Publications

 

Books Authored

PublicationDetails
Spectral Methods for Data Science Book Cover
Chen, Y., Chen, Y., Fan, J., and Ma, C. (2021). Spectral Methods for Data Science: A Statistical Perspective. Foundations and Trends in Machine Learning.
Statistical Foundations of Data Science Book Cover
Fan, J., Li, R., Zhang, C.-H., and Zou (2020). Statistical Foundations of Data Science. CRC Press. 
Order the book from amazon.com or from CRC Press.
The Elements of Financial Econometrics Book Cover
Fan, J. and Yao, Q. (2017).
The Elements of Financial Econometrics (383pp).
Cambridge University Press. (Reprinted)
The Elements of Financial Econometrics Book Cover 2015
Fan, J. and Yao, Q. (2015).
The Elements of Financial Econometrics (383pp).
Science Press, Beijing 
Table of Contents, a sample chapter, Figures and Computer Programs 
Order the book; Shipping Information
Nonlinear Time Series Book Cover
Fan, J. and Yao, Q. (2003).
Nonlinear Time Series: Nonparametric and Parametric Methods (576pp). 
Springer, New York 
- Table of Contents, Figures and Computer Programs / Errata
- Book Review---Technometrics (2004) 
- Book Review---Quantitative Finance (2004) 
- Book Review--- International Institute of Statistics (2004) 
- Book Review---Journal of American Statistical Association (2005)
Local Polynomial Modelling and its Applications Book Cover
Fan, J. and Gijbels, I. (1996).
Local Polynomial Modelling and its Applications (341pp).
Chapman and Hall, London.

Books Edited

PublicationDetails
Contemporary Experimental Design, Multivariate Analysis and Data Mining Book Cover
Fan, J. and Pan, J. (eds.) (2020).
Contemporary Experimental Design, Multivariate Analysis and Data Mining
Festschrift in Honour of Professor Kai-Tai Fang
Springer, New York.
Selected Works of Peter J. Bickel Book Cover
Fan, J., Ritov, Y., Wu, J.C.F. (eds.) (2013).
Selected Works of Peter J. Bickel.
Selected Works in Probability and Statistics, vol. 13, Springer, New York. (612 pp)
New developments in Biostatistics and Bioinformatics Book Cover
Fan, J., Lin, X. and Liu, J. (eds.) (2008).
New developments in Biostatistics and Bioinformatics.
World Scientific, New Jersey. (282 pp)
Frontiers in Statistics Book Cover
Fan, J. and Koul, H. (eds.) (2006).
Frontiers in Statistics.
Imperial College Press, London (552pp).
(In honor of Professor Peter J. Bickel's 65th birthday)
Contemporary Multivariate Analysis and Design of Experiments Book Cover
Fan, J. and Li, G. (eds.) (2005). 
Contemporary Multivariate Analysis and Design of Experiments: 
In celebration of Professor Kai-Tai Fang's 65th birthday (468pp).
World Scientific, New Jersey.

Book Chapters

  • Fan, J. (2014).
    Features of Big Data and sparsest solution in high confidence set.
    In Past, Present and Future of Statistical Science (X, Lin, C. Genest, D. L. Banks, G. Molenberghs, D. W. Scott, J.-L. Wang, Eds.), Chapman & Hall, New York, 507-523,.
  • Fan, J, Fan, Y. and Wu, Y. (2011). High-dimensional classification. In High-dimensional Data Analysis. (Cai, T.T. and Shen, X., eds.), 3-37, World Scientific, New Jersey.
  • Fan, J. and Jiang, J. (2008). Non- and semi-parametric modeling for survival analysis.
    In New Developments in Biostatistics and Bioinformatics (Fan, J., Lin, X., and Liu, J., eds.), 3-33, World Scientific, New Jersey.
  • Fan, J. and Li, R. (2003). Local Modeling: Density estimation and Nonparametric Regression. In Advanced Medical Statistics, (J. Fang and Y. Lu, eds.), 885-930, World Scientific.
  • Fan, J. and Gijbels, I. (2000). Local polynomial fitting. In Smoothing and Regression. Approaches, Computation and Application (M.G. Schimek), 228-275, John Wiley & Sons.
  • Fan, J. and M\"uller, M. (1995). Density and Regression Smoothing. In XploRe: an interactive statistical computing environment (W. H\"ardle, S.Klinke, B.A. Turlach, eds.), 77-99, Springer, Berlin.

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2016

2015

2014

2013

R-code: POET package

2012

R-code: pfa package

2011

R-code: POET package

R-code: SIS Package

2010

2009

R-code: SIS Package

2008

R-code: SIS Package

2007

2006

2005

2004

2003

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1999

1998

1997

1996

  • Fan, J. (1996)
    Test of significance based on wavelet thresholding and Neyman's truncation.
    Journal of American Statistical Association, 91, 674--688.
  • Fan, J., Yao, Q. and Tong, H. (1996)
    Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems.
    Biometrika, 83, 189-196.
  • Fan, J., Hall, P., Martin, M. and Patil, P. (1996)
    On local smoothing of nonparametric curve estimators.
    Journal of American Statistical Association, 91, 258 -- 266.
  • Bickel, P.J. and Fan, J. (1996)
    Some problems on the estimation of unimodal densities.
    Statistica Sinica, 6, 23--45.

1995

  • Fan, J. and Gijbels, I. (1995)
    Adaptive order polynomial fitting: bandwidth robustification and bias reduction.
    Journal of Computational and Graphical Statistics, 4, 213 -- 227.
  • Fan, J. and Gijbels, I. (1995)
    Data-driven bandwidth selection in local polynomial fitting: variable bandwidth and spatial adaptation.
    J. Royal Statist. Soc. B, 57, 371 -- 394.
  • C-Code for computing choosing automatically the constant bandwidth. 
    C-Code for choosing variable bandwidth in the paper. 
    To compile, type: cc neyman.c -lm. To run, type a.out and then following the instructions on the screen.
  • Fan, J., Heckman, N.E. and Wand, M.P. (1995)
    Local polynomial kernel regression for generalized linear models and quasi-likelihood functions.
    Jour. Amer. Statist. Assoc., 90, 141-150.

1994

  • Fan, J. and Hall, P. (1994)
    On curve estimation by minimizing mean absolute deviation.
    The Annals of Statistics, 22, 867-885.
  • Fan, J. and Gijbels, I. (1994)
    Censored regression: nonparametric techniques and their applications.
    Journal of the American Statistical Association, 89, 560-570.
  • Fan, J. and Marron, J.S. (1994)
    Fast implementations of nonparametric curve estimators.
    Journal of Computational and Graphical statistics, 3, 35-56.

1993

  • Fan, J. (1993)
    Local linear regression smoothers and their minimax efficiency.
    Annals of Statistics, 21, 196-216.
  • Fan, J. (1993)
    Adaptively local one-dimensional subproblems with applications to a deconvolution problem.
    The Annals of Statistics, 21, 600-610
  • Fan, J. and Truong, Y.K. (1993)
    Nonparametric regression with errors-in-variables.
    Annals of Statistics, 21, 1900-1925.

1992

  • Fan, J. (1992)
    Design-adaptive nonparametric regression.
    Journal of the American Statistical Association, 87, 998-1004.
  • Fan, J and Gijbels, I. (1992)
    Variable bandwidth and local linear regression smoothers.
    The Annals of Statistics, 20, 2008-2036.
  • Fan, J. and Marron, J.S. (1992)
    Best possible constant for bandwidth selection.
    The Annals of Statistics, 20, 2057-2070.
  • Fan, J. and Masry, E. (1992)
    Multivariate regression estimation with errors-in-variables: asymptotic normality for mixing processes.
    Journal of Multivariate Analysis, 43, 237-271.

1991

  • Fan, J. (1991)
    On the optimal rates of convergence for nonparametric deconvolution problems.
    The Annals of Statistics, 19, 1257-1272.
  • Fan, J. (1991)
    On the estimation of quadratic functionals.
    The Annals of Statistics, 19, 1273-1294.