Jianqing Fan

Affiliations: 
University of North Carolina, Chapel Hill, Chapel Hill, NC 
Area:
Statistics
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"Jianqing Fan"

Parents

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David L. Donoho grad student 1989

Children

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Runze Li grad student 2000 UNC Chapel Hill
Chunming Zhang grad student 2000 UNC Chapel Hill
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Publications

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Fan J, Li R. (2020) Comment: Feature Screening and Variable Selection via Iterative Ridge Regression. Technometrics : a Journal of Statistics For the Physical, Chemical, and Engineering Sciences. 62: 434-437
Fan J, Feng Y, Xia L. (2020) A Projection-based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models. Journal of Econometrics. 218: 119-139
Sun Q, Zhou WX, Fan J. (2020) Adaptive Huber Regression. Journal of the American Statistical Association. 115: 254-265
Fan J, Ke Y, Wang K. (2020) Factor-Adjusted Regularized Model Selection. Journal of Econometrics. 216: 71-85
Fan J, Ke Y, Liao Y. (2020) Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia Journal of Econometrics
Fan J, Ke Y, Sun Q, et al. (2019) FarmTest: Factor-adjusted robust multiple testing with approximate false discovery control. Journal of the American Statistical Association. 114: 1880-1893
Chen Y, Fan J, Ma C, et al. (2019) Inference and uncertainty quantification for noisy matrix completion. Proceedings of the National Academy of Sciences of the United States of America
Chen Y, Fan J, Ma C, et al. (2019) SPECTRAL METHOD AND REGULARIZED MLE ARE BOTH OPTIMAL FOR TOP- RANKING. Annals of Statistics. 47: 2204-2235
Fan J, Wang W, Zhong Y. (2019) Robust Covariance Estimation for Approximate Factor Models. Journal of Econometrics. 208: 5-22
Chiang C, Dai W, Fan J, et al. (2019) Robust Measures of Earnings Surprises Journal of Finance. 74: 943-983
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