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Journal of the Royal Statistical Society. Series B, Statistical Methodology|May 19, 2011
Penalized Composite Quasi-Likelihood for Ultrahigh-Dimensional Variable SelectionJelena Bradic, Jianqing Fan, Weiwei WangJournal of the American Statistical Association|January 27, 2012
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Additive ModelsJianqing Fan, Yang Feng, Rui SongAnnals of Statistics|June 5, 2012
HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELSJianqing Fan, Yuan Liao, Martina MinchevaJournal of the American Statistical Association|August 27, 2009
Analysis of Longitudinal Data with Semiparametric Estimation of Covariance FunctionJianqing Fan, Tao Huang, Runze LiJournal of the American Statistical Association|December 25, 2012
Vast Volatility Matrix Estimation using High Frequency Data for Portfolio SelectionJianqing Fan, Yingying Li, Ke YuJournal of the American Statistical Association|April 15, 2014
Estimating False Discovery Proportion Under Arbitrary Covariance DependenceJianqing Fan, Xu Han, Weijie GuJournal of the American Statistical Association|September 13, 2024
Are Latent Factor Regression and Sparse Regression Adequate?Jianqing Fan, Zhipeng Lou, Mengxin YuAnnals of Statistics|October 16, 2012
REGULARIZATION FOR COX'S PROPORTIONAL HAZARDS MODEL WITH NP-DIMENSIONALITYJelena Bradic, Jianqing Fan, Jiancheng JiangJournal of the Royal Statistical Society. Series B, Statistical Methodology|December 19, 2013
Large Covariance Estimation by Thresholding Principal Orthogonal ComplementsJianqing Fan, Yuan Liao, Martina MinchevaJournal of the Royal Statistical Society. Series B, Statistical Methodology|October 30, 2015
Sparsifying the Fisher Linear Discriminant by RotationNing Hao, Bin Dong, Jianqing FanPageof 257