← All authors Jianqing Fan Princeton University (from arXiv:2407.03616, 2024) · ORCID · OpenAlex
239 papers in scope · 235 published · 7 on the econ.EM arXiv · 44,753 citations · h-index 90 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Yuan Liao Virag Shah Marcelo C. Medeiros Jungjun Choi Christoph Alexander Rüst Manfred Deistler Kunpeng Li Zhongyuan Lyu Jushan Bai Yuheng Zheng Philipp Gersing Jianyu Xu Yu-Xiang Wang Matteo Barigozzi Ming Yuan Serena Ng Ricardo Masini Gilberto Oliveira Boaretto Yuling Yan Marc Hallin Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (8 of 239)
Asymptotic Theory of Eigenvectors for Latent Embeddings With Generalized Laplacian Matrices
published 2026 · IEEE Transactions on Information Theory
Inferences on Mixing Probabilities and Ranking in Mixed-Membership Models
published 2026 · Journal of the American Statistical Association · 3 citations
with Sohom Bhattacharya, Jikai Hou
How and When Are High-Frequency Stock Returns Predictable?
published 2025 · Management Science · 21 citations · first circulated 2022
with Yacine Aït-Sahalia, Lirong Xue, Xiaonan Zhu, Yifeng Zhou
Factor Augmented Matrix Regression
published 2025 · Journal of the American Statistical Association · 2 citations · first circulated 2024
Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations
published 2025 · Journal of Econometrics · 3 citations · first circulated 2021
Causality pursuit from heterogeneous environments via neural adversarial invariance learning
published 2025 · The Annals of Statistics · 1 citations · first circulated 2024
Spectral Ranking Inferences Based on General Multiway Comparisons
published 2025 · Operations Research · 4 citations · first circulated 2023
A Provable Initialization and Robust Clustering Method for General Mixture Models
published 2025 · IEEE Transactions on Information Theory · 3 citations · first circulated 2024
with Soham Jana, Sanjeev R. Kulkarni, Sanjeev Kulkarni
Communication-Efficient Distributed Estimation and Inference for Cox’s Model
published 2025 · Journal of the American Statistical Association · 2 citations · first circulated 2023
with Pierre Bayle, Zhipeng Lou
The ICML 2023 Ranking Experiment: Examining Author Self-Assessment in ML/AI Peer Review
published 2025 · Journal of the American Statistical Association · 2 citations · first circulated 2024
with Buxin Su, Jiayao Zhang, Natalie Collina, Yuling Yan, Didong Li, Kyunghyun Cho, Aaron Roth, Weijie Su
working paper 2024 · arXiv
How do noise tails impact on deep ReLU networks?
published 2024 · The Annals of Statistics · 7 citations · first circulated 2022
with Yihong Gu, Wen-Xin Zhou
working paper 2024 · arXiv · 5 citations
Robust Matrix Completion with Heavy-Tailed Noise
published 2024 · Journal of the American Statistical Association · 9 citations · first circulated 2022
with Bingyan Wang
Model-Based Reinforcement Learning for Offline Zero-Sum Markov Games
published 2024 · Operations Research · 5 citations · first circulated 2022
Inference for heteroskedastic PCA with missing data
published 2024 · The Annals of Statistics · 10 citations · first circulated 2021
How Much Can Machines Learn Finance from Chinese Text Data?
published 2024 · Management Science · 20 citations · first circulated 2021
with Yang Zhou, Lirong Xue
Ranking Inferences Based on the Top Choice of Multiway Comparisons
published 2024 · Journal of the American Statistical Association · 11 citations · first circulated 2022
Semi-parametric tensor factor analysis by iteratively projected singular value decomposition
published 2024 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 16 citations
Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes
published 2023 · Journal of Econometrics · 15 citations · first circulated 2022
with Xuening Zhu, Ganggang Xu
Factor Augmented Sparse Throughput Deep ReLU Neural Networks for High Dimensional Regression
published 2023 · Journal of the American Statistical Association · 22 citations · first circulated 2022
with Yihong Gu
Robust high-dimensional tuning free multiple testing
published 2023 · The Annals of Statistics · 1 citations · first circulated 2022
Adaptive robust large volatility matrix estimation based on high-frequency financial data
published 2023 · Journal of Econometrics · 25 citations · first circulated 2021
published 2023 · The Annals of Statistics · 45 citations · first circulated 2021
The Journal of Econometrics 2012–2018
published 2023 · Journal of Econometrics
with Yacine Aït-Sahalia
Are Latent Factor Regression and Sparse Regression Adequate?
published 2023 · Journal of the American Statistical Association · 57 citations · first circulated 2022
Community network auto-regression for high-dimensional time series
published 2022 · Journal of Econometrics · 35 citations · first circulated 2020
Policy Optimization Using Semiparametric Models for Dynamic Pricing
published 2022 · Journal of the American Statistical Association · 26 citations · first circulated 2021
An ℓp theory of PCA and spectral clustering
published 2022 · The Annals of Statistics · 31 citations
with Emmanuel Abbé, Kaizheng Wang
Can a Machine Correct Option Pricing Models?
published 2022 · Journal of Business and Economic Statistics · 20 citations · first circulated 2021
with Caio Almeida, Gustavo Freire, Francesca Tang
Measuring Housing Vitality from Multi-Source Big Data and Machine Learning
published 2022 · Journal of the American Statistical Association · 16 citations · first circulated 2021
with Yang Zhou, Lirong Xue, Zhengyu Shi, Libo Wu
Rejoinder
published 2022 · Journal of the American Statistical Association
with Yang Zhou, Lirong Xue, Zhengyu Shi, Libo Wu
Testability of high-dimensional linear models with nonsparse structures
published 2022 · The Annals of Statistics · 24 citations
Simple: Statistical Inference on Membership Profiles in Large Networks
published 2022 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 42 citations · first circulated 2019
Understanding Implicit Regularization in Over-Parameterized Single Index Model
published 2022 · Journal of the American Statistical Association · 14 citations · first circulated 2020
Canonical thresholding for nonsparse high-dimensional linear regression
published 2022 · The Annals of Statistics · 9 citations
with I.N. Silin
published 2021 · Journal of the American Statistical Association · 19 citations · first circulated 2020
Optimal Covariate Balancing Conditions in Propensity Score Estimation
published 2021 · Journal of Business and Economic Statistics · 25 citations
published 2021 · Annual Review of Financial Economics · 23 citations · first circulated 2020
Bayesian factor-adjusted sparse regression
published 2021 · Journal of Econometrics · 8 citations · first circulated 2019
with Bai Jiang, Qiang Sun
Bridging convex and nonconvex optimization in robust PCA: Noise, outliers and missing data
published 2021 · The Annals of Statistics · 57 citations · first circulated 2020
working paper 2021 · arXiv
Statistical Inference for High-Dimensional Matrix-Variate Factor Models
published 2021 · Journal of the American Statistical Association · 77 citations · first circulated 2020
Communication-Efficient Accurate Statistical Estimation
published 2021 · Journal of the American Statistical Association · 32 citations
Convex and Nonconvex Optimization Are Both Minimax-Optimal for Noisy Blind Deconvolution Under Random Designs
published 2021 · Journal of the American Statistical Association · 14 citations · first circulated 2020
A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery
published 2021 · The Annals of Statistics · 82 citations · first circulated 2016
with Weichen Wang, Ziwei Zhu
A Selective Overview of Deep Learning
published 2021 · Statistical Science · 136 citations · first circulated 2019
with Cong Ma, Yiqiao Zhong
Robust High-Dimensional Factor Models with Applications to Statistical Machine Learning
published 2021 · Statistical Science · 53 citations · first circulated 2018
with Kaizheng Wang, Yiqiao Zhong, Ziwei Zhu
The Interplay of Demographic Variables and Social Distancing Scores in Deep Prediction of U.S. COVID-19 Cases
published 2021 · Journal of the American Statistical Association · 13 citations
Asymmetry helps: Eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices
published 2021 · The Annals of Statistics · 19 citations · first circulated 2018
with Yuxin Chen, Cheng Chen
Modern Data Modeling: Cross-Fertilization of the Two Cultures
published 2021 · Observational Studies
with Cong Ma, Kaizheng Wang, Ziwei Zhu
Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes
published 2020 · Journal of the American Statistical Association · 32 citations · first circulated 2019
Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors
published 2020 · Journal of the American Statistical Association · 28 citations · first circulated 2019
Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
published 2020 · Journal of the American Statistical Association · 4 citations
with Cong Ma, Kaizheng Wang
Estimating Number of Factors by Adjusted Eigenvalues Thresholding
published 2020 · Journal of the American Statistical Association · 82 citations · first circulated 2019
with Jianhua Guo, Shurong Zheng
published 2020 · Journal of Econometrics · 28 citations · first circulated 2016
Comment: Feature Screening and Variable Selection via Iterative Ridge Regression
published 2020 · Technometrics · 7 citations
working paper 2020 · arXiv · 1 citations
Entrywise eigenvector analysis of random matrices with low expected rank
published 2020 · The Annals of Statistics · 174 citations · first circulated 2017
with Emmanuel Abbé, Kaizheng Wang, Yiqiao Zhong
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
published 2020 · Journal of Econometrics · 32 citations · first circulated 2015
Factor-adjusted regularized model selection
published 2020 · Journal of Econometrics · 99 citations · first circulated 2016
FarmTest: An R Package for Factor-Adjusted Robust Multiple Testing
published 2020 · The R Journal · 3 citations
with Koushiki Bose, Ke Yuan, Xiaoou Pan, Wen-Xin Zhou
Distributed estimation of principal eigenspaces
published 2019 · The Annals of Statistics · 149 citations · first circulated 2017
with Dong Wang, Kaizheng Wang, Ziwei Zhu
Adaptive Huber regression on Markov-dependent data
published 2019 · Stochastic Processes and their Applications · 23 citations
Generalized high-dimensional trace regression via nuclear norm regularization
published 2019 · Journal of Econometrics · 64 citations · first circulated 2017
with Wenyan Gong, Ziwei Zhu
Structured Correlation Detection with Application to Colocalization Analysis in Dual-Channel Fluorescence Microscopic Imaging
published 2019 · Statistica Sinica · 5 citations · first circulated 2016
Structured volatility matrix estimation for non-synchronized high-frequency financial data
published 2019 · Journal of Econometrics · 24 citations · first circulated 2017
Robust Measures of Earnings Surprises
published 2018 · The Journal of Finance · 44 citations
with Chin-Han Chiang, Wei Dai, Harrison Hong, Jun Tu
Adaptive Huber Regression
published 2018 · Journal of the American Statistical Association · 309 citations · first circulated 2017
with Qiang Sun, Wen-Xin Zhou
FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control
published 2018 · Journal of the American Statistical Association · 43 citations · first circulated 2017
Principal Component Analysis for Big Data
published 2018 · Wiley StatsRef: Statistics Reference Online · 53 citations
with Qiang Sun, Wen-Xin Zhou, Ziwei Zhu
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
published 2018 · Journal of Econometrics · 58 citations · first circulated 2017
Robust covariance estimation for approximate factor models
published 2018 · Journal of Econometrics · 72 citations · first circulated 2016
with Weichen Wang, Yiqiao Zhong
Large covariance estimation through elliptical factor models
published 2018 · The Annals of Statistics · 103 citations · first circulated 2015
with Han Liu, Weichen Wang
Distributed testing and estimation under sparse high dimensional models
published 2018 · The Annals of Statistics · 222 citations
with Heather Battey, Han Liu, Junwei Lu, Ziwei Zhu
Are discoveries spurious? Distributions of maximum spurious correlations and their applications
published 2018 · The Annals of Statistics · 40 citations
with Qi-Man Shao, Wen-Xin Zhou
I-LAMM for sparse learning: Simultaneous control of algorithmic complexity and statistical error
published 2018 · The Annals of Statistics · 132 citations · first circulated 2015
with Han Liu, Qiang Sun, Tong Zhang
Statistical Sparse Online Regression: A Diffusion Approximation Perspective.
published 2018 · International Conference on Artificial Intelligence and Statistics · 16 citations
with Wenyan Gong, Chris Junchi Li, Qiang Sun
no link
Robust estimation of high-dimensional covariance and precision matrices
published 2018 · Biometrika · 94 citations
with Marco Avella-Medina, Heather Battey, Quefeng Li
Sure Independence Screening
published 2018 · Wiley StatsRef: Statistics Reference Online · 34 citations
with Jinchi Lv
Heterogeneity adjustment with applications to graphical model inference
published 2018 · Electronic Journal of Statistics · 9 citations · first circulated 2016
with Han Liu, Weichen Wang, Ziwei Zhu
An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application
published 2018 · Journal of Machine Learning Research · 17 citations · first circulated 2016
Partial Consistency with Sparse Incidental Parameters
published 2017 · Statistica Sinica · 7 citations · first circulated 2012
with Runlong Tang, Xiaofeng Shi
Sufficient forecasting using factor models
published 2017 · Journal of Econometrics · 78 citations · first circulated 2014
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model
published 2017 · Journal of the American Statistical Association · 71 citations
Asymptotics of empirical eigenstructure for high dimensional spiked covariance
published 2017 · The Annals of Statistics · 184 citations
with Weichen Wang
Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’
published 2017 · Applied Stochastic Models in Business and Industry · 1 citations
Embracing the Blessing of Dimensionality in Factor Models
published 2016 · Journal of the American Statistical Association · 43 citations
Error Variance Estimation in Ultrahigh-Dimensional Additive Models
published 2016 · Journal of the American Statistical Association · 30 citations
Penalized least squares estimation with weakly dependent data
published 2016 · Science China Mathematics · 11 citations
with Qi Lei, Xin Tong
Estimation of the Continuous and Discontinuous Leverage Effects
published 2016 · Journal of the American Statistical Association · 72 citations · first circulated 2013
Estimation of the False Discovery Proportion with Unknown Dependence
published 2016 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 78 citations · first circulated 2013
Special Issue on Big Data
published 2016 · Journal of Business and Economic Statistics · 12 citations
Peter Hall’s contributions to nonparametric function estimation and modeling
published 2016 · The Annals of Statistics · 11 citations
with Ming-Yen Cheng
Robust inference of risks of large portfolios
published 2016 · Journal of Econometrics · 2 citations · first circulated 2015
Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
published 2016 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 226 citations
with Quefeng Li, Yuyan Wang
High dimensional semiparametric latent graphical model for mixed data Series B Statistical methodology
published 2016 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 100 citations · first circulated 2014
What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?
published 2016 · Journal of Business and Economic Statistics · 23 citations · first circulated 2013
with Michael B. Imerman, Wei Dai
An overview of the estimation of large covariance and precision matrices
published 2016 · Econometrics Journal · 405 citations · first circulated 2015
Multitask Quantile Regression Under the Transnormal Model
published 2015 · Journal of the American Statistical Association · 35 citations
Conditional Sure Independence Screening
published 2015 · Journal of the American Statistical Association · 124 citations · first circulated 2012
with Emre Barut, Anneleen Verhasselt
Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data
published 2015 · Journal of Business and Economic Statistics · 167 citations · first circulated 2014
with Alex Furger, Dacheng Xiu
Correction
published 2015 · The Annals of Statistics
Risks of large portfolios
published 2015 · Journal of Econometrics · 5 citations · first circulated 2013
Feature Augmentation via Nonparametrics and Selection (FANS) in High-Dimensional Classification
published 2015 · Journal of the American Statistical Association · 43 citations · first circulated 2013
Homogeneity Pursuit
published 2015 · Journal of the American Statistical Association · 121 citations
with Zheng Tracy Ke, Yichao Wu
Multi-Agent Inference in Social Networks: A Finite Population Learning Approach
published 2015 · Journal of the American Statistical Association · 6 citations
with Xin Tong, Yao Zeng
Power Enhancement in High-Dimensional Cross-Sectional Tests
published 2015 · Econometrica · 402 citations · first circulated 2013
Discussion
published 2014 · International Statistical Review
with Wenyang Zhang
Sparsifying the Fisher Linear Discriminant by Rotation
published 2014 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 24 citations
with Ning Hao, Bin Dong
Covariate assisted screening and estimation
published 2014 · The Annals of Statistics · 44 citations
with Zheng Tracy Ke, Jiashun Jin
Local Regression
published 2014 · Wiley StatsRef: Statistics Reference Online
Endogeneity in high dimensions
published 2014 · The Annals of Statistics · 116 citations
Strong oracle optimality of folded concave penalized estimation
published 2014 · The Annals of Statistics · 328 citations
Rejoinder
published 2014 · Journal of Business and Economic Statistics
with Lei Qi, Dacheng Xiu
Challenges of Big Data analysis
published 2014 · National Science Review · 1473 citations
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
published 2014 · Journal of the American Statistical Association · 197 citations · first circulated 2013
with Yunbei Ma, Wei Dai
Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods
published 2013 · Journal of Business and Economic Statistics · 128 citations · first circulated 2010
with Lei Qi, Dacheng Xiu
Large Covariance Estimation by Thresholding Principal Orthogonal Complements
published 2013 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 934 citations · first circulated 2011
The leverage effect puzzle: Disentangling sources of bias at high frequency
published 2013 · Journal of Financial Economics · 219 citations · first circulated 2011
with Yacine Aït-Sahalia, Yingying Li
Parametrically guided generalised additive models with application to mergers and acquisitions data
published 2012 · Journal of nonparametric statistics · 9 citations
with Arnab Maity, Yihui Wang, Yichao Wu
Rejoinder
published 2012 · Journal of the American Statistical Association
Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
published 2012 · Journal of the American Statistical Association · 242 citations · first circulated 2010
Vast Portfolio Selection With Gross-Exposure Constraints
published 2012 · Journal of the American Statistical Association · 351 citations
with Jingjin Zhang, Ke Yu
A Road to Classification in High Dimensional Space: The Regularized Optimal Affine Discriminant
published 2012 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 173 citations · first circulated 2010
Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection
published 2012 · Journal of the American Statistical Association · 165 citations · first circulated 2010
with Yingying Li, Ke Yu
High-dimensional covariance matrix estimation in approximate factor models
published 2011 · The Annals of Statistics · 381 citations
Regularization for Cox’s proportional hazards model with NP-dimensionality
published 2011 · The Annals of Statistics · 148 citations
Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression
published 2011 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 261 citations · first circulated 2010
with Shaojun Guo, Ning Hao
Nonconcave Penalized Likelihood With NP-Dimensionality
published 2011 · IEEE Transactions on Information Theory · 439 citations
with Jinchi Lv
Testing and detecting jumps based on a discretely observed process
published 2011 · Journal of Econometrics · 25 citations · first circulated 2008
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
published 2011 · Journal of the American Statistical Association · 557 citations · first circulated 2009
Sparse High-Dimensional Models in Economics
published 2011 · Annual Review of Economics · 213 citations
with Jinchi Lv, Qi Lei
Multiple testing via FDRL for large-scale imaging data
published 2011 · The Annals of Statistics · 35 citations
with Chunming Zhang, Tao Yu
Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
published 2011 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 185 citations
Nonparametric tess of the Markov hypothesis in continuous-time models
published 2011 · Quality Engineering
with Yacine Ait Sahalia, Jiancheng Jiang
no link
High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data
published 2010 · Journal of the American Statistical Association · 303 citations
with Yacine Aït-Sahalia, Dacheng Xiu
Sure independence screening in generalized linear models with NP-dimensionality
published 2010 · The Annals of Statistics · 651 citations
Nonparametric estimation of genewise variance for microarray data
published 2010 · The Annals of Statistics · 9 citations
Comments on: ℓ 1-penalization for mixture regression models
published 2010 · Test · 10 citations
with Jinchi Lv
Myelin Activates FAK/Akt/NF-κB Pathways and Provokes CR3-Dependent Inflammatory Response in Murine System
published 2010 · PLoS ONE · 128 citations
with Xin Sun, Xi Wang, Tianxiang Chen, Tianyi Li, Kai Cao, Andrew Lu, Yongxiong Chen, Dongming Sun, Jianhong Luo, Wise Young, Yi Ren
Comments on: Dynamic relations for sparsely sampled Gaussian processes
published 2009 · Test · 6 citations
with Jin-Ting Zhang, Wenyang Zhang
Option Pricing With Model-Guided Nonparametric Methods
published 2009 · Journal of the American Statistical Association · 43 citations
with Loriano Mancini
Nonparametric Transition-Based Tests for Jump Diffusions
published 2009 · Journal of the American Statistical Association · 92 citations · first circulated 2005
with Yacine Aït-Sahalia, Heng Peng
Rejoinder for Gaining efficiency via weighted estimators for multivariate failure time data
published 2009 · Science in China Series A Mathematics · 2 citations
with Yong Zhou, Jianwen Cai, Min Chen
Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci
published 2009 · Biometrics · 60 citations
with John Stephen F. Yap, Rongling Wu
A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem
published 2009 · Journal of the American Statistical Association · 96 citations
with Aurore Delaigle, Raymond J. Carroll
High-dimensional classification using features annealed independence rules
published 2008 · The Annals of Statistics · 496 citations
Semiparametric Estimation of Covariance Matrixes for Longitudinal Data
published 2008 · Journal of the American Statistical Association · 89 citations
with Yichao Wu
Sure Independence Screening for Ultrahigh Dimensional Feature Space
published 2008 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2821 citations
with Jinchi Lv
Profile-kernel likelihood inference with diverging number of parameters
published 2008 · The Annals of Statistics · 118 citations · first circulated 2006
with Clifford Lam
High dimensional covariance matrix estimation using a factor model
published 2008 · Journal of Econometrics · 736 citations · first circulated 2007
Modelling Multivariate Volatilities via Conditionally Uncorrelated Components
published 2008 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 71 citations · first circulated 2005
Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data
published 2008 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 49 citations
with Jianwen Cai, Jiancheng Jiang, Haibo Zhou
Statistical methods with varying coefficient models
published 2008 · Statistics and Its Interface · 427 citations
with Wenyang Zhang
Spot volatility estimation for high-frequency data
published 2008 · Statistics and Its Interface · 95 citations
Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
published 2007 · Journal of the American Statistical Association · 246 citations · first circulated 2006
To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied?
published 2007 · Journal of the American Statistical Association · 83 citations · first circulated 2006
Rejoinder on: Nonparametric inference with generalized likelihood ratio tests
published 2007 · Test · 106 citations
with Jiancheng Jiang, Leandro Pardo
Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
published 2007 · Journal of the American Statistical Association · 255 citations
Partially Linear Hazard Regression for Multivariate Survival Data
published 2007 · Journal of the American Statistical Association · 62 citations
with Jianwen Cai, Jiancheng Jiang, Haibo Zhou
Dynamic Integration of Time-and State-Domain Methods for Volatility Estimation
published 2007 · Journal of the American Statistical Association · 33 citations · first circulated 2005
with Yingying Fan, Jiancheng Jiang
Statistical challenges with high dimensionality: feature selection in knowledge discovery
published 2007 · Proceedings of the International Congress of Mathematicians Madrid, August 22–30, 2006 · 295 citations · first circulated 2006
Regularization in statistics
published 2006 · Test · 228 citations
Comment
published 2006 · Journal of the American Statistical Association · 8 citations
with Fan Yingying
Local partial-likelihood estimation for lifetime data
published 2006 · The Annals of Statistics · 113 citations
with Huazhen Lin, Yong Zhou
Profile likelihood inferences on semiparametric varying-coefficient partially linear models
published 2005 · Bernoulli · 685 citations
with Tao Huang
Rejoinder: A Selective Overview of Nonparametric Methods in Financial Econometrics
published 2005 · Statistical Science · 143 citations · first circulated 2004
New Inference Concepts for Analysing Complex Data
published 2005 · Oberwolfach Reports · 1 citations
with Klaus-Robert Müller, Vladimir Spokoiny
Nonparametric Inferences for Additive Models
published 2005 · Journal of the American Statistical Association · 158 citations
with Jiancheng Jiang
Semilinear High-Dimensional Model for Normalization of Microarray Data
published 2005 · Journal of the American Statistical Association · 74 citations
with Heng Peng, Tao Huang
Rejoinder
published 2005 · Journal of the American Statistical Association · 1 citations
with Heng Peng, Tao Huang, Yi Ren
Variable selection for multivariate failure time data
published 2005 · Biometrika · 106 citations
A crossvalidation method for estimating conditional densities
published 2004 · Biometrika · 134 citations
New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
published 2004 · Journal of the American Statistical Association · 450 citations
Nonconcave penalized likelihood with a diverging number of parameters
published 2004 · The Annals of Statistics · 1046 citations
with Heng Peng
Generalised likelihood ratio tests for spectral density
published 2004 · Biometrika · 55 citations
Semiparametric estimation of Value at Risk
published 2003 · Econometrics Journal · 74 citations
with Juan Gu
A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
published 2003 · Journal of the American Statistical Association · 179 citations
with Chunming Zhang
Adaptive Varying-Coefficient Linear Models
published 2003 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 14 citations · first circulated 2000
Wavelet deconvolution
published 2002 · IEEE Transactions on Information Theory · 155 citations
with Ja-Yong Koo
Variable Selection for Cox's proportional Hazards Model and Frailty Model
published 2002 · The Annals of Statistics · 616 citations
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
published 2001 · Journal of the American Statistical Association · 9227 citations
Regularization of Wavelet Approximations
published 2001 · Journal of the American Statistical Association · 503 citations
with Anestis Antoniadis
Goodness-of-Fit Tests for Parametric Regression Models
published 2001 · Journal of the American Statistical Association · 155 citations
with Li-Shan Huang
A wavelet method for unfolding sphere size distributions
published 2001 · Canadian Journal of Statistics · 13 citations
with Anestis Antoniadis, Irène Gijbels
Generalized Likelihood Ratio Statistics and Wilks Phenomenon
published 2001 · The Annals of Statistics · 674 citations
with Chunming Zhang, Jian Zhang
Prospects of Nonparametric Modeling
published 2000 · Journal of the American Statistical Association · 24 citations
Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models
published 2000 · Scandinavian Journal of Statistics
with Wenyang Zhang
Average Regression Surface for Dependent Data
published 2000 · Journal of Multivariate Analysis · 15 citations
with Zongwu Cai
Functional-Coefficient Regression Models for Nonlinear Time Series
published 2000 · Journal of the American Statistical Association · 552 citations
Efficient Estimation and Inferences for Varying-Coefficient Models
published 2000 · Journal of the American Statistical Association · 431 citations
Geometric Understanding of Likelihood Ratio Statistics
published 2000 · Journal of the American Statistical Association · 33 citations
with Hui-Nien Hung, Wing-Hung Wong
Two-step Estimation of Functional Linear Models with Applications to Longitudinal Data
published 2000 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 402 citations
with Jin-Ting Zhang
On Profile Likelihood: Comment
published 2000 · Journal of the American Statistical Association · 4 citations
with Wing-Hung Wong
Comment
published 2000 · Journal of the American Statistical Association
with Wing-Hung Wong
Skewing Methods for Two-Parameter Locally Parametric Density Estimation
published 2000 · Bernoulli · 8 citations
with Ming-Yen Cheng, Edwin Choi, Peter Hall
Minimax kernels for nonparametric curve estimation
published 2000 · Journal of nonparametric statistics · 7 citations
with Jin-Ting Zhang
Adjusting for Nonignorable Drop-Out Using Semiparametric Nonresponse Models: Comment
published 1999 · Journal of the American Statistical Association
with Chunming Zhang
One-step Local Quasi-likelihood Estimation
published 1999 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 84 citations
with Jie Chen, J. Chen
Statistical estimation in varying coefficient models
published 1999 · The Annals of Statistics · 43 citations
with Wenyang Zhang
Nonparametric Estimation of Quadratic Regression Functionals
published 1999 · Bernoulli · 25 citations
with Li-Shan Huang
Rates of convergence for the pre-asymptotic substitution bandwidth selector
published 1999 · Statistics & Probability Letters · 5 citations
with Li-Shan Huang
Robust principal component analysis for functional data
published 1999 · Test · 372 citations
Local Maximum Likelihood Estimation and Inference
published 1998 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 193 citations
with Mark W. Farmen, Irène Gijbels, Mark Farman
Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves: Comment
published 1998 · Journal of the American Statistical Association · 2 citations
Test of Significance When Data Are Curves
published 1998 · Journal of the American Statistical Association
with Sheng-Kuei Lin
Comment
published 1998 · Journal of the American Statistical Association
with Jin-Ting Zhang
Automatic Local Smoothing for Spectral Density Estimation
published 1998 · Scandinavian Journal of Statistics · 81 citations
with Eva Kreutzberger
Direct estimation of low-dimensional components in additive models
published 1998 · The Annals of Statistics · 235 citations
On automatic boundary corrections
published 1997 · The Annals of Statistics · 273 citations
with Ming-Yen Cheng, J. S. Marron
Local likelihood and local partial likelihood in hazard regression
published 1997 · The Annals of Statistics · 147 citations
with Irène Gijbels, Martin D. King
Comments on «Wavelets in statistics: A review» by A. Antoniadis
published 1997 · Statistical Methods & Applications · 143 citations
Generalized Partially Linear Single-Index Models
published 1997 · Journal of the American Statistical Association · 806 citations
with Raymond J. Carroll, Irène Gijbels, M. P. Wand
Local Polynomial Estimation of Regression Functions for Mixing Processes
published 1997 · Scandinavian Journal of Statistics · 186 citations
with Elias Masry, E. Masry
Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency
published 1997 · Annals of the Institute of Statistical Mathematics · 123 citations
with Théo Gasser, Irène Gijbels, Michael Brockmann, Joachim Engel
Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
published 1996 · Journal of the American Statistical Association · 271 citations
On Local Smoothing of Nonparametric Curve Estimators
published 1996 · Journal of the American Statistical Association · 48 citations
with Peter Hall, Michael A. Martin, Prakash Patil
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
published 1996 · Biometrika · 14 citations
Adaptive Order Polynomial Fitting: Bandwidth Robustification and Bias Reduction
published 1995 · Journal of Computational and Graphical Statistics · 77 citations
with Irène Gijbels
Data-Driven Bandwidth Selection in Local Polynomial Fitting: Variable Bandwidth and Spatial Adaptation
published 1995 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 583 citations
with Irène Gijbels
Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
published 1995 · Journal of the American Statistical Association · 360 citations
with Nancy Heckman, M. P. Wand
Censored Regression: Local Linear Approximations and their Applications
published 1994 · Journal of the American Statistical Association · 168 citations
with Irène Gijbels
On Curve Estimation by Minimizing Mean Absolute Deviation and Its Implications
published 1994 · The Annals of Statistics · 38 citations
with Peter Hall
Fast Implementations of Nonparametric Curve Estimators
published 1994 · Journal of Computational and Graphical Statistics · 234 citations
with J. S. Marron
Robust Non-parametric Function Estimation
published 1994 · Scandinavian Journal of Statistics · 216 citations
with Tien-Chung Hu, Young K. Truong
no link
Nonparametric Regression with Errors in Variables
published 1993 · The Annals of Statistics · 337 citations
with Young K. Truong
Adaptively Local One-Dimensional Subproblems with Application to a Deconvolution Problem
published 1993 · The Annals of Statistics · 83 citations
[Local Regression: Automatic Kernel Carpentry]: Comment
published 1993 · Statistical Science · 10 citations
with J. S. Marron
Local Linear Regression Smoothers and Their Minimax Efficiencies
published 1993 · The Annals of Statistics · 904 citations
Design-adaptive Nonparametric Regression
published 1992 · Journal of the American Statistical Association · 1186 citations
Variable Bandwidth and Local Linear Regression Smoothers
published 1992 · The Annals of Statistics · 640 citations
with Irène Gijbels
Best Possible Constant for Bandwidth Selection
published 1992 · The Annals of Statistics · 60 citations
with J. S. Marron
Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
published 1992 · Journal of Multivariate Analysis · 71 citations
with Elias Masry
Deconvolution with supersmooth distributions
published 1992 · Canadian Journal of Statistics · 128 citations
Minimax estimation of a bounded squared mean
published 1992 · Statistics & Probability Letters · 2 citations
with Irène Gijbels
Bias correction and higher order kernel functions
published 1992 · Statistics & Probability Letters · 19 citations
with Tien-Chung Hu
On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems
published 1991 · The Annals of Statistics · 863 citations
On the Estimation of Quadratic Functionals
published 1991 · The Annals of Statistics · 84 citations
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