Jianqing Fan
Names
| first: |
Jianqing |
| last: |
Fan |
Identifer
Contact
Affiliations
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Princeton University
/ Department of Economics
/ Bendheim Center for Finance (weight: 50%)
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Princeton University
/ Department of Economics (weight: 50%)
Research profile
author of:
- Recent Developments in Factor Models and Applications in Econometric Learning (RePEc:anr:refeco:v:13:y:2021:p:401-430)
by Jianqing Fan & Kunpeng Li & Yuan Liao - Sparse High-Dimensional Models in Economics (RePEc:anr:reveco:v:3:y:2011:p:291-317)
by Jianqing Fan & Jinchi Lv & Lei Qi - Asset Allocation and Risk Assessment with Gross Exposure Constraints for Vast Portfolios (RePEc:arx:papers:0812.2604)
by Jianqing Fan & Jingjin Zhang & Ke Yu - Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection (RePEc:arx:papers:1004.4956)
by Jianqing Fan & Yingying Li & Ke Yu - Risks of Large Portfolios (RePEc:arx:papers:1302.0926)
by Jianqing Fan & Yuan Liao & Xiaofeng Shi - Robust Inference of Risks of Large Portfolios (RePEc:arx:papers:1501.02382)
by Jianqing Fan & Fang Han & Han Liu & Byron Vickers - Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia (RePEc:arx:papers:1603.07041)
by Jianqing Fan & Yuan Ke & Yuan Liao - Bootstrapping $\ell_p$-Statistics in High Dimensions (RePEc:arx:papers:2006.13099)
by Alexander Giessing & Jianqing Fan - Recent Developments on Factor Models and its Applications in Econometric Learning (RePEc:arx:papers:2009.10103)
by Jianqing Fan & Kunpeng Li & Yuan Liao - Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction (RePEc:arx:papers:2011.03996)
by Jianqing Fan & Ricardo P. Masini & Marcelo C. Medeiros - Bridging factor and sparse models (RePEc:arx:papers:2102.11341)
by Jianqing Fan & Ricardo Masini & Marcelo C. Medeiros - Policy Optimization Using Semi-parametric Models for Dynamic Pricing (RePEc:arx:papers:2109.06368)
by Jianqing Fan & Yongyi Guo & Mengxin Yu - The Isotonic Mechanism for Exponential Family Estimation (RePEc:arx:papers:2304.11160)
by Yuling Yan & Weijie J. Su & Jianqing Fan - When can weak latent factors be statistically inferred? (RePEc:arx:papers:2407.03616)
by Jianqing Fan & Yuling Yan & Yuheng Zheng - Conditional nonparametric variable screening by neural factor regression (RePEc:arx:papers:2408.10825)
by Jianqing Fan & Weining Wang & Yue Zhao - A selective overview of nonparametric methods in financial econometrics (RePEc:arx:papers:math/0411034)
by Jianqing Fan - Conditional nonparametric variable screening by neural factor regression (RePEc:azt:cemmap:17/24)
by Jianqing Fan & Weining Wang & Yue Zhao - Semilinear High-Dimensional Model for Normalization of Microarray Data: A Theoretical Analysis and Partial Consistency (RePEc:bes:jnlasa:v:100:y:2005:p:781-796)
by Fan, Jianqing & Peng, Heng & Huang, Tao - Rejoinder (RePEc:bes:jnlasa:v:100:y:2005:p:808-813)
by Fan, Jianqing & Peng, Heng & Huang, Tao & Ren, Yi - Nonparametric Inferences for Additive Models (RePEc:bes:jnlasa:v:100:y:2005:p:890-907)
by Fan, Jianqing & Jiang, Jiancheng - Comment (RePEc:bes:jnlasa:v:101:y:2006:p:991-994)
by Fan, Jianqing & Fan, Yingying - To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied? (RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1282-1288)
by Fan, Jianqing & Hall, Peter & Yao, Qiwei - Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data (RePEc:bes:jnlasa:v:102:y:2007:m:december:p:1349-1362)
by Fan, Jianqing & Wang, Yazhen - Partially Linear Hazard Regression for Multivariate Survival Data (RePEc:bes:jnlasa:v:102:y:2007:m:june:p:538-551)
by Cai, Jianwen & Fan, Jianqing & Jiang, Jiancheng & Zhou, Haibo - Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation (RePEc:bes:jnlasa:v:102:y:2007:m:june:p:618-631)
by Fan, Jianqing & Fan, Yingying & Jiang, Jiancheng - Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function (RePEc:bes:jnlasa:v:102:y:2007:m:june:p:632-641)
by Fan, Jianqing & Huang, Tao & Li, Runze - Semiparametric Estimation of Covariance Matrixes for Longitudinal Data (RePEc:bes:jnlasa:v:103:i:484:y:2008:p:1520-1533)
by Fan, Jianqing & Wu, Yichao - A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem (RePEc:bes:jnlasa:v:104:i:485:y:2009:p:348-359)
by Delaigle, Aurore & Fan, Jianqing & Carroll, Raymond J. - Comment (RePEc:bes:jnlasa:v:104:i:487:y:2009:p:1003-1007)
by Fan, Jianqing & Feng, Yang - Nonparametric Transition-Based Tests for Jump Diffusions (RePEc:bes:jnlasa:v:104:i:487:y:2009:p:1102-1116)
by Aït-Sahalia, Yacine & Fan, Jianqing & Peng, Heng - Option Pricing With Model-Guided Nonparametric Methods (RePEc:bes:jnlasa:v:104:i:488:y:2009:p:1351-1372)
by Fan, Jianqing & Mancini, Loriano - High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data (RePEc:bes:jnlasa:v:105:i:492:y:2010:p:1504-1517)
by Aït-Sahalia, Yacine & Fan, Jianqing & Xiu, Dacheng - Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models (RePEc:bes:jnlasa:v:106:i:494:y:2011:p:544-557)
by Fan, Jianqing & Feng, Yang & Song, Rui - Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties (RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1348-1360)
by Fan J. & Li R. - Goodness-of-Fit Tests for Parametric Regression Models (RePEc:bes:jnlasa:v:96:y:2001:m:june:p:640-652)
by Fan J. & Huang L-S. - Regularization of Wavelet Approximations (RePEc:bes:jnlasa:v:96:y:2001:m:september:p:939-967)
by Antoniadis A. & Fan J. - A Reexamination of Diffusion Estimators With Applications to Financial Model Validation (RePEc:bes:jnlasa:v:98:y:2003:p:118-134)
by Fan J. & Zhang C. - New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis (RePEc:bes:jnlasa:v:99:y:2004:p:710-723)
by Jianqing Fan & Runze Li - Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci (RePEc:bla:biomet:v:65:y:2009:i:4:p:1068-1077)
by John Stephen Yap & Jianqing Fan & Rongling Wu - Discussion (RePEc:bla:istatr:v:83:y:2015:i:1:p:65-68)
by Jianqing Fan & Wenyang Zhang - Robust Measures of Earnings Surprises (RePEc:bla:jfinan:v:74:y:2019:i:2:p:943-983)
by Chin‐Han Chiang & Wei Dai & Jianqing Fan & Harrison Hong & Jun Tu - Local maximum likelihood estimation and inference (RePEc:bla:jorssb:v:60:y:1998:i:3:p:591-608)
by J. Fan & M. Farmen & I. Gijbels - One‐step local quasi‐likelihood estimation (RePEc:bla:jorssb:v:61:y:1999:i:4:p:927-943)
by J. Fan & J. Chen - A class of weighted dependence measures for bivariate failure time data (RePEc:bla:jorssb:v:62:y:2000:i:1:p:181-190)
by J. Fan & R. L. Prentice & L. Hsu - Two‐step estimation of functional linear models with applications to longitudinal data (RePEc:bla:jorssb:v:62:y:2000:i:2:p:303-322)
by J. Fan & J.‐T. Zhang - Adaptive varying‐coefficient linear models (RePEc:bla:jorssb:v:65:y:2003:i:1:p:57-80)
by Jianqing Fan & Qiwei Yao & Zongwu Cai - Partially linear hazard regression with varying coefficients for multivariate survival data (RePEc:bla:jorssb:v:70:y:2008:i:1:p:141-158)
by Jianwen Cai & Jianqing Fan & Jiancheng Jiang & Haibo Zhou - Modelling multivariate volatilities via conditionally uncorrelated components (RePEc:bla:jorssb:v:70:y:2008:i:4:p:679-702)
by Jianqing Fan & Mingjin Wang & Qiwei Yao - Sure independence screening for ultrahigh dimensional feature space (RePEc:bla:jorssb:v:70:y:2008:i:5:p:849-911)
by Jianqing Fan & Jinchi Lv - Penalized composite quasi‐likelihood for ultrahigh dimensional variable selection (RePEc:bla:jorssb:v:73:y:2011:i:3:p:325-349)
by Jelena Bradic & Jianqing Fan & Weiwei Wang - Variance estimation using refitted cross‐validation in ultrahigh dimensional regression (RePEc:bla:jorssb:v:74:y:2012:i:1:p:37-65)
by Jianqing Fan & Shaojun Guo & Ning Hao - A road to classification in high dimensional space: the regularized optimal affine discriminant (RePEc:bla:jorssb:v:74:y:2012:i:4:p:745-771)
by Jianqing Fan & Yang Feng & Xin Tong - Large covariance estimation by thresholding principal orthogonal complements (RePEc:bla:jorssb:v:75:y:2013:i:4:p:603-680)
by Jianqing Fan & Yuan Liao & Martina Mincheva - Sparsifying the Fisher linear discriminant by rotation (RePEc:bla:jorssb:v:77:y:2015:i:4:p:827-851)
by Ning Hao & Bin Dong & Jianqing Fan - Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions (RePEc:bla:jorssb:v:79:y:2017:i:1:p:247-265)
by Jianqing Fan & Quefeng Li & Yuyan Wang - High dimensional semiparametric latent graphical model for mixed data (RePEc:bla:jorssb:v:79:y:2017:i:2:p:405-421)
by Jianqing Fan & Han Liu & Yang Ning & Hui Zou - Estimation of the false discovery proportion with unknown dependence (RePEc:bla:jorssb:v:79:y:2017:i:4:p:1143-1164)
by Jianqing Fan & Xu Han - SIMPLE: Statistical inference on membership profiles in large networks (RePEc:bla:jorssb:v:84:y:2022:i:2:p:630-653)
by Jianqing Fan & Yingying Fan & Xiao Han & Jinchi Lv - Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models (RePEc:bla:scjsta:v:27:y:2000:i:4:p:715-731)
by Jianqing Fan & Wenyang Zhang - The Elements of Financial Econometrics (RePEc:cup:cbooks:9781107191174)
by Fan,Jianqing & Yao,Qiwei - Semiparametric estimation of Value at Risk (RePEc:ect:emjrnl:v:6:y:2003:i:2:p:261-290)
by Jianqing Fan & Juan Gu - High dimensional covariance matrix estimation using a factor model (RePEc:eee:econom:v:147:y:2008:i:1:p:186-197)
by Fan, Jianqing & Fan, Yingying & Lv, Jinchi - Testing and detecting jumps based on a discretely observed process (RePEc:eee:econom:v:164:y:2011:i:2:p:331-344)
by Fan, Yingying & Fan, Jianqing - Risks of large portfolios (RePEc:eee:econom:v:186:y:2015:i:2:p:367-387)
by Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng - Robust inference of risks of large portfolios (RePEc:eee:econom:v:194:y:2016:i:2:p:298-308)
by Fan, Jianqing & Han, Fang & Liu, Han & Vickers, Byron - Sufficient forecasting using factor models (RePEc:eee:econom:v:201:y:2017:i:2:p:292-306)
by Fan, Jianqing & Xue, Lingzhou & Yao, Jiawei - Robust covariance estimation for approximate factor models (RePEc:eee:econom:v:208:y:2019:i:1:p:5-22)
by Fan, Jianqing & Wang, Weichen & Zhong, Yiqiao - Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (RePEc:eee:econom:v:208:y:2019:i:2:p:395-417)
by Kim, Donggyu & Fan, Jianqing - Structured volatility matrix estimation for non-synchronized high-frequency financial data (RePEc:eee:econom:v:209:y:2019:i:1:p:61-78)
by Fan, Jianqing & Kim, Donggyu - Generalized high-dimensional trace regression via nuclear norm regularization (RePEc:eee:econom:v:212:y:2019:i:1:p:177-202)
by Fan, Jianqing & Gong, Wenyan & Zhu, Ziwei - Factor-adjusted regularized model selection (RePEc:eee:econom:v:216:y:2020:i:1:p:71-85)
by Fan, Jianqing & Ke, Yuan & Wang, Kaizheng - A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models (RePEc:eee:econom:v:218:y:2020:i:1:p:119-139)
by Fan, Jianqing & Feng, Yang & Xia, Lucy - Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (RePEc:eee:econom:v:222:y:2021:i:1:p:269-294)
by Fan, Jianqing & Ke, Yuan & Liao, Yuan - Bayesian factor-adjusted sparse regression (RePEc:eee:econom:v:230:y:2022:i:1:p:3-19)
by Fan, Jianqing & Jiang, Bai & Sun, Qiang - The leverage effect puzzle: Disentangling sources of bias at high frequency (RePEc:eee:jfinec:v:109:y:2013:i:1:p:224-249)
by Aït-Sahalia, Yacine & Fan, Jianqing & Li, Yingying - Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes (RePEc:eee:jmvana:v:43:y:1992:i:2:p:237-271)
by Fan, Jianqing & Masry, Elias - Average Regression Surface for Dependent Data (RePEc:eee:jmvana:v:75:y:2000:i:1:p:112-142)
by Cai, Zongwu & Fan, Jianqing - Bias correction and higher order kernel functions (RePEc:eee:stapro:v:13:y:1992:i:3:p:235-243)
by Fan, Jianqing & Hu, Tien-Chung - Minimax estimation of a bounded squared mean (RePEc:eee:stapro:v:13:y:1992:i:5:p:383-390)
by Fan, Jianqing & Gijbels, Irène - Rates of convergence for the pre-asymptotic substitution bandwidth selector (RePEc:eee:stapro:v:43:y:1999:i:3:p:309-316)
by Fan, Jianqing & Huang, Li-Shan - Modelling multivariate volatilities via conditionally uncorrelated components (RePEc:ehl:lserod:22875)
by Fan, Jianqing & Wang, Mingjin & Yao, Qiwei - Sparsistency and rates of convergence in large covariance matrix estimation (RePEc:ehl:lserod:31540)
by Lam, Clifford & Fan, Jianqing - Profile-kernel likelihood inference with diverging number of parameters (RePEc:ehl:lserod:31548)
by Lam, Clifford & Fan, Jianqing - To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied (RePEc:ehl:lserod:5399)
by Fan, Jianqing & Hall, Peter & Yao, Qiwei - Adaptive varying co-efficient linear models (RePEc:ehl:lserod:5885)
by Fan, Jianqing & Yao, Qiwei & Cai, Zongwu - Functional-coefficient regression models for nonlinear time series (RePEc:ehl:lserod:6314)
by Cai, Zongwu & Fan, Jianqing & Yao, Qiwei - Efficient estimation of conditional variance functions in stochastic regression (RePEc:ehl:lserod:6635)
by Fan, Jianqing & Yao, Qiwei - Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems (RePEc:ehl:lserod:6704)
by Fan, Jianqing & Yao, Qiwei & Tong, Howell - Adaptive varying-coefficient linear models (RePEc:ehl:lserod:6865)
by Fan, Jianqing & Yao, Qiwei & Cai, Zongwu - How Much Can Machines Learn Finance from Chinese Text Data? (RePEc:inm:ormnsc:v:70:y:2024:i:12:p:8962-8987)
by Yang Zhou & Jianqing Fan & Lirong Xue - Model-Based Reinforcement Learning for Offline Zero-Sum Markov Games (RePEc:inm:oropre:v:72:y:2024:i:6:p:2430-2445)
by Yuling Yan & Gen Li & Yuxin Chen & Jianqing Fan - Implementation of generalized quantum measurements for unambiguous discrimination of multiple non-orthogonal coherent states (RePEc:nat:natcom:v:4:y:2013:i:1:d:10.1038_ncomms3028)
by F. E. Becerra & J. Fan & A. Migdall - Observation of optomechanical buckling transitions (RePEc:nat:natcom:v:8:y:2017:i:1:d:10.1038_ncomms14481)
by H. Xu & U. Kemiktarak & J. Fan & S. Ragole & J. Lawall & J. M. Taylor - The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency (RePEc:nbr:nberwo:17592)
by Yacine Ait-Sahalia & Jianqing Fan & Yingying Li - How and When are High-Frequency Stock Returns Predictable? (RePEc:nbr:nberwo:30366)
by Yacine Aït-Sahalia & Jianqing Fan & Lirong Xue & Yifeng Zhou - Robust estimation of high-dimensional covariance and precision matrices (RePEc:oup:biomet:v:105:y:2018:i:2:p:271-284.)
by Marco Avella-Medina & Heather S Battey & Jianqing Fan & Quefeng Li - Generalised likelihood ratio tests for spectral density (RePEc:oup:biomet:v:91:y:2004:i:1:p:195-209)
by Jianqing Fan - A crossvalidation method for estimating conditional densities (RePEc:oup:biomet:v:91:y:2004:i:4:p:819-834)
by Jianqing Fan & Tsz Ho Yim - Variable selection for multivariate failure time data (RePEc:oup:biomet:v:92:y:2005:i:2:p:303-316)
by Jianwen Cai & Jianqing Fan & Runze Li & Haibo Zhou - Aggregation of Nonparametric Estimators for Volatility Matrix (RePEc:oup:jfinec:v:5:y::i:3:p:321-357)
by Jianqing Fan & Yingying Fan & Jinchi Lv - Large covariance estimation by thresholding principal orthogonal complements (RePEc:pra:mprapa:38697)
by Fan, Jianqing & Liao, Yuan & Mincheva, Martina - Endogeneity in ultrahigh dimension (RePEc:pra:mprapa:38698)
by Fan, Jianqing & Liao, Yuan - Risks of large portfolios (RePEc:pra:mprapa:44206)
by Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng - Can a Machine Correct Option Pricing Models? (RePEc:pri:econom:2021-44)
by Caio Almeida & Jianqing Fan & Francesca Tang - Can a Machine Correct Option Pricing Models? (RePEc:pri:econom:2022-9)
by Caio Almeida & Jianqing Fan & Gustavo Freire & Francesca Tang - Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency (RePEc:spr:aistmt:v:49:y:1997:i:1:p:79-99)
by Jianqing Fan & Theo Gasser & Irène Gijbels & Michael Brockmann & Joachim Engel - Comments on «Wavelets in statistics: A review» by A. Antoniadis (RePEc:spr:stmapp:v:6:y:1997:i:2:p:131-138)
by Jianqing Fan - Regularization in statistics (RePEc:spr:testjl:v:15:y:2006:i:2:p:271-344)
by Peter Bickel & Bo Li & Alexandre Tsybakov & Sara Geer & Bin Yu & Teófilo Valdés & Carlos Rivero & Jianqing Fan & Aad Vaart - Nonparametric inference with generalized likelihood ratio tests (RePEc:spr:testjl:v:16:y:2007:i:3:p:409-444)
by Jianqing Fan & Jiancheng Jiang - Rejoinder on: Nonparametric inference with generalized likelihood ratio tests (RePEc:spr:testjl:v:16:y:2007:i:3:p:471-478)
by Jianqing Fan & Jiancheng Jiang - Comments on: Dynamic relations for sparsely sampled Gaussian processes (RePEc:spr:testjl:v:19:y:2010:i:1:p:37-42)
by Jianqing Fan & Jin-Ting Zhang & Wenyang Zhang - Comments on: ℓ 1 -penalization for mixture regression models (RePEc:spr:testjl:v:19:y:2010:i:2:p:264-269)
by Jianqing Fan & Jinchi Lv - Robust principal component analysis for functional data (RePEc:spr:testjl:v:8:y:1999:i:1:p:1-73)
by 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 - Parametrically guided generalised additive models with application to mergers and acquisitions data (RePEc:taf:gnstxx:v:25:y:2013:i:1:p:109-128)
by Jianqing Fan & Arnab Maity & Yihui Wang & Yichao Wu - Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection (RePEc:taf:jnlasa:v:107:y:2012:i:497:p:412-428)
by Jianqing Fan & Yingying Li & Ke Yu - Vast Portfolio Selection With Gross-Exposure Constraints (RePEc:taf:jnlasa:v:107:y:2012:i:498:p:592-606)
by Jianqing Fan & Jingjin Zhang & Ke Yu - Spatially Varying Coefficient Model for Neuroimaging Data With Jump Discontinuities (RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1084-1098)
by Hongtu Zhu & Jianqing Fan & Linglong Kong - Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models (RePEc:taf:jnlasa:v:109:y:2014:i:507:p:1270-1284)
by Jianqing Fan & Yunbei Ma & Wei Dai - Multi-Agent Inference in Social Networks: A Finite Population Learning Approach (RePEc:taf:jnlasa:v:110:y:2015:i:509:p:149-158)
by Jianqing Fan & Xin Tong & Yao Zeng - Homogeneity Pursuit (RePEc:taf:jnlasa:v:110:y:2015:i:509:p:175-194)
by Zheng Tracy Ke & Jianqing Fan & Yichao Wu - Feature Augmentation via Nonparametrics and Selection (FANS) in High-Dimensional Classification (RePEc:taf:jnlasa:v:111:y:2016:i:513:p:275-287)
by Jianqing Fan & Yang Feng & Jiancheng Jiang & Xin Tong - Conditional Sure Independence Screening (RePEc:taf:jnlasa:v:111:y:2016:i:515:p:1266-1277)
by Emre Barut & Jianqing Fan & Anneleen Verhasselt - Multitask Quantile Regression Under the Transnormal Model (RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1726-1735)
by Jianqing Fan & Lingzhou Xue & Hui Zou - Estimation of the Continuous and Discontinuous Leverage Effects (RePEc:taf:jnlasa:v:112:y:2017:i:520:p:1744-1758)
by Yacine Aït-Sahalia & Jianqing Fan & Roger J. A. Laeven & Christina Dan Wang & Xiye Yang - Error Variance Estimation in Ultrahigh-Dimensional Additive Models (RePEc:taf:jnlasa:v:113:y:2018:i:521:p:315-327)
by Zhao Chen & Jianqing Fan & Runze Li - Embracing the Blessing of Dimensionality in Factor Models (RePEc:taf:jnlasa:v:113:y:2018:i:521:p:380-389)
by Quefeng Li & Guang Cheng & Jianqing Fan & Yuyan Wang - Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model (RePEc:taf:jnlasa:v:113:y:2018:i:523:p:1268-1283)
by Jianqing Fan & Donggyu Kim - FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (RePEc:taf:jnlasa:v:114:y:2019:i:528:p:1880-1893)
by Jianqing Fan & Yuan Ke & Qiang Sun & Wen-Xin Zhou - Adaptive Huber Regression (RePEc:taf:jnlasa:v:115:y:2020:i:529:p:254-265)
by Qiang Sun & Wen-Xin Zhou & Jianqing Fan - Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” (RePEc:taf:jnlasa:v:115:y:2020:i:532:p:1720-1725)
by Jianqing Fan & Cong Ma & Kaizheng Wang - The Interplay of Demographic Variables and Social Distancing Scores in Deep Prediction of U.S. COVID-19 Cases (RePEc:taf:jnlasa:v:116:y:2021:i:534:p:492-506)
by Francesca Tang & Yang Feng & Hamza Chiheb & Jianqing Fan - Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction (RePEc:taf:jnlasa:v:117:y:2022:i:538:p:574-590)
by Jianqing Fan & Ricardo Masini & Marcelo C. Medeiros - Estimating Number of Factors by Adjusted Eigenvalues Thresholding (RePEc:taf:jnlasa:v:117:y:2022:i:538:p:852-861)
by Jianqing Fan & Jianhua Guo & Shurong Zheng - Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (RePEc:taf:jnlasa:v:117:y:2022:i:538:p:909-924)
by Jianqing Fan & Yuan Liao - Asymptotic Theory of Eigenvectors for Random Matrices With Diverging Spikes (RePEc:taf:jnlasa:v:117:y:2022:i:538:p:996-1009)
by Jianqing Fan & Yingying Fan & Xiao Han & Jinchi Lv - Measuring Housing Vitality from Multi-Source Big Data and Machine Learning (RePEc:taf:jnlasa:v:117:y:2022:i:539:p:1045-1059)
by Yang Zhou & Lirong Xue & Zhengyu Shi & Libo Wu & Jianqing Fan - Rejoinder (RePEc:taf:jnlasa:v:117:y:2022:i:539:p:1066-1067)
by Yang Zhou & Lirong Xue & Zhengyu Shi & Libo Wu & Jianqing Fan - Communication-Efficient Accurate Statistical Estimation (RePEc:taf:jnlasa:v:118:y:2023:i:542:p:1000-1010)
by Jianqing Fan & Yongyi Guo & Kaizheng Wang - Statistical Inference for High-Dimensional Matrix-Variate Factor Models (RePEc:taf:jnlasa:v:118:y:2023:i:542:p:1038-1055)
by Elynn Y. Chen & Jianqing Fan - Convex and Nonconvex Optimization Are Both Minimax-Optimal for Noisy Blind Deconvolution Under Random Designs (RePEc:taf:jnlasa:v:118:y:2023:i:542:p:858-868)
by Yuxin Chen & Jianqing Fan & Bingyan Wang & Yuling Yan - Understanding Implicit Regularization in Over-Parameterized Single Index Model (RePEc:taf:jnlasa:v:118:y:2023:i:544:p:2315-2328)
by Jianqing Fan & Zhuoran Yang & Mengxin Yu - Policy Optimization Using Semiparametric Models for Dynamic Pricing (RePEc:taf:jnlasa:v:119:y:2024:i:545:p:552-564)
by Jianqing Fan & Yongyi Guo & Mengxin Yu - Are Latent Factor Regression and Sparse Regression Adequate? (RePEc:taf:jnlasa:v:119:y:2024:i:546:p:1076-1088)
by Jianqing Fan & Zhipeng Lou & Mengxin Yu - Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods (RePEc:taf:jnlbes:v:32:y:2014:i:2:p:178-191)
by Jianqing Fan & Lei Qi & Dacheng Xiu - Rejoinder (RePEc:taf:jnlbes:v:32:y:2014:i:2:p:204-205)
by Jianqing Fan & Lei Qi & Dacheng Xiu - Special Issue on Big Data (RePEc:taf:jnlbes:v:34:y:2016:i:4:p:487-488)
by Jushan Bai & Jianqing Fan & Ruey Tsay - Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data (RePEc:taf:jnlbes:v:34:y:2016:i:4:p:489-503)
by Jianqing Fan & Alex Furger & Dacheng Xiu - What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk? (RePEc:taf:jnlbes:v:34:y:2016:i:4:p:519-535)
by Jianqing Fan & Michael B. Imerman & Wei Dai - Optimal Covariate Balancing Conditions in Propensity Score Estimation (RePEc:taf:jnlbes:v:41:y:2022:i:1:p:97-110)
by Jianqing Fan & Kosuke Imai & Inbeom Lee & Han Liu & Yang Ning & Xiaolin Yang - Can a Machine Correct Option Pricing Models? (RePEc:taf:jnlbes:v:41:y:2023:i:3:p:995-1009)
by Caio Almeida & Jianqing Fan & Gustavo Freire & Francesca Tang - Finance and Cluster-Based Industrial Development in China (RePEc:ucp:ecdecc:v:58:y:2009:i:1:p:143-164)
by Jianqing Ruan & Xiaobo Zhang - Factor and Idiosyncratic VAR-Ito Volatility Models for Heavy-Tailed High-Frequency Financial Data (RePEc:ucr:wpaper:202415)
by Jianqing Fan & Donggyu Kim & Minseok Shin & Yazhen Wang - Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data (RePEc:ucr:wpaper:202419)
by Jianqing Fan & Donggyu Kim & Minseok Shin - Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’ (RePEc:wly:apsmbi:v:33:y:2017:i:2:p:121-122)
by Jianqing Fan - Power Enhancement in High‐Dimensional Cross‐Sectional Tests (RePEc:wly:emetrp:v:83:y:2015:i:4:p:1497-1541)
by Jianqing Fan & Yuan Liao & Jiawei Yao - An overview of the estimation of large covariance and precision matrices (RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c1-c32)
by Jianqing Fan & Yuan Liao & Han Liu - Generalized Partially Linear Single-Index Models (RePEc:wop:agsmst:95010)
by Carroll, R.J. & Fan, Jianqing. & Gijbels, Irene. & Wand, M.P. - NiFe/INSULATOR/CuCOMPOSITE WIRES AND THEIR GIANT MAGNETO-IMPEDANCE EFFECTS (RePEc:wsi:srlxxx:v:17:y:2010:i:03:n:s0218625x10014120)
by N. Ning & J. Fan & J. Wu & H. Chiriac & X. P. Li - Density and Regression Smoothing (RePEc:zbw:sfb373:19951)
by Fan, J. & Müller, Maike - Direct estimation of low dimensional components in additive models (RePEc:zbw:sfb373:199617)
by Fan, J. & Härdle, Wolfgang & Mammen, Enno