Jianqing Fan
Affiliations: | University of North Carolina, Chapel Hill, Chapel Hill, NC |
Area:
StatisticsGoogle:
"Jianqing Fan"Children
Sign in to add traineeRunze 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 |