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Information about:
Jianqing Fan

Personal Details | Affiliation | Works
This is information that was supplied by Jianqing Fan in registering through RePEc. If you are Jianqing Fan , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Jianqing
Middle Name:
Last Name: Fan
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RePEc Short-ID: pfa165

Email: [This author has chosen not to make the email address public]
Homepage: http://orfe.princeton.edu/~jqfan/
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Affiliation

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This author is among the top 5% authors according to these criteria:
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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Carroll, R.J. & Fan, Jianqing. & Gijbels, Irene. & Wand, M.P., . "Generalized Partially Linear Single-Index Models," Statistics Working Paper 95010, Australian Graduate School of Management.

  2. J. Fan & W. H"Ardle & E. Mammen, . "Direct estimation of low dimensional components in additive models," Sonderforschungsbereich 373 1996-17, Humboldt Universitaet Berlin.

  3. J. Fan & M. M"Uller, . "Density and Regression Smoothing," Sonderforschungsbereich 373 1995-1, Humboldt Universitaet Berlin.

Articles

  1. Jianqing Fan & Jinchi Lv, 2008. "Sure independence screening for ultrahigh dimensional feature space," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 849-911. [Downloadable!] (restricted)

  2. Jianwen Cai & Jianqing Fan & Jiancheng Jiang & Haibo Zhou, 2008. "Partially linear hazard regression with varying coefficients for multivariate survival data," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 70(1), pages 141-158. [Downloadable!] (restricted)

  3. Fan, Jianqing & Fan, Yingying & Lv, Jinchi, 2008. "High dimensional covariance matrix estimation using a factor model," Journal of Econometrics, Elsevier, vol. 147(1), pages 186-197, November. [Downloadable!] (restricted)

  4. Jianqing Fan & Mingjin Wang & Qiwei Yao, 2008. "Modelling multivariate volatilities via conditionally uncorrelated components," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 70(4), pages 679-702. [Downloadable!] (restricted)

  5. Jianqing Fan & Jiancheng Jiang, 2007. "Rejoinder on: Nonparametric inference with generalized likelihood ratio tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(3), pages 471-478, December. [Downloadable!] (restricted)

  6. Fan, Jianqing & Fan, Yingying & Jiang, Jiancheng, 2007. "Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 618-631, June. [Downloadable!] (restricted)

  7. Fan, Jianqing & Huang, Tao & Li, Runze, 2007. "Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 632-641, June. [Downloadable!] (restricted)

  8. Fan, Jianqing & Hall, Peter & Yao, Qiwei, 2007. "To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied?," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1282-1288, December. [Downloadable!] (restricted)

  9. Fan, Jianqing & Wang, Yazhen, 2007. "Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1349-1362, December. [Downloadable!] (restricted)

  10. Jianqing Fan & Jiancheng Jiang, 2007. "Nonparametric inference with generalized likelihood ratio tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(3), pages 409-444, December. [Downloadable!] (restricted)

  11. Cai, Jianwen & Fan, Jianqing & Jiang, Jiancheng & Zhou, Haibo, 2007. "Partially Linear Hazard Regression for Multivariate Survival Data," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 538-551, June. [Downloadable!] (restricted)

  12. Fan, Jianqing & Fan, Yingying, 2006. "Comment," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 991-994, September. [Downloadable!] (restricted)

  13. Peter Bickel & Bo Li & Alexandre Tsybakov & Sara Geer & Bin Yu & Teófilo Valdés & Carlos Rivero & Jianqing Fan & Aad Vaart, 2006. "Regularization in statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 15(2), pages 271-344, September. [Downloadable!] (restricted)

  14. Fan, Jianqing & Peng, Heng & Huang, Tao & Ren, Yi, 2005. "Rejoinder," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 808-813, September. [Downloadable!] (restricted)

  15. Fan, Jianqing & Jiang, Jiancheng, 2005. "Nonparametric Inferences for Additive Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 890-907, September. [Downloadable!] (restricted)

  16. Jianwen Cai & Jianqing Fan & Runze Li & Haibo Zhou, 2005. "Variable selection for multivariate failure time data," Biometrika, Oxford University Press for Biometrika Trust, vol. 92(2), pages 303-316, June. [Downloadable!] (restricted)

  17. Fan, Jianqing & Peng, Heng & Huang, Tao, 2005. "Semilinear High-Dimensional Model for Normalization of Microarray Data: A Theoretical Analysis and Partial Consistency," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 781-796, September. [Downloadable!] (restricted)

  18. Jianqing Fan & Runze Li, 2004. "New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 710-723, January. [Downloadable!] (restricted)

  19. Jianqing Fan & Tsz Ho Yim, 2004. "A crossvalidation method for estimating conditional densities," Biometrika, Oxford University Press for Biometrika Trust, vol. 91(4), pages 819-834, December. [Downloadable!] (restricted)

  20. Jianqing Fan, 2004. "Generalised likelihood ratio tests for spectral density," Biometrika, Oxford University Press for Biometrika Trust, vol. 91(1), pages 195-209, March.

  21. Jianqing Fan & Qiwei Yao & Zongwu Cai, 2003. "Adaptive varying-coefficient linear models," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 57-80. [Downloadable!] (restricted)

  22. Jianqing Fan & Juan Gu, 2003. "Semiparametric estimation of Value at Risk," Econometrics Journal, Royal Economic Society, vol. 6(2), pages 261-290, December. [Downloadable!] (restricted)

  23. Fan J. & Zhang C., 2003. "A Reexamination of Diffusion Estimators With Applications to Financial Model Validation," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 118-134, January. [Downloadable!] (restricted)

  24. Fan J. & Huang L-S., 2001. "Goodness-of-Fit Tests for Parametric Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 640-652, June. [Downloadable!] (restricted)

  25. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December. [Downloadable!] (restricted)

  26. Antoniadis A. & Fan J., 2001. "Regularization of Wavelet Approximations," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 939-967, September. [Downloadable!] (restricted)

  27. J. Fan & R. L. Prentice & L. Hsu, 2000. "A class of weighted dependence measures for bivariate failure time data," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 181-190. [Downloadable!] (restricted)

  28. J. Fan & J.-T. Zhang, 2000. "Two-step estimation of functional linear models with applications to longitudinal data," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 62(2), pages 303-322. [Downloadable!] (restricted)

  29. Cai, Zongwu & Fan, Jianqing, 2000. "Average Regression Surface for Dependent Data," Journal of Multivariate Analysis, Elsevier, vol. 75(1), pages 112-142, October. [Downloadable!] (restricted)

  30. Jianqing Fan, 2000. "Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 27(4), pages 715-731. [Downloadable!] (restricted)

  31. N. Locantore & J. Marron & D. Simpson & N. Tripoli & J. Zhang & K. Cohen & Graciela Boente & Ricardo Fraiman & Babette Brumback & Christophe Croux & Jianqing Fan & Alois Kneip & John Marden & Daniel P, 1999. "Robust principal component analysis for functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 8(1), pages 1-73, June. [Downloadable!] (restricted)

  32. J. Fan & J. Chen, 1999. "One-step local quasi-likelihood estimation," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 927-943. [Downloadable!] (restricted)

  33. Fan, Jianqing & Huang, Li-Shan, 1999. "Rates of convergence for the pre-asymptotic substitution bandwidth selector," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 309-316, July. [Downloadable!] (restricted)

  34. Jianqing Fan & Theo Gasser & Irène Gijbels & Michael Brockmann & Joachim Engel, 1997. "Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency," Annals of the Institute of Statistical Mathematics, Springer, vol. 49(1), pages 79-99, March. [Downloadable!] (restricted)

  35. Fan, Jianqing & Gijbels, Irène, 1992. "Minimax estimation of a bounded squared mean," Statistics & Probability Letters, Elsevier, vol. 13(5), pages 383-390, April. [Downloadable!] (restricted)

  36. Fan, Jianqing & Hu, Tien-Chung, 1992. "Bias correction and higher order kernel functions," Statistics & Probability Letters, Elsevier, vol. 13(3), pages 235-243, February. [Downloadable!] (restricted)

  37. Fan, Jianqing & Masry, Elias, 1992. "Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes," Journal of Multivariate Analysis, Elsevier, vol. 43(2), pages 237-271, November. [Downloadable!] (restricted)

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This page was last updated on 2009-10-29.

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