FarmTest: An R Package for Factor-Adjusted Robust Multiple Testing.
- Published in:
- R Journal, 2020, v. 12, n. 2, p. 388, doi. 10.32614/rj-2021-023
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- Publication type:
- Article
Works matching AU Fan, Jianqing
Results: 133
1
2
Model-Based Reinforcement Learning for Offline Zero-Sum Markov Games.
- Published in:
- Operations Research, 2024, v. 72, n. 6, p. 2430, doi. 10.1287/opre.2022.0342
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- Publication type:
- Article
3
Macrophages in spinal cord injury: Phenotypic and functional change from exposure to myelin debris.
- Published in:
- Glia (0894-1491), 2015, v. 63, n. 4, p. 635, doi. 10.1002/glia.22774
- By:
- Publication type:
- Article
4
Robust estimation of high-dimensional covariance and precision matrices.
- Published in:
- Biometrika, 2018, v. 105, n. 2, p. 271, doi. 10.1093/biomet/asy011
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- Publication type:
- Article
5
Variable selection for multivariate failure time data.
- Published in:
- Biometrika, 2005, v. 92, n. 2, p. 303, doi. 10.1093/biomet/92.2.303
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- Publication type:
- Article
6
A crossvalidation method for estimating conditional densities.
- Published in:
- Biometrika, 2004, v. 91, n. 4, p. 819, doi. 10.1093/biomet/91.4.819
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- Publication type:
- Article
7
Generalised likelihood ratio tests for spectral density.
- Published in:
- Biometrika, 2004, v. 91, n. 1, p. 195, doi. 10.1093/biomet/91.1.195
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- Publication type:
- Article
8
Efficient estimation of conditional variance functions in stochastic regression.
- Published in:
- Biometrika, 1998, v. 85, n. 3, p. 645, doi. 10.1093/biomet/85.3.645
- By:
- Publication type:
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9
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems.
- Published in:
- Biometrika, 1996, v. 83, n. 1, p. 189, doi. 10.1093/biomet/83.1.189
- By:
- Publication type:
- Article
10
Involvement of visinin-like protein-1 (VSNL-1) in regulating proliferative and invasive properties of neuroblastoma.
- Published in:
- Carcinogenesis, 2007, v. 28, n. 10, p. 2122, doi. 10.1093/carcin/bgm147
- By:
- Publication type:
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11
Discussion of 'Post selection shrinkage estimation for high-dimensional data analysis'.
- Published in:
- Applied Stochastic Models in Business & Industry, 2017, v. 33, n. 2, p. 121, doi. 10.1002/asmb.2224
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- Publication type:
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12
Semi-parametric tensor factor analysis by iteratively projected singular value decomposition.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2024, v. 86, n. 3, p. 793, doi. 10.1093/jrsssb/qkae001
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- Publication type:
- Article
13
SIMPLE: Statistical inference on membership profiles in large networks.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2022, v. 84, n. 2, p. 630, doi. 10.1111/rssb.12505
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- Publication type:
- Article
14
Estimation of the false discovery proportion with unknown dependence.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2017, v. 79, n. 4, p. 1143, doi. 10.1111/rssb.12204
- By:
- Publication type:
- Article
15
High dimensional semiparametric latent graphical model for mixed data.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2017, v. 79, n. 2, p. 405, doi. 10.1111/rssb.12168
- By:
- Publication type:
- Article
16
Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2017, v. 79, n. 1, p. 247, doi. 10.1111/rssb.12166
- By:
- Publication type:
- Article
17
Sparsifying the Fisher linear discriminant by rotation.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2015, v. 77, n. 4, p. 827, doi. 10.1111/rssb.12092
- By:
- Publication type:
- Article
18
Large covariance estimation by thresholding principal orthogonal complements.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2013, v. 75, n. 4, p. 603, doi. 10.1111/rssb.12016
- By:
- Publication type:
- Article
19
A road to classification in high dimensional space: the regularized optimal affine discriminant.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2012, v. 74, n. 4, p. 745, doi. 10.1111/j.1467-9868.2012.01029.x
- By:
- Publication type:
- Article
20
Variance estimation using refitted cross-validation in ultrahigh dimensional regression.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2012, v. 74, n. 1, p. 37, doi. 10.1111/j.1467-9868.2011.01005.x
- By:
- Publication type:
- Article
21
Penalized composite quasi-likelihood for ultrahigh dimensional variable selection.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2011, v. 73, n. 3, p. 325, doi. 10.1111/j.1467-9868.2010.00764.x
- By:
- Publication type:
- Article
22
Sure independence screening for ultrahigh dimensional feature space.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2008, v. 70, n. 5, p. 849, doi. 10.1111/j.1467-9868.2008.00674.x
- By:
- Publication type:
- Article
23
Modelling multivariate volatilities via conditionally uncorrelated components.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2008, v. 70, n. 4, p. 679, doi. 10.1111/j.1467-9868.2008.00654.x
- By:
- Publication type:
- Article
24
Partially linear hazard regression with varying coefficients for multivariate survival data.
- Published in:
- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2008, v. 70, n. 1, p. 141, doi. 10.1111/j.1467-9868.2007.00630.x
- By:
- Publication type:
- Article
25
Can a Machine Correct Option Pricing Models?
- Published in:
- Journal of Business & Economic Statistics, 2023, v. 41, n. 3, p. 995, doi. 10.1080/07350015.2022.2099871
- By:
- Publication type:
- Article
26
Optimal Covariate Balancing Conditions in Propensity Score Estimation.
- Published in:
- Journal of Business & Economic Statistics, 2023, v. 41, n. 1, p. 97, doi. 10.1080/07350015.2021.2002159
- By:
- Publication type:
- Article
27
Special Issue on Big Data.
- Published in:
- Journal of Business & Economic Statistics, 2016, v. 34, n. 4, p. 487, doi. 10.1080/07350015.2016.1197681
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- Publication type:
- Article
28
What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?
- Published in:
- Journal of Business & Economic Statistics, 2016, v. 34, n. 4, p. 519, doi. 10.1080/07350015.2016.1152968
- By:
- Publication type:
- Article
29
Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data.
- Published in:
- Journal of Business & Economic Statistics, 2016, v. 34, n. 4, p. 489, doi. 10.1080/07350015.2015.1052458
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- Publication type:
- Article
30
Rejoinder.
- Published in:
- Journal of Business & Economic Statistics, 2014, v. 32, n. 2, p. 204, doi. 10.1080/07350015.2014.898448
- By:
- Publication type:
- Article
31
Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods.
- Published in:
- Journal of Business & Economic Statistics, 2014, v. 32, n. 2, p. 178, doi. 10.1080/07350015.2013.840239
- By:
- Publication type:
- Article
32
Ranking Inferences Based on the Top Choice of Multiway Comparisons.
- Published in:
- Journal of the American Statistical Association, 2025, v. 120, n. 549, p. 237, doi. 10.1080/01621459.2024.2316364
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- Publication type:
- Article
33
Factor Augmented Sparse Throughput Deep ReLU Neural Networks for High Dimensional Regression.
- Published in:
- Journal of the American Statistical Association, 2024, v. 119, n. 548, p. 2680, doi. 10.1080/01621459.2023.2271605
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- Publication type:
- Article
34
Are Latent Factor Regression and Sparse Regression Adequate?
- Published in:
- Journal of the American Statistical Association, 2024, v. 119, n. 546, p. 1076, doi. 10.1080/01621459.2023.2169700
- By:
- Publication type:
- Article
35
Policy Optimization Using Semiparametric Models for Dynamic Pricing.
- Published in:
- Journal of the American Statistical Association, 2024, v. 119, n. 545, p. 552, doi. 10.1080/01621459.2022.2128359
- By:
- Publication type:
- Article
36
Understanding Implicit Regularization in Over-Parameterized Single Index Model.
- Published in:
- Journal of the American Statistical Association, 2023, v. 118, n. 544, p. 2315, doi. 10.1080/01621459.2022.2044824
- By:
- Publication type:
- Article
37
Statistical Inference for High-Dimensional Matrix-Variate Factor Models.
- Published in:
- Journal of the American Statistical Association, 2023, v. 118, n. 542, p. 1038, doi. 10.1080/01621459.2021.1970569
- By:
- Publication type:
- Article
38
Communication-Efficient Accurate Statistical Estimation.
- Published in:
- Journal of the American Statistical Association, 2023, v. 118, n. 542, p. 1000, doi. 10.1080/01621459.2021.1969238
- By:
- Publication type:
- Article
39
Convex and Nonconvex Optimization Are Both Minimax-Optimal for Noisy Blind Deconvolution Under Random Designs.
- Published in:
- Journal of the American Statistical Association, 2023, v. 118, n. 542, p. 858, doi. 10.1080/01621459.2021.1956501
- By:
- Publication type:
- Article
40
Rejoinder.
- Published in:
- Journal of the American Statistical Association, 2022, v. 117, n. 539, p. 1066, doi. 10.1080/01621459.2022.2101797
- By:
- Publication type:
- Article
41
Measuring Housing Vitality from Multi-Source Big Data and Machine Learning.
- Published in:
- Journal of the American Statistical Association, 2022, v. 117, n. 539, p. 1045, doi. 10.1080/01621459.2022.2096038
- By:
- Publication type:
- Article
42
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction.
- Published in:
- Journal of the American Statistical Association, 2022, v. 117, n. 538, p. 574, doi. 10.1080/01621459.2021.2004895
- By:
- Publication type:
- Article
43
Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes.
- Published in:
- Journal of the American Statistical Association, 2022, v. 117, n. 538, p. 996, doi. 10.1080/01621459.2020.1840990
- By:
- Publication type:
- Article
44
Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors.
- Published in:
- Journal of the American Statistical Association, 2022, v. 117, n. 538, p. 909, doi. 10.1080/01621459.2020.1831927
- By:
- Publication type:
- Article
45
Estimating Number of Factors by Adjusted Eigenvalues Thresholding.
- Published in:
- Journal of the American Statistical Association, 2022, v. 117, n. 538, p. 852, doi. 10.1080/01621459.2020.1825448
- By:
- Publication type:
- Article
46
The Interplay of Demographic Variables and Social Distancing Scores in Deep Prediction of U.S. COVID-19 Cases.
- Published in:
- Journal of the American Statistical Association, 2021, v. 116, n. 534, p. 492, doi. 10.1080/01621459.2021.1901717
- By:
- Publication type:
- Article
47
Comment on "A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression".
- Published in:
- Journal of the American Statistical Association, 2020, v. 115, n. 532, p. 1720, doi. 10.1080/01621459.2020.1837138
- By:
- Publication type:
- Article
48
Adaptive Huber Regression.
- Published in:
- Journal of the American Statistical Association, 2020, v. 115, n. 529, p. 254, doi. 10.1080/01621459.2018.1543124
- By:
- Publication type:
- Article
49
FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control.
- Published in:
- Journal of the American Statistical Association, 2019, v. 114, n. 528, p. 1880, doi. 10.1080/01621459.2018.1527700
- By:
- Publication type:
- Article
50
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model.
- Published in:
- Journal of the American Statistical Association, 2018, v. 113, n. 523, p. 1268, doi. 10.1080/01621459.2017.1340888
- By:
- Publication type:
- Article