model with NP-dimensionality. Zbl 1246.62202
Bradic, Jelena; Fan, Jianqing; Jiang, Jiancheng
54
2011
Penalized composite quasi-likelihood for ultrahigh dimensional variable selection. Zbl 1411.62181
Bradic, Jelena; Fan, Jianqing; Wang, Weiwei
38
2011
Multiple testing via \(\mathrm{FDR}_L\) for large-scale imaging data. Zbl 1209.62166
Zhang, Chunming; Fan, Jianqing; Yu, Tao
13
2011
Testing and detecting jumps based on a discretely observed process. Zbl 1441.62680
Fan, Yingying; Fan, Jianqing
4
2011
Sure independence screening in generalized linear models with NP-dimensionality. Zbl 1206.68157
Fan, Jianqing; Song, Rui
202
2010
A selective overview of variable selection in high dimensional feature space. Zbl 1180.62080
Fan, Jianqing; Lv, Jinchi
180
2010
High-frequency covariance estimates with noisy and asynchronous financial data. Zbl 1388.62303
Aït-Sahalia, Yacine; Fan, Jianqing; Xiu, Dacheng
74
2010
Varying-coefficient functional linear regression. Zbl 1220.62046
Wu, Yichao; Fan, Jianqing; Müller, Hans-Georg
20
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
Nonparametric estimation of genewise variance for microarray data. Zbl 1200.62133
Fan, Jianqing; Feng, Yang; Niu, Yue S.
1
2010
Sparsistency and rates of convergence in large covariance matrix estimation. Zbl 1191.62101
Lam, Clifford; Fan, Jianqing
167
2009
Network exploration via the adaptive LASSO and SCAD penalties. Zbl 1166.62040
Fan, Jianqing; Feng, Yang; Wu, Yichao
100
2009
Ultrahigh dimensional feature selection: beyond the linear model. Zbl 1235.62089
Fan, Jianqing; Samworth, Richard; Wu, Yichao
89
2009
Nonparametric transition-based tests for jump diffusions. Zbl 1388.62124
Aït-Sahalia, Yacine; Fan, Jianqing; Peng, Heng
36
2009
A design-adaptive local polynomial estimator for the errors-in-variables problem. Zbl 1388.62106
Delaigle, Aurore; Fan, Jianqing; Carroll, Raymond J.
21
2009
Local quasi-likelihood with a parametric guide. Zbl 1191.62071
Fan, Jianqing; Wu, Yichao; Feng, Yang
16
2009
A semiparametric model for cluster data. Zbl 1173.62030
Zhang, Wenyang; Fan, Jianqing; Sun, Yan
15
2009
Option pricing with model-guided nonparametric methods. Zbl 1205.91158
Fan, Jianqing; Mancini, Loriano
11
2009
Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci. Zbl 1181.62186
Yap, John Stephen; Fan, Jianqing; Wu, Rongling
6
2009
Approximating conditional density functions using dimension reduction. Zbl 1176.62030
Fan, Jianqing; Peng, Liang; Yao, Qiwei; Zhang, Wenyang
5
2009
Gaining efficiency via weighted estimators for multivariate failure time data. Zbl 1176.62100
Fan, JianQing; Zhou, Yong; Cai, JianWen; Chen, Min
2
2009
Sure independence screening for ultrahigh dimensional feature space. With discussion and authors’ reply. Zbl 1411.62187
Fan, Jianqing; Lv, Jinchi
344
2008
High dimensional covariance matrix estimation using a factor model. Zbl 1429.62185
Fan, Jianqing; Fan, Yingying; Lv, Jinchi
165
2008
Statistical methods with varying coefficient models. Zbl 1230.62031
Fan, Jianqing; Zhang, Wenyang
132
2008
High-dimensional classification using features annealed independence rules. Zbl 1360.62327
Fan, Jianqing; Fan, Yingying
124
2008
Profile-kernel likelihood inference with diverging number of parameters. Zbl 1274.62289
Lam, Clifford; Fan, Jianqing
65
2008
Semiparametric estimation of covariance matrixes for longitudinal data. Zbl 1286.62030
Fan, Jianqing; Wu, Yichao
41
2008
Partially linear hazard regression with varying coefficients for multivariate survival data. Zbl 1400.62217
Cai, Jianwen; Fan, Jianqing; Jiang, Jiancheng; Zhou, Haibo
22
2008
...and 92 more Documents
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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
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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. Theory and Methods
290 Journal of Statistical Planning and Inference
239 Journal of Nonparametric Statistics
238 Electronic Journal of Statistics
212 Statistics & Probability Letters
182 Journal of the American Statistical Association
177 Journal of Statistical Computation and Simulation
148 Annals of the Institute of Statistical Mathematics
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120 Journal of Applied Statistics
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92 Bernoulli
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64 Science China. Mathematics
63 The Canadian Journal of Statistics
63 Econometric Reviews
53 Journal of Machine Learning Research (JMLR)
50 Acta Mathematicae Applicatae Sinica. English Series
48 Journal of Computational and Graphical Statistics
45 Journal of Systems Science and Complexity
43 Journal of the Royal Statistical Society. Series B. Statistical Methodology
40 Statistical Science
37 Lifetime Data Analysis
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34 European Journal of Operational Research
33 Quantitative Finance
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30 Journal of Computational and Applied Mathematics
30 Mathematical Programming. Series A. Series B
25 Economics Letters
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19 AStA. Advances in Statistical Analysis
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18 Comptes Rendus. Mathématique. Académie des Sciences, Paris
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15 SIAM Journal on Optimization
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13 Japanese Journal of Statistics and Data Science
12 Information Sciences
12 Journal of Global Optimization
12 Mathematical Problems in Engineering
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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
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8 Computational & Mathematical Methods in Medicine
8 SIAM Journal on Financial Mathematics
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7 Abstract and Applied Analysis
...and 250 more Serials
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Cited in 47 Fields

6,645 Statistics (62-XX)
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