Details about Jianqing Fan

Access statistics for papers by Jianqing Fan.

Last updated 2009-08-03. Update your information in the RePEc Author Service.

Short-id: pfa165

Working Papers

Undated

1. Density and Regression Smoothing
   Working Papers, Humboldt University, Sonderforschungsbereich 373
2. Direct estimation of low dimensional components in additive models
   Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations
3. Generalized Partially Linear Single-Index Models
   Statistics Working Paper, Australian Graduate School of Management

Journal Articles

2008

1. High dimensional covariance matrix estimation using a factor model
   Journal of Econometrics, 2008, 147, (1), 186-197 View citations
2. Modelling multivariate volatilities via conditionally uncorrelated components
   Journal Of The Royal Statistical Society Series B, 2008, 70, (4), 679-702 View citations
3. Partially linear hazard regression with varying coefficients for multivariate survival data
   Journal Of The Royal Statistical Society Series B, 2008, 70, (1), 141-158
4. Sure independence screening for ultrahigh dimensional feature space
   Journal Of The Royal Statistical Society Series B, 2008, 70, (5), 849-911

2007

5. Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
   Journal of the American Statistical Association, 2007, 102, 632-641
6. Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation
   Journal of the American Statistical Association, 2007, 102, 618-631
7. Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
   Journal of the American Statistical Association, 2007, 102, 1349-1362 View citations
8. Nonparametric inference with generalized likelihood ratio tests
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2007, 16, (3), 409-444 View citations
9. Partially Linear Hazard Regression for Multivariate Survival Data
   Journal of the American Statistical Association, 2007, 102, 538-551
10. Rejoinder on: Nonparametric inference with generalized likelihood ratio tests
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2007, 16, (3), 471-478
11. To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied?
    Journal of the American Statistical Association, 2007, 102, 1282-1288

2006

12. Comment
    Journal of the American Statistical Association, 2006, 101, 991-994
13. Regularization in statistics
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2006, 15, (2), 271-344

2005

14. Nonparametric Inferences for Additive Models
    Journal of the American Statistical Association, 2005, 100, 890-907 View citations
15. Rejoinder
    Journal of the American Statistical Association, 2005, 100, 808-813
16. Semilinear High-Dimensional Model for Normalization of Microarray Data: A Theoretical Analysis and Partial Consistency
    Journal of the American Statistical Association, 2005, 100, 781-796 View citations
17. Variable selection for multivariate failure time data
    Biometrika, 2005, 92, (2), 303-316

2004

18. A crossvalidation method for estimating conditional densities
    Biometrika, 2004, 91, (4), 819-834
19. Generalised likelihood ratio tests for spectral density
    Biometrika, 2004, 91, (1), 195-209
20. New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
    Journal of the American Statistical Association, 2004, 99, 710-723 View citations

2003

21. A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
    Journal of the American Statistical Association, 2003, 98, 118-134 View citations
22. Adaptive varying-coefficient linear models
    Journal Of The Royal Statistical Society Series B, 2003, 65, (1), 57-80 View citations
23. Semiparametric estimation of Value at Risk
    Econometrics Journal, 2003, 6, (2), 261-290 View citations

2001

24. Goodness-of-Fit Tests for Parametric Regression Models
    Journal of the American Statistical Association, 2001, 96, 640-652 View citations
25. Regularization of Wavelet Approximations
    Journal of the American Statistical Association, 2001, 96, 939-967 View citations
26. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
    Journal of the American Statistical Association, 2001, 96, 1348-1360 View citations

2000

27. A class of weighted dependence measures for bivariate failure time data
    Journal Of The Royal Statistical Society Series B, 2000, 62, (1), 181-190
28. Average Regression Surface for Dependent Data
    Journal of Multivariate Analysis, 2000, 75, (1), 112-142
29. Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
    Scandinavian Journal of Statistics, 2000, 27, (4), 715-731 View citations
30. Two-step estimation of functional linear models with applications to longitudinal data
    Journal Of The Royal Statistical Society Series B, 2000, 62, (2), 303-322

1999

31. One-step local quasi-likelihood estimation
    Journal Of The Royal Statistical Society Series B, 1999, 61, (4), 927-943 View citations
32. Rates of convergence for the pre-asymptotic substitution bandwidth selector
    Statistics & Probability Letters, 1999, 43, (3), 309-316
33. Robust principal component analysis for functional data
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1999, 8, (1), 1-73 View citations

1997

34. Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency
    Annals of the Institute of Statistical Mathematics, 1997, 49, (1), 79-99 View citations

1992

35. Bias correction and higher order kernel functions
    Statistics & Probability Letters, 1992, 13, (3), 235-243
36. Minimax estimation of a bounded squared mean
    Statistics & Probability Letters, 1992, 13, (5), 383-390
37. Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
    Journal of Multivariate Analysis, 1992, 43, (2), 237-271 View citations