Jianqing Fan | Academic Influence

Jianqing Fan's AcademicInfluence.com Rankings

Jianqing Fan

Economics

#713

World Rank

#859

Historical Rank

Econometrics

#19

World Rank

#20

Historical Rank

economics Degrees

Jianqing Fan

Mathematics

#931

World Rank

#1626

Historical Rank

Statistics

#63

World Rank

#89

Historical Rank

mathematics Degrees

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Economics
Mathematics

Jianqing Fan's Degrees

PhD Statistics University of California, Berkeley
Masters Statistics University of California, Berkeley
Bachelors Mathematics Fudan University

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Why Is Jianqing Fan Influential?

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According to Wikipedia, Jianqing Fan is a statistician, financial econometrician, and data scientist. He is currently the Frederick L. Moore '18 Professor of Finance, Professor of Operations Research and Financial Engineering, Professor of Statistics and Machine Learning, and a former Chairman of Department of Operations Research and Financial Engineering and a former director of Committee of Statistical Studies at Princeton University, where he directs both statistics lab and financial econometrics lab since 2008.

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Jianqing Fan's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties (2001) (8004)
Local polynomial modelling and its applications (1994) (3854)
Sure independence screening for ultrahigh dimensional feature space (2006) (2280)
Design-adaptive Nonparametric Regression (1992) (1328)
Local Polynomial Modeling and Its Applications (1998) (1119)
Challenges of Big Data Analysis. (2013) (1054)
Nonconcave penalized likelihood with a diverging number of parameters (2004) (963)
On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems (1991) (944)
Local Linear Regression Smoothers and Their Minimax Efficiencies (1993) (929)
A Selective Overview of Variable Selection in High Dimensional Feature Space. (2009) (867)
Generalized Partially Linear Single-Index Models (1997) (842)
Large covariance estimation by thresholding principal orthogonal complements (2011) (703)
Statistical Estimation in Varying-Coefficient Models (1999) (686)
Local Polynomial Modelling and Its Applications: Monographs on Statistics and Applied Probability 66 (1996) (673)
Generalized likelihood ratio statistics and Wilks phenomenon (2001) (663)
Profile likelihood inferences on semiparametric varying-coefficient partially linear models (2005) (661)
Variable Bandwidth and Local Linear Regression Smoothers (1992) (624)
High dimensional covariance matrix estimation using a factor model (2007) (621)
Data‐Driven Bandwidth Selection in Local Polynomial Fitting: Variable Bandwidth and Spatial Adaptation (1995) (616)
Sure independence screening in generalized linear models with NP-dimensionality (2009) (604)
Functional-Coefficient Regression Models for Nonlinear Time Series (2000) (604)
Variable Selection for Cox's proportional Hazards Model and Frailty Model (2002) (577)
Nonlinear Time Series: Nonparametric and Parametric Methods (2005) (571)
Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation. (2007) (563)
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models (2009) (536)
High Dimensional Classification Using Features Annealed Independence Rules. (2007) (536)
Regularization of Wavelet Approximations (2001) (505)
Efficient Estimation of Conditional Variance Functions in Stochastic Regression (1998) (500)
Efficient Estimation and Inferences for Varying-Coefficient Models (2000) (476)
The MicroArray Quality Control (MAQC)-II study of common practices for the development and validation of microarray-based predictive models (2010) (456)
New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis (2004) (438)
Statistical Methods with Varying Coefficient Models. (2008) (426)
Ultrahigh Dimensional Feature Selection: Beyond The Linear Model (2009) (418)
Smoothing spline models for the analysis of nested and crossed samples of curves. Commentaries. Authors' reply (1998) (411)
Local polynomial kernel regression for generalized linear models and quasi-likelihood functions (1995) (401)
Nonconcave Penalized Likelihood With NP-Dimensionality (2009) (379)
Statistical Challenges with High Dimensionality: Feature Selection in Knowledge Discovery (2006) (378)
Nonparametric regression with errors in variables (1993) (374)
NETWORK EXPLORATION VIA THE ADAPTIVE LASSO AND SCAD PENALTIES. (2009) (368)
High Dimensional Covariance Matrix Estimation in Approximate Factor Models (2011) (338)
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems (1996) (333)
Test of Significance Based on Wavelet Thresholding and Neyman's Truncation (1996) (332)
Robust principal component analysis for functional data (1999) (322)
Nonlinear Time Series (2003) (312)
On automatic boundary corrections (1997) (296)
An Overview of the Estimation of Large Covariance and Precision Matrices (2015) (293)
Vast Portfolio Selection With Gross-Exposure Constraints (2012) (280)
STRONG ORACLE OPTIMALITY OF FOLDED CONCAVE PENALIZED ESTIMATION. (2012) (278)
Variance estimation using refitted cross‐validation in ultrahigh dimensional regression (2010) (271)
High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data (2010) (250)
Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function (2007) (249)
Test of Significance When Data Are Curves (1998) (247)
Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models (2000) (236)
Adaptive varying‐coefficient linear models (2000) (232)
Direct estimation of low-dimensional components in additive models (1998) (227)
Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data (2006) (218)
High-Dimensional Statistics (2014) (217)
Estimating False Discovery Proportion Under Arbitrary Covariance Dependence (2010) (211)
Robust Non-parametric Function Estimation (1994) (209)
Sparse High Dimensional Models in Economics. (2011) (205)
Regularization in statistics (2006) (201)
Local polynomial estimation of regression functions for mixing processes (1994) (197)
Quantile autoregression. Commentary (2006) (195)
Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval (2018) (189)
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models (2013) (189)
Penalized composite quasi‐likelihood for ultrahigh dimensional variable selection (2009) (188)
A road to classification in high dimensional space: the regularized optimal affine discriminant (2010) (188)
ENTRYWISE EIGENVECTOR ANALYSIS OF RANDOM MATRICES WITH LOW EXPECTED RANK. (2017) (185)
Adaptive Huber Regression (2017) (177)
The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency (2011) (176)
Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions (2017) (174)
Comments on «Wavelets in statistics: A review» by A. Antoniadis (1997) (173)
ADAPTIVE ROBUST VARIABLE SELECTION. (2012) (172)
Censored Regression - Local Linear-approximations and Their Applications (1994) (172)
A Reexamination of Diffusion Estimators With Applications to Financial Model Validation (2003) (169)
Wavelet deconvolution (2002) (169)
Nonparametric Inferences for Additive Models (2005) (163)
Deconvolution with supersmooth distributions (1992) (158)
Distributions of angles in random packing on spheres (2013) (156)
Local likelihood and local partial likelihood in hazard regression (1997) (155)
High-dimensional variable selection for Cox's proportional hazards model (2010) (148)
Asymptotics of empirical eigenstructure for high dimensional spiked covariance. (2017) (142)
A crossvalidation method for estimating conditional densities (2004) (141)
Goodness-of-Fit Tests for Parametric Regression Models (2001) (140)
Fast Implementations of Nonparametric Curve Estimators (1994) (139)
Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection (2010) (137)
REGULARIZATION FOR COX'S PROPORTIONAL HAZARDS MODEL WITH NP-DIMENSIONALITY. (2010) (132)
PROJECTED PRINCIPAL COMPONENT ANALYSIS IN FACTOR MODELS. (2014) (131)
Global Behavior of Deconvolution Kernel Estimates (1989) (128)
ASYMPTOTIC NORMALITY FOR DECONVOLVING KERNEL DENSITY ESTIMATORS (1989) (127)
Power Enhancement in High Dimensional Cross-Sectional Tests (2013) (121)
Distributed estimation of principal eigenspaces. (2017) (118)
DISTRIBUTED TESTING AND ESTIMATION UNDER SPARSE HIGH DIMENSIONAL MODELS. (2018) (116)
Local partial-likelihood estimation for lifetime data (2006) (115)
Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods (2014) (114)
Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency (1997) (108)
An l∞ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation (2018) (106)
COMMENTS ON « WAVELETS IN STATISTICS : A REVIEW (2009) (106)
Variable selection for multivariate failure time data. (2005) (105)
Nonparametric inference with generalized likelihood ratio tests (2007) (103)
Conditional Sure Independence Screening (2012) (102)
A study of variable bandwidth selection for local polynomial regression (1996) (102)
Time-dependent Diffusion Models for Term Structure Dynamics and the Stock Price Volatility (2003) (101)
Evidence-Based Assessment of Genes in Dilated Cardiomyopathy (2020) (101)
High dimensional semiparametric latent graphical model for mixed data (2014) (100)
On the estimation of quadratic functionals (1991) (98)
Adaptively Local One-Dimensional Subproblems with Application to a Deconvolution Problem (1993) (97)
Spectral Method and Regularized MLE Are Both Optimal for Top-$K$ Ranking (2017) (93)
Inference and uncertainty quantification for noisy matrix completion (2019) (91)
Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization (2019) (90)
Endogeneity in High Dimensions. (2012) (90)
A Selective Overview of Deep Learning (2019) (88)
Semiparametric Estimation of Covariance Matrixes for Longitudinal Data (2008) (88)
Nonparametric Transition-Based Tests for Jump-Diffusions (2005) (87)
I-LAMM FOR SPARSE LEARNING: SIMULTANEOUS CONTROL OF ALGORITHMIC COMPLEXITY AND STATISTICAL ERROR. (2015) (87)
Semilinear High-Dimensional Model for Normalization of Microarray Data (2005) (85)
Incorporating Global Industrial Classification Standard into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator with High Frequency Data (2015) (85)
To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied? (2006) (85)
Homogeneity Pursuit (2015) (82)
Spatially Varying Coefficient Model for Neuroimaging Data With Jump Discontinuities (2013) (79)
LARGE COVARIANCE ESTIMATION THROUGH ELLIPTICAL FACTOR MODELS. (2015) (79)
Automatic Local Smoothing for Spectral Density Estimation (1998) (78)
A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem (2009) (77)
Adaptive Order Polynomial Fitting: Bandwidth Robustification and Bias Reduction (1995) (77)
Spectral Methods for Data Science: A Statistical Perspective (2020) (74)
Spot volatility estimation for high-frequency data ∗ (2008) (74)
Distributed Estimation and Inference with Statistical Guarantees (2015) (74)
Statistical Foundations of Data Science (2020) (74)
Sieve empirical likelihood ratio tests for nonparametric functions (2004) (73)
Semiparametric estimation of Value at Risk (2003) (71)
Rejoinder: A selective overview of nonparametric methods in financial econometrics (2004) (69)
Asset Allocation and Risk Assessment with Gross Exposure Constraints for Vast Portfolios (2008) (68)
Communication-Efficient Accurate Statistical Estimation (2019) (67)
Best Possible Constant for Bandwidth Selection (1992) (66)
Estimation of the false discovery proportion with unknown dependence (2013) (65)
Variable Selection via Penalized Likelihood (1999) (65)
Modelling multivariate volatilities via conditionally uncorrelated components (2005) (64)
Partially Linear Hazard Regression for Multivariate Survival Data (2007) (64)
Multivariate regression estimation with errors-in-variables: asymptotic normality for mixing processes (1992) (63)
Robust estimation of high-dimensional covariance and precision matrices. (2018) (60)
A SHRINKAGE PRINCIPLE FOR HEAVY-TAILED DATA: HIGH-DIMENSIONAL ROBUST LOW-RANK MATRIX RECOVERY. (2016) (59)
Sufficient Forecasting Using Factor Models (2014) (59)
Generalised likelihood ratio tests for spectral density (2004) (59)
Hazard models with varying coefficients for multivariate failure time data (2007) (59)
Multiplex Immunoassay for Lyme Disease Using VlsE1-IgG and pepC10-IgM Antibodies: Improving Test Performance through Bioinformatics (2011) (59)
A Computational Approach to the Functional Clustering of Periodic Gene-Expression Profiles (2008) (58)
Varying-coefficient functional linear regression (2010) (57)
Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci (2009) (56)
Ultrahigh Dimensional Variable Selection: beyond the linear model (2008) (56)
SOME PROBLEMS ON THE ESTIMATION OF UNIMODAL DENSITIES (1996) (56)
A NEW PERSPECTIVE ON ROBUST M-ESTIMATION: FINITE SAMPLE THEORY AND APPLICATIONS TO DEPENDENCE-ADJUSTED MULTIPLE TESTING. (2017) (53)
Principal Component Analysis for Big Data (2018) (51)
On local smoothing of nonparametric curve estimators (1996) (50)
Partially linear hazard regression with varying coefficients for multivariate survival data (2008) (50)
Local polynomial fitting: A standard for nonparametric regression (1993) (49)
Chinese water-pipe smoking and the risk of COPD. (2014) (49)
MULTIPLE TESTING VIA FDR FOR LARGE SCALE IMAGING DATA. (2011) (48)
Improving Covariate Balancing Propensity Score : A Doubly Robust and Efficient Approach ∗ (2016) (47)
An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application (2016) (47)
Statistical Analysis of DNA Microarray Data in Cancer Research (2006) (46)
Removing intensity effects and identifying significant genes for Affymetrix arrays in macrophage migration inhibitory factor-suppressed neuroblastoma cells. (2005) (46)
Robust Covariance Estimation for Approximate Factor Models. (2016) (46)
COVARIANCE ASSISTED SCREENING AND ESTIMATION. (2012) (45)
Factor-Adjusted Regularized Model Selection (2016) (45)
Statistical analysis of big data on pharmacogenomics. (2013) (44)
Estimation of the Continuous and Discontinuous Leverage Effects (2015) (43)
Risks of Large Portfolios (2013) (43)
Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model (2017) (43)
Asymptotics of Empirical Eigen-structure for Ultra-high Dimensional Spiked Covariance Model (2015) (42)
Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation (2005) (42)
Sure Independence Screening (2018) (42)
FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (2017) (41)
Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data (2016) (41)
Generalized high-dimensional trace regression via nuclear norm regularization (2017) (41)
Feature Augmentation via Nonparametrics and Selection (FANS) in High-Dimensional Classification (2013) (40)
A SEMIPARAMETRIC MODEL FOR CLUSTER DATA. (2009) (40)
High-Dimensional Classification (2010) (39)
Estimating Number of Factors by Adjusted Eigenvalues Thresholding (2019) (38)
Regularization of Wavelets Approximations (2011) (38)
Bernstein's inequality for general Markov chains (2018) (35)
Robust high dimensional factor models with applications to statistical machine learning. (2018) (35)
Bridging Convex and Nonconvex Optimization in Robust PCA: Noise, Outliers, and Missing Data (2020) (34)
Asymmetry Helps: Eigenvalue and Eigenvector Analyses of Asymmetrically Perturbed Low-Rank Matrices (2018) (34)
ARE DISCOVERIES SPURIOUS? DISTRIBUTIONS OF MAXIMUM SPURIOUS CORRELATIONS AND THEIR APPLICATIONS. (2015) (33)
Comments on: ℓ1-penalization for mixture regression models (2010) (32)
Robust Estimation of High-Dimensional Mean Regression (2014) (32)
Prospects of Nonparametric Modeling (2000) (31)
Hoeffding's lemma for Markov Chains and its applications to statistical learning (2018) (31)
QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION. (2013) (31)
Multitask Quantile Regression Under the Transnormal Model (2016) (29)
Nonparametric estimation of quadratic regression functionals (1999) (29)
Adaptive varying co-efficient linear models (2003) (29)
Option Pricing With Model-Guided Nonparametric Methods (2009) (29)
Statistical Inference for High-Dimensional Matrix-Variate Factor Models (2020) (29)
The Elements of Financial Econometrics (2015) (29)
Local quasi-likelihood with a parametric guide. (2009) (28)
Sparsifying the Fisher linear discriminant by rotation (2014) (28)
Testing and Detecting Jumps Based on a Discretely Observed Process (2008) (27)
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (2019) (27)
Error Variance Estimation in Ultrahigh-Dimensional Additive Models (2018) (27)
On curve estimation by minimizing mean absolute deviation and its implications (1994) (27)
Geometric Understanding of Likelihood Ratio Statistics (1998) (26)
Local quasi-likelihood estimation with data missing at random (2006) (25)
Robust Measures of Earnings Surprises (2016) (23)
Selection and validation of normalization methods for c-DNA microarrays using within-array replications (2007) (23)
Minimax efficiency of local polynomial fit estimators at boundaries (1993) (23)
Dynamic nonparametric filtering with application to volatility estimation (2003) (23)
SIMPLE: Statistical inference on membership profiles in large networks (2019) (23)
Frontiers in Statistics (2006) (23)
Statistical Sparse Online Regression: A Diffusion Approximation Perspective (2018) (22)
Nonparametric tests of the Markov hypothesis in continuous-time models (2010) (22)
Embracing the Blessing of Dimensionality in Factor Models (2016) (22)
Variable Bandwidth and Local Linear Regression (1991) (22)
Average Regression Surface for Dependent Data (2000) (21)
Parametric Nonlinear Time Series Models (2003) (21)
Bias correction and higher order kernel functions (1992) (21)
Control of the False Discovery Rate Under Arbitrary Covariance Dependence (2010) (20)
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia (2016) (20)
Robust Low-Rank Matrix Recovery (2016) (20)
An 𝓁p theory of PCA and spectral clustering (2022) (20)
Semiparametric Tensor Factor Analysis by Iteratively Projected SVD (2020) (19)
What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk? (2015) (19)
Functional-coeÆcient Regression Models for Nonlinear Time Series (1999) (19)
Endogeneity in Ultrahigh Dimension (2012) (19)
Hoeffding's Inequality for General Markov Chains and Its Applications to Statistical Learning (2021) (19)
Asymptotic Theory of Eigenvectors for Large Random Matrices (2019) (18)
ESTIMATION OF FUNCTIONALS OF SPARSE COVARIANCE MATRICES. (2014) (18)
Sample-Efficient Reinforcement Learning for Linearly-Parameterized MDPs with a Generative Model (2021) (18)
A Projection-based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models. (2015) (18)
Approximating conditional density functions using dimension reduction (2009) (17)
Adaptive Huber Regression: Optimality and Phase Transition (2017) (17)
Large Dimensional Covariance Matrix Estimation Via a Factor Model (2006) (17)
The Efficacy of Pessimism in Asynchronous Q-Learning (2022) (16)
Local polynomial fitting (2012) (16)
Curse of Heterogeneity: Computational Barriers in Sparse Mixture Models and Phase Retrieval (2018) (16)
Homogeneity in Regression (2013) (15)
Sieve likelihood ratio statistics and Wilks phenomenon (1999) (15)
Regularization in statistics: Discussion (2006) (15)
Sparse High Dimensional Models in Economics (2010) (14)
Estimation in additive models with highly or nonhighly correlated covariates (2010) (14)
Guarding against Spurious Discoveries in High Dimensions (2015) (14)
Non- and Semi- Parametric Modeling in Survival Analysis (2009) (13)
Aggregation of Nonparametric Estimators for Volatility Matrix (2007) (13)
Tensor Methods for Additive Index Models under Discordance and Heterogeneity (2018) (13)
Model-Based Reinforcement Learning Is Minimax-Optimal for Offline Zero-Sum Markov Games (2022) (13)
Contemporary Multivariate Analysis and Design of Experiments: In Celebration of Professor Kai-Tai Fang's 65th Birthday (2005) (13)
Features of Big Data and sparsest solution in high confidence set (2014) (13)
Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data (2021) (12)
Nonparametric Function Estimation Involving Errors-in-Variables (1991) (12)
Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (2019) (12)
Penalized least squares estimation with weakly dependent data (2016) (12)
A remedy to regression estimators and nonparametric minimax efficiency (1990) (12)
Bridging Factor and Sparse Models (2021) (11)
A Conditional Dependence Measure with Applications to Undirected Graphical Models (2015) (11)
FARM-Test: Factor-Adjusted Robust Multiple Testing with False Discovery Control (2017) (11)
Generalized Varying-Coefficient Models (1999) (11)
Convex and Nonconvex Optimization Are Both Minimax-Optimal for Noisy Blind Deconvolution (2020) (11)
Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes (2019) (11)
Robust Pattern Guided Estimation of Large Covariance Matrix (2014) (11)
Testability of high-dimensional linear models with nonsparse structures. (2018) (11)
Community network auto-regression for high-dimensional time series (2020) (10)
Local linear smoothers in regression function estimation (1991) (10)
A wavelet method for unfolding sphere size distributions (2001) (10)
Frontiers in statistics: Dedicated to Peter John Bickel in honor of his 65th birthday (2006) (10)
Decorrelation of Covariates for High Dimensional Sparse Regression (2016) (10)
Regularity Properties for Sparse Regression (2013) (10)
Structured Volatility Matrix Estimation for Non-Synchronized High-Frequency Financial Data (2017) (10)
Non-Gaussian Quasi Maximum Likelihood Estimation of GARCH Models (2010) (10)
Nonparametric Transition-Based Tests for Jump Diffusions (2009) (9)
Density and Regression Smoothing (1995) (9)
A data-driven method for estimating conditional densities (2003) (9)
Contemporary multivariate analysis and design of experiments (2005) (9)
Optimal Covariate Balancing Conditions in Propensity Score Estimation (2021) (9)
PETER HALL'S CONTRIBUTIONS TO NONPARAMETRIC FUNCTION ESTIMATION AND MODELING (2016) (9)
Inference for Heteroskedastic PCA with Missing Data (2021) (9)
Optimal Subspace Estimation Using Overidentifying Vectors via Generalized Method of Moments (2018) (9)
Rates of convergence for the pre-asymptotic substitution bandwidth selector (1999) (9)
When is best subset selection the "best"? (2020) (9)
Variable bandwidth and one-step local M-estimator (2000) (9)
New Developments in Biostatistics and Bioinformatics (2009) (8)
Adaptively and Spatially Estimating the Hemodynamic Response Functions in fMRI (2011) (8)
Partial Consistency with Sparse Incidental Parameters. (2012) (8)
The Estimation of Continuous and Discontinuous Leverage Eects (2013) (8)
Parametrically guided generalised additive models with application to mergers and acquisitions data (2013) (8)
Heterogeneity adjustment with applications to graphical model inference. (2016) (8)
Largest entries of sample correlation matrices from equi-correlated normal populations (2019) (8)
Robust Factor Models with Explanatory Proxies (2016) (8)
MULTISCALE ADAPTIVE SMOOTHING MODELS FOR THE HEMODYNAMIC RESPONSE FUNCTION IN FMRI. (2013) (8)
Design-adaptive minimax local linear regression for longitudinal/clustered data (2008) (8)
The Interplay of Demographic Variables and Social Distancing Scores in Deep Prediction of U.S. COVID-19 Cases* (2021) (8)
NONPARAMETRIC ESTIMATION OF GENEWISE VARIANCE FOR MICROARRAY DATA. (2010) (8)
Skewing methods for two-parameter locally parametric density estimation (2000) (8)
Robust Inference of Risks of Large Portfolios. (2015) (8)
Measurement errors regression: A nonparametric approach (1990) (8)
Adaptation to high spatial inhomogeneity using wavelet methods (1999) (7)
Variable Screening in High-dimensional Feature Space (2007) (7)
Hypothesis testing for eigenspaces of covariance matrix (2020) (7)
Optimal estimation of functionals of high-dimensional mean and covariance matrix. (2019) (7)
Test of Signiicance When Data Are Curves (1998) (6)
Multi-Agent Inference in Social Networks: A Finite Population Learning Approach (2015) (6)
Understanding Implicit Regularization in Over-Parameterized Nonlinear Statistical Model (2020) (6)
Adaptive Huber Regression on Markov-dependent Data. (2019) (6)
AN OVERVIEW ON NONPARAMETRIC AND SEMIPARAMETRIC TECHNIQUES FOR LONGITUDINAL DATA (2006) (6)
Hypertrophic cardiomyopathy in a lupus patient: a case of hydroxychloroquine cardiotoxicity (2019) (6)
Policy Optimization Using Semiparametric Models for Dynamic Pricing (2021) (6)
High Dimensional Inference (2020) (6)
Adaptively local 1-dimensional subproblems (1989) (6)
Minimax kernels for nonparametric curve estimation (2000) (5)
Eecient Estimation and Inferences for Varying-coeecient Models (1999) (5)
Discussion:"A significance test for the lasso" (2014) (5)
Understanding Implicit Regularization in Over-Parameterized Single Index Model (2020) (5)
An introduction to financial econometrics (2004) (5)
Design adaptive nonparametric function estimation: A unified approach (1991) (5)
Regularity Properties of High-dimensional Covariate Matrices ∗ (2013) (5)
Spatial and design adaptation: Adaptive order polynomial approximation in function estimation (1992) (4)
Profile likelihood inferences on (2005) (4)
Special Issue on Big Data (2016) (4)
How do noise tails impact on deep ReLU networks? (2022) (4)
To how many simultaneous hypothesis tests can normal student ' s t or bootstrap calibrations (2009) (4)
Are Latent Factor Regression and Sparse Regression Adequate? (2022) (4)
Recent Developments on Factor Models and its Applications in Econometric Learning (2020) (4)
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction (2020) (4)
Recent Developments in Factor Models and Applications in Econometric Learning (2020) (4)
How Much Can Machines Learn Finance From Chinese Text Data? (2021) (4)
Supplement to " Covariate Assisted Screening and Estimation " Appendix A: Proof of Theorem 2.2 (2014) (3)
Bootstrapping $\ell_p$-Statistics in High Dimensions (2020) (3)
Simultaneous Estimation and Group Identification for Network Vector Autoregressive Model with Heterogeneous Nodes (2022) (3)
On Profile Likelihood: Comment (2000) (3)
Can a Machine Correct Option Pricing Models? (2021) (3)
Structural Deep Learning in Conditional Asset Pricing (2022) (3)
Generalized Likelihood Ratio Tests for Additive Models (2007) (3)
Issues on quantile autoregression ∗ (2006) (3)
An $\ell_p$ theory of PCA and spectral clustering. (2020) (3)
Comment: Feature Screening and Variable Selection via Iterative Ridge Regression (2020) (3)
Journal of the American Stastistical Association: Comment (2006) (3)
Data-analytic approaches to the estimation of Value-at-Risk (2003) (3)
Best subset selection is robust against design dependence (2020) (3)
Adaptive order local polynomial fitting (1996) (3)
Strategic Decision-Making in the Presence of Information Asymmetry: Provably Efficient RL with Algorithmic Instruments (2022) (3)
Modern Data Modeling: Cross-Fertilization of the Two Cultures (2021) (3)
Comments on "Smoothing Spline Models for the Analysis of Nested and Crosed Samples of Curves" (1998) (2)
Title Comments on " Smoothing Spline Models for the Analysis of Nested and Crosed Samples of Curves " Permalink (1998) (2)
Factor and Idiosyncratic VAR-Ito Volatility Models for Heavy-Tailed High-Frequency Financial Data (2021) (2)
Estimating measures of sensitivity of initial values to nonlinear stochastic systems with chaos (1993) (2)
Submitted to the Annals of Statistics MULTIPLE TESTING VIA FDR L FOR LARGE SCALE IMAGING DATA By (2010) (2)
An adaptive estimation of dimension reduction space - Discussion on the paper by Xia, Tong, Li and Zhu (2002) (2)
Local modeling: Density estimation and nonparametric regression (2015) (2)
Guarding from Spurious Discoveries in High Dimension (2015) (2)
Gaining efficiency via weighted estimators for multivariate failure time data (2009) (2)
LOCAL QUASI-LIKELIHOOD WITH A PARAMETRIC GUIDE1 (2009) (2)
Assessing Prediction Error of Nonparametric Regression and Classification under Bregman Divergence (2005) (2)
How and When are High-Frequency Stock Returns Predictable? (2022) (2)
Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning (2006) (2)
Selected works of Peter J. Bickel (2014) (2)
Minimax estimation of a bounded squared mean (1992) (2)
Approaches to High-Dimensional Covariance and Precision Matrix Estimations (2016) (2)
Adaptively local I-dimensional subproblems (1989) (2)
Generalized Varying-CoeÆcient Models (1999) (2)
Factor Augmented Sparse Throughput Deep ReLU Neural Networks for High Dimensional Regression (2022) (2)
Robust Matrix Completion with Heavy-tailed Noise (2022) (2)
Correction: Generalized likelihood ratio statistics and Wilks phenomenon (2002) (2)
IMS Collections Borrowing Strength : Theory Powering Applications – A Festschrift for (2010) (2)
Comment (2006) (1)
Factor-Augmented Regularized Model for Hazard Regression (2022) (1)
STRONG ORACLE OPTIMALITY OF FOLDED CONCAVE (2014) (1)
Semiparametric Estimation of Value-at-Risk 1 (2001) (1)
Deconvolution problems in time series (1990) (1)
Quasi Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods (2012) (1)
Communication Learning in Social Networks: Finite Population and the Rates (2012) (1)
Massive data clustering by multi-scale psychological observations (2021) (1)
SIMPLE-RC: Group Network Inference with Non-Sharp Nulls and Weak Signals (2022) (1)
ARMA Modeling and Forecasting (2003) (1)
New Inference Concepts for Analysing Complex Data (2004) (1)
Ranking Inferences Based on the Top Choice of Multiway Comparisons (2022) (1)
Distributed Sufficient Dimension Reduction for Heterogeneous Massive Data (2021) (1)
Spectral Density Estimation and Its Applications (2003) (1)
Projected Principal Component Analysis in Factor Models (2014) (1)
Consumption based CAPM (2017) (1)
Rejoinder for Gaining efficiency via weighted estimators for multivariate failure time data (2009) (1)
Feature Screening (2020) (1)
Prospect of Nonparametric Modeling (2011) (1)
On Estimation of Deep Nested CES Production Functions (2018) (1)
Estimating Large Covariance and Precision Matrices (2015) (1)
On the Provable Advantage of Unsupervised Pretraining (2023) (1)
Minimax Kernels for Nonparametric Estimation (1996) (1)
FarmTest: An R Package for Factor-Adjusted Robust Multiple Testing (2020) (1)
Measuring Housing Vitality from Multi-Source Big Data and Machine Learning (2022) (1)
Comments on: Dynamic relations for sparsely sampled Gaussian processes (2010) (1)
Large Panel Test of Factor Pricing Models (2013) (1)
Quality control circle in the continuous quality improvement campaign of the hospital (2014) (1)
Submitted to the Annals of Statistics ESTIMATION IN ADDITIVE MODELS WITH HIGHLY OR NON-HIGHLY CORRELATED COVARIATES (2009) (0)
Chapter 1 N on-and Semi-Parametric Modeling in Survival Analysis * (2009) (0)
Present-value Models (2017) (0)
Smoothing in Time Series (2003) (0)
Uncertainty Quantification of MLE for Entity Ranking with Covariates (2022) (0)
Title Test of Significance when data are curves Permalink (1998) (0)
Goodness-of-fit test for parametric models (1999) (0)
HOEFFDING ’ S LEMMA FOR GENERAL MARKOV CHAINS AND ITS APPLICATIONS TO STATISTICAL LEARNING By (2018) (0)
PROFILE-KERNEL LIKELIHOOD INFERENCE WITH DIVERGING NUMBER OF PARAMETERS 1 (2008) (0)
Covariance Learning and Factor Models (2020) (0)
Rejoinder (2014) (0)
Noisy Matrix Completion : Understanding the Stability of Convex Relaxation via Nonconvex Optimization (2019) (0)
Environment Invariant Linear Least Squares (2023) (0)
COMPONENTS IN ADDITIVE MODELS1 (2016) (0)
Comment (2000) (0)
Estimation of Functionals of (2014) (0)
A pr 2 01 9 Adaptive Huber Regression on Markov-dependent Data (2019) (0)
Covariance Regularization and Graphical Models (2020) (0)
Bernstein’s Inequalities for General Markov Chains (2020) (0)
Portfolio Allocation and Risk Assessment (2017) (0)
Robust Inference of Risks of Large Portfolios (2015) (0)
Discussion (2015) (0)
Discussion of ‘Post selection shrinkage estimation for high-dimensional data analysis’ (2017) (0)
Bayesian Factor-adjusted Sparse Regression. (2019) (0)
Automatic Local Smoothing for Spectral (1998) (0)
Elements of Local Modeling (1995) (0)
Penalized M-estimators (2020) (0)
Multivariate Time Series Analysis (2017) (0)
Construction, identification and application of fusion plasmid of brain-derived neurotrophic factor-green fluorescent protein (2009) (0)
Robust High-dimensional Tuning Free Multiple Testing (2022) (0)
Sieve likelihood ratio statistics and Wilks phenomenon - eScholarship (2011) (0)
Title Generalized Varying-Coefficient Models Permalink (1999) (0)
A Rotate-and-Solve Procedure for Classification (2013) (0)
Simultaneous Con(cid:12)dence Bands and Hypothesis Testing in Varying-CoeÆcient Models (1999) (0)
Low-Rank Principal Eigenmatrix Analysis (2019) (0)
Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” (2020) (0)
Heteroscedastic Volatility Models (2017) (0)
Measuring Housing Activeness from Multi-Source Big Data and Machine Learning (2021) (0)
Royal Economic Society Annual Conference 2008 Special Issue on Financial Econometrics (2009) (0)
Deep Neural Networks for Nonparametric Interaction Models with Diverging Dimension (2023) (0)
Penalized least squares estimation with weakly dependent data (2016) (0)
Mathematical modeling of the shape of corneas before and one month and one year after prk for myopia (1997) (0)
Nonparametric Density Estimation : A Piecewise Maximum Likelihood Approach (2008) (0)
Rejoinder on: Nonparametric inference with generalized likelihood ratio tests (2007) (0)
Factor Pricing Models (2017) (0)
Fast Implementations of Nonparametric (2016) (0)
A NOTE ON THE BOUNDED NORMAL MEAN PROBLEM (2007) (0)
Supplement to “ Endogeneity in High Dimensions ” (2013) (0)
Introduction to Penalized Least-Squares (2020) (0)
''Refitted Cross-Validation in Ultra High Dimensional Regression'' (2010) (0)
AN (cid:96) p THEORY OF PCA AND SPECTRAL CLUSTERING (2022) (0)
Appendix to “Multi-task Quantile Regression under the Transnormal Model” (2016) (0)
Supervised Learning (2020) (0)
The Isotonic Mechanism for Exponential Family Estimation (2023) (0)
When everyone misses on the same side: Debiased earnings surprises and stock returns (2015) (0)
Rejoinder (2014) (0)
Title Sieve likelihood ratio statistics and Wilks phenomenon (1999) (0)
Higher Moment Estimation for Elliptically-distributed Data: Is it Necessary to Use a Sledgehammer to Crack an Egg? (2018) (0)
Multi-Agent Inference in Social Networks : A Finite Population Approach (2013) (0)
Variable Selection via Penalized Likelihood (cid:3) (1999) (0)
A provable two-stage algorithm for penalized hazards regression (2021) (0)
Regularity Properties for Sparse Regression (2016) (0)
Title Geometric understanding of likelihood ratio statistics Permalink (1999) (0)
Maximum likelihood character of distributions (1987) (0)
A UNIQUE PRE-OPERATIVE EVALUATION: AN OVERLAP BETWEEN TAKOTSUBO SYNDROME AND LV NON-COMPACTION CARDIOMYOPATHY (2019) (0)
Factor GARCH-ITO Models for High-Frequency Data with Application to Large Volatility Matrix Prediction (2017) (0)
Unsupervised Learning (2020) (0)
One-step local quasi-likelihood estimation - eScholarship (2011) (0)
Keynote Speaker (2021) (0)
PeerMeta: A Framework of Financial Statement Fraud Detection Based on Peer Effects and Meta Learning (2023) (0)
Multiple and Nonparametric Regression (2020) (0)
Simultaneous Con den e Bands and HypothesisTesting in Varying-CoeÆ ient Models (2000) (0)
Introduction (2020) (0)
Outcomes of two different unbalanced segregations from a maternal t(4;10)(q33;p15.1) translocation (2023) (0)
High Frequency Covariance Estimates with Noisy and Asynchronous Financial Data (2010) (0)
Test of Significance When Data Are Curves - eScholarship (1998) (0)
Rejoinder (2005) (0)
Wavelet Deconvolution - eScholarship (2011) (0)
Rejoinder (2012) (0)
Characteristics of Time Series (2003) (0)
Title Regularization of Wavelets Approximations Permalink (2000) (0)
CANONICAL THRESHOLDING FOR NON-SPARSE HIGH-DIMENSIONAL LINEAR REGRESSION. (2020) (0)
Learning with asymmetry, high dimension and social networks (2012) (0)
Nonparametric tess of the Markov hypothesis in continuous-time models (2011) (0)
Case series: clinical outcomes of the transthyretin valine-to-isoleucine mutation in a brother–sister pair (2018) (0)
Model Sele tion for Multivariate Failure Time (2007) (0)
Meta analysis of risk factors for lung cancer in Fuyuan of Yunnan province (2012) (0)
Title Goodness-offit test for parametric models (1999) (0)
COVARIATE ASSISTED SCREENING AND ESTIMATION BY ZHENG (2014) (0)
Communication-Efficient Distributed Estimation and Inference for Cox's Model (2023) (0)
Applications of Factor Models and PCA (2020) (0)
The Journal of Econometrics 2012–2018 (2023) (0)
Penalized Least Squares: Properties (2020) (0)
lp-Statistics in High Dimensions (2020) (0)
Efficient Portfolios and Capital Asset Pricing Model (2017) (0)
Chapter 1 High-Dimensional Classification ∗ (2009) (0)
An Acyclic Phosphonate Prodrug of HPMPC is Effective Against VZV in Skin Organ Culture and Mice (2022) (0)
Generalized Linear Models and Penalized Likelihood (2020) (0)
Title Simultaneous Confidence Bands and Hypothesis testing in Varying-Coefficient Models Permalink (1999) (0)
Build Dependency Graphs using Projection [R package pgraph version 1.6] (2020) (0)
Sure Independence Screening [R package SIS version 0.8-8] (2020) (0)
Comment (2009) (0)

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