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Jianqing Fan

Showing results (61-70 of 123) with videos related to

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Journal of the American Statistical Association|December 2, 2014
Spatially Varying Coefficient Model for Neuroimaging Data with Jump DiscontinuitiesHongtu Zhu, Jianqing Fan, Linglong Kong
Journal of Machine Learning Research : JMLR|November 22, 2019
An <math> </math> Eigenvector Perturbation Bound and Its Application to Robust Covariance EstimationJianqing Fan, Weichen Wang, Yiqiao Zhong
Journal of the American Statistical Association|October 14, 2014
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Varying Coefficient ModelsJianqing Fan, Yunbei Ma, Wei Dai
Statistical Science : a Review Journal of the Institute of Mathematical Statistics|July 26, 2021
A selective overview of deep learningJianqing Fan, Cong Ma, Yiqiao Zhong
Statistica Sinica|October 15, 2019
Partial Consistency with Sparse Incidental ParametersJianqing Fan, Runlong Tang, Xiaofeng Shi
Journal of Econometrics|May 8, 2018
Sufficient Forecasting Using Factor ModelsJianqing Fan, Lingzhou Xue, Jiawei Yao
Journal of Econometrics|December 15, 2018
Robust Covariance Estimation for Approximate Factor ModelsJianqing Fan, Weichen Wang, Yiqiao Zhong
Journal of Econometrics|November 19, 2020
A Projection-based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical ModelsJianqing Fan, Yang Feng, Lucy Xia
Annals of Statistics|December 15, 2010
Local quasi-likelihood with a parametric guideJianqing Fan, Yichao Wu, Yang Feng
Annals of Statistics|December 27, 2014
COVARIANCE ASSISTED SCREENING AND ESTIMATIONBy Tracy Ke, Jiashun Jin, Jianqing Fan
Pageof 13

Showing results (61-70 of 123) with videos related to

Sort By:
Pageof 13
Journal of the American Statistical Association|December 2, 2014
Spatially Varying Coefficient Model for Neuroimaging Data with Jump DiscontinuitiesHongtu Zhu, Jianqing Fan, Linglong Kong
Journal of Machine Learning Research : JMLR|November 22, 2019
An <math> </math> Eigenvector Perturbation Bound and Its Application to Robust Covariance EstimationJianqing Fan, Weichen Wang, Yiqiao Zhong
Journal of the American Statistical Association|October 14, 2014
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Varying Coefficient ModelsJianqing Fan, Yunbei Ma, Wei Dai
Statistical Science : a Review Journal of the Institute of Mathematical Statistics|July 26, 2021
A selective overview of deep learningJianqing Fan, Cong Ma, Yiqiao Zhong
Statistica Sinica|October 15, 2019
Partial Consistency with Sparse Incidental ParametersJianqing Fan, Runlong Tang, Xiaofeng Shi
Journal of Econometrics|May 8, 2018
Sufficient Forecasting Using Factor ModelsJianqing Fan, Lingzhou Xue, Jiawei Yao
Journal of Econometrics|December 15, 2018
Robust Covariance Estimation for Approximate Factor ModelsJianqing Fan, Weichen Wang, Yiqiao Zhong
Journal of Econometrics|November 19, 2020
A Projection-based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical ModelsJianqing Fan, Yang Feng, Lucy Xia
Annals of Statistics|December 15, 2010
Local quasi-likelihood with a parametric guideJianqing Fan, Yichao Wu, Yang Feng
Annals of Statistics|December 27, 2014
COVARIANCE ASSISTED SCREENING AND ESTIMATIONBy Tracy Ke, Jiashun Jin, Jianqing Fan
Pageof 13