- An introduction to financial econometrics Jianqing Fan
- Generalized Partially Linear Single-Index Models R. J. Carroll, Jianqing Fan, Ir ene Gijbels, and M. P. Wand
- Biometrika (2004), 91, 1, pp. 195209 2004 Biometrika Trust
- Statistical Analysis of DNA Microarray Data in Cancer Research Jianqing Fan1
- Rejoinder: Sure independence screening for ultrahigh dimensional feature space
- The Canadian Journal of Statistics Vol. 29, No. ?, 2001, Pages ???-???
- Jianqing Fan and Jinchi Lv Princeton University and University of Southern California
- nature biotechnology VOLUME 28 NUMBER 8 AUGUST 2010 827 A rt i c l e s
- The Annals of Statistics 2009, Vol. 37, No. 6B, 41534183
- TEST manuscript No. (will be inserted by the editor)
- Data-analytic Approaches to the Estimation of Value-at-Risk Jianqing Fan, and Juan Gu
- On Automatic Boundary Corrections * MingYen Cheng
- Automatic Local Smoothing for Spectral Density Jianqing Fan Eva Kreutzberger
- The Annals of Statistics 2009, Vol. 37, No. 5A, 23772408
- The Annals of Statistics 2008, Vol. 36, No. 6, 26052637
- Ultrahigh dimensional feature selection: beyond the linear Jianqing Fan jqfan@princeton.edu
- Local likelihood and local partial likelihood in hazard Jianqing Fan 1 Ir ene Gijbels 2
- Ecient Estimation of Conditional Variance Functions in Stochastic Regression
- Local Polynomial Estimation of Regression Functions for Mixing Processes
- Readership: Academic (researchers and postgraduate students in statistics, economics, finance,
- 348 Book Reviews Nonlinear Time Series: Nonparametric and Parametric Methods.
- CLINICAL AND VACCINE IMMUNOLOGY, May 2011, p. 851859 Vol. 18, No. 5 1556-6811/11/$12.00 doi:10.1128/CVI.00409-10
- The Annals of Statistics 2010, Vol. 38, No. 6, 35673604
- IMS Collections Borrowing Strength: Theory Powering Applications
- The Annals of Statistics 2010, Vol. 38, No. 3, 14031432
- Bernoulli 16(3), 2010, 730758 DOI: 10.3150/09-BEJ231
- The Annals of Applied Statistics 2009, Vol. 3, No. 2, 521541
- Nonparametric Modeling of Longitudinal Covariance Structure in
- Statistics and Its Interface Volume 1 (2008) 279288 Spot volatility estimation for high-frequency data
- Modeling Multivariate Volatilities via Conditionally Uncorrelated Components
- Partially Linear Hazard Regression with Varying-coefficients for Multivariate Survival Data
- Multi-scale Jump and Volatility Analysis for High-Frequency Financial Data
- ICCM 2007 Vol. II 735747 Variable Screening in High-dimensional
- TEST manuscript No. (will be inserted by the editor)
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- Statistica Sinica 16(2006), 1071-1100 LOCAL QUASI-LIKELIHOOD ESTIMATION
- ORIGINAL ARTICLE Inhibition of tumor growth and metastasis in vitro and in vivo by targeting
- Statistical Science 2005, Vol. 20, No. 4, 351357
- A selective overview of nonparametric methods in financial econometrics
- Removing intensity effects and identifying significant genes for Affymetrix arrays in macrophage migration
- Biometrika (2004), 91, 4, pp. 819834 2004 Biometrika Trust
- The use of proteomics in the discovery of serum biomarkers from patients with severe acute respiratory
- Econometrics Journal (2003), volume 6, pp. 261290. Semiparametric estimation of Value at Risk
- A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
- Errata for "Nonlinear Time Series: Nonparametric and Parametric Methods" (2003, Springer)
- Book Reviews This section will review those books whose content and level re ect the
- High-dimensional Classification 2 Jianqing Fan, Yingying Fan, and Yichao Wu
- Non-and Semi-Parametric Modeling in Survival analysis
- Electronic copy available at: http://ssrn.com/abstract=955740 Option Pricing with Model-guided Nonparametric Methods
- Statistics and Its Interface Volume 1 (2008) 179195 Statistical methods with varying coefficient
- Apoptotic Cells Protect Mice against Lipopolysaccharide-Induced Shock1
- The Annals of Statistics 2007, Vol. 35, No. 1, 324354
- Partially Linear Hazard Regression for Multivariate Survival Data
- BIOINFORMATICS Vol. 00 no. 00 2007
- 236 Book reviews underscoring the linkages between institutional change and policy-relevant learning.
- Nonparametric Inferences for Additive Models Jianqing FAN and Jiancheng JIANG
- The Annals of Statistics 2004, Vol. 32, No. 3, 928961
- GENERALIZED LIKELIHOOD RATIO STATISTICS AND WILKS By Jianqing Fan 1
- Prospects of nonparametric modeling Jianqing Fan
- Comments on Polynomial Splines and Their Tensor Products in Extended Linear Modeling
- Onestep Local QuasiLikelihood Estimation Jianqing Fan
- Geometric Understanding of Likelihood Ratio Statistics *
- SKEWING-METHODS FOR TWO-PARAMETER LOCALLY-PARAMETRIC DENSITY ESTIMATION
- Variable Selection for Cox's Proportional Hazards Model and Frailty Model
- The Annals of Statistics 2004, Vol. 32, No. 5, 18581907
- Local Maximum Likelihood Estimation and Inference Jianqing Fan
- Nonparametric Estimation of Quadratic Regression Functionals LiShan Huang Jianqing Fan
- Myelin Activates FAK/Akt/NF-kB Pathways and Provokes CR3-Dependent Inflammatory Response in Murine
- 734 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 48, NO. 3, MARCH 2002 Wavelet Deconvolution
- Discussion of the paper "Inference for Semiparametric Models: Some Questions and an Answer" by Bickel
- Semilinear High-Dimensional Model for Normalization of Microarray Data: A Theoretical Analysis and
- Statistica Sinica 13(2003), 965-992 TIME-DEPENDENT DIFFUSION MODELS FOR TERM
- NONPARAMETRIC TESTS OF THE MARKOV HYPOTHESIS IN CONTINUOUS-TIME MODELS1
- Goodness-of-Fit Tests for Parametric Regression Models
- The Annals of Statistics 2010, Vol. 38, No. 5, 27232750
- Statistical Estimation in Varying-Coecient Models Jianqing Fan Wenyang Zhang
- Statistica Sinica 18(2008), 515-534 DESIGN-ADAPTIVE MINIMAX LOCAL LINEAR
- Discussion of the paper by Brumback and Rice * Jianqing Fan and JinTing Zhang
- Ecient Estimation and Inferences for Varying-Coecient Models
- ADAPTATION TO HIGH SPATIAL INHOMOGENEITY USING WAVELET METHODS
- To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration
- Aggregation of Nonparametric Estimators for Volatility Matrix
- Statistical Science 2005, Vol. 20, No. 4, 317337
- Biometrika (2005), 92, 2, pp. 303316 2005 Biometrika Trust
- Dynamic Integration of Time-and State-Domain Methods for Volatility Estimation
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- The Annals of Statistics 2006, Vol. 34, No. 1, 290325
- Statistica Sinica 20 (2010), 101-148 Invited Review Article
- TO HOW MANY SIMULTANEOUS HYPOTHESIS TESTS CAN NORMAL, STUDENT'S t
- Test of Significance when data are curves * Jianqing Fan and ShengKuei Lin
- Normalization and analysis of cDNA microarrays using within-array replications applied to neuroblastoma
- Submitted to the Annals of Statistics MULTIPLE TESTING VIA FDR FOR LARGE SCALE
- Test (2007) 16: 445447 DOI 10.1007/s11749-007-0081-7
- Issues on quantile autoregression Jianqing Fan and Yingying Fan
- Simultaneous Con dence Bands and Hypothesis Testing in Varying-Coecient Models
- Functionalcoefficient Regression Models for Nonlinear Time Series
- Variable bandwidth and Onestep Local MEstimator Jianqing Fan
- The Annals of Statistics 2002, Vol. 30, No. 1, 7499
- The Annals of Statistics 2008, Vol. 36, No. 5, 22322260
- Regularization of Wavelet Approximations Anestis Antoniadis and Jianqing Fan
- Two-Step Estimation of Functional Linear Models with Applications to Longitudinal Data
- Submitted to the Annals of Statistics 2011 Vol. 0, No. 0, 18
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 57, NO. 8, AUGUST 2011 5467 Nonconcave Penalized Likelihood
