Books Authored
Books Edited
Publication | Details |
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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. | |
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) | |
Fan, J., Lin, X. and Liu, J. (eds.) (2008). New developments in Biostatistics and Bioinformatics. World Scientific, New Jersey. (282 pp) | |
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) | |
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.
2024
- Fan, J., Lou, Z. and Yu, M. (2024).
Are Latent Factor Regression and Sparse Regression Adequate?
Journal of American Statistical Association, 119, 1076-1088 Manuscript - Yan, Y., Chen, Y., and Fan, J. (2024).
Inference for Heteroskedastic PCA with Missing Data. Manuscript
Annals of Statistics, 52, 729-756. - Fan, J., Guo, Y., and Yu, M. (2024).
Policy Optimization Using Semiparametric Models for Dynamic Pricing.
Journal of American Statistical Association, 119, 552–564. Manuscript - Ge, J., Tang, S., Fan, J. and Jin, C. (2023).
On the Provable Advantage of Unsupervised Pretraining.
International Conference on Learning Representations (ICLR 2024). - Ge, J., Tang, S., Fan, J., Ma, C., and Jin, C. (2024).
Maximum Likelihood Estimation is All You Need for Well-Specified Covariate Shift.
International Conference on Learning Representations (ICLR 2024).
2023
- Fan, J., Yu, M., and Yang, Z. (2023).
Understanding implicit regularization in over-parameterized nonlinear statistical model.
Journal of American Statistical Association,118, 2315-2328. - Fan, J., Lou, Z. and Yu, M. (2023).
Robust High-dimensional Tuning Free Multiple Testing.
Annals of Statistics, 51, 2093-2115. - Chen, E.Y. and Fan, J. (2023).
Statistical inference for high-dimensional matrix-variate factor model.
Journal of American Statistical Association, 118, 1038-1055. - Chen, E. Y., Fan, J., and Zhu, X. (2023).
Community Network Auto-Regression for High-Dimensional Time Series
Journal of Econometrics, 235, 1239-1256. - Yan, Y., Li, G., Chen, Y., and Fan, J. (2023).
The Efficacy of Pessimism in Asynchronous Q-Learning.
IEEE Transactions on Information Theory, 69, 7185 - 7219. - Fan, J., Masini, R., and Medeiros, M. (2023).
Bridging factor and sparse models.
Annals of Statistics, 51, 1692-1717. - Chen, Y., Fan, J., Wang, B. and Yan, Y. (2023).
Convex and nonconvex optimization are both minimax-optimal for noisy blind deconvolution.
Journal of American Statistical Association, 118, 859-868. - Fan, J., Guo, Y., Wang, K. (2023).
Communication-Efficient Accurate Statistical Estimation.
Journal of American Statistical Association, 118, 1000-1010. - Almeida, C., Fan, J., Freire, G., and Tang, F. (2023).
Can a Machine Correct Option Pricing Models?
Journal of Business and Economics Statistics, 41, 995-1009.
2022
- Zhou, Y., Xue, L., Shi, Z., Wu, L., and Fan, J. (2022).
Measuring housing vitality from multi-source big data and machine learning.
Journal of American Statistical Association, 117, 1045-1059 Manuscript - Fan, J., Jiang, B., and Sun, Q. (2022).
Bayesian factor-adjusted sparse regression.
Journal of Econometrics , 230, 3-19. Manuscript - Abbe, E., Fan, J., and Wang, K. (2022).
An $\ell_p$ theory of PCA and spectral clustering.
Annals of Statistics, 50, 2359-2385. Manuscript - Fan, J., Fan, Y., Han, X. and Lv, J. (2022).
Asymptotic Theory of Eigenvectors for Large Random Matrices
Journal of American Statistical Association, 117, 996-1009. Manuscript - Fan, J. and Liao, Y. (2022).
Learning latent factors from diversified projections and its applications to over-estimated and weak factors.
Journal of American Statistical Association, 117, 909-924. Manuscript - Fan, J., Guo, J., and Zheng, S. (2022).
Estimating number of factors by adjusted eigenvalues thresholding.
Journal of American Statistical Association, 117, 852-861. Manuscript
R-code, matlab-code, python - Fan, J., Masini, R., and Medeiros, M. (2022).
Do we exploit all information for counterfactual analysis? Benefits of factor models and idiosyncratic correction.
Journal of American Statistical Association, 117, 574-590. Manuscript - Fan, J., Imai, K., Lee, I., Liu, H., Ning, Y., Yang, X. (2022).
Optimal Covariate Balancing Conditions in Propensity Score Estimation.
Journal of Business and Economics Statistics, 41, 97-110 . - Fan, J., Guo, Y., and Jiang, B. (2022).
Adaptive Huber regression on Markov-dependent data.
Stochastic Processes and Their Applications, 150, 802-818. Manuscript - Fan, J., Fan, Y., Han, X. and Lv, J. (2022).
SIMPLE: statistical inference on membership profiles in large network.
Journal of Royal Statistical Society, B, 84, 630-653. Manuscript - Bradic, J., Fan, J., and Zhu, Y. (2022).
Testability of high-dimensional linear models with non-sparse structures.
Annals of Statistics, 50, 615-639. Manuscript - Silin, I. and Fan, J. (2022).
Canonical thresholding for non-sparse high-dimensional linear regression.
Annals of Statistics, 50, 460-486. Manuscript - Yang, S., Zhang, L., Xu, C., Yu, H. Yu, Fan,J., and Xu, Z. (2022).
Massive data clustering by multi-scale psychological observations.
National Science Review 9, No. 2., nwab183. - Xu, K., Zhu, L., and Fan, J. (2022).
Distributed sufficient dimension reduction for heterogeneous massive data.
Statistica Sinica, 32, 2455-2476. - Zhang, L., Shen, H. and Fan, J. (2022).
Research on the proper size of investment funds: Evidence from Chinese mutual funds.
Journal of Financial Research, 501, 189-206. (in Chinese) - Fan, Z., Wei, Z., Li, Z., Wang, S., Shan, H., Huang, X., Fan, J. (2022).
Constructing Phrase-level Semantic Labels to Form Multi-Grained Supervision for Image-Text Retrieval.
ICMR'22: Proceedings of the 2022 International Conference on Multimedia Retrieval, 137-145.
2021
- Chen, Y., Fan, J., Ma, C., and Yan, Y. (2021).
Bridging convex and nonconvex optimization in robust PCA: noise, outliers, and missing Data.
Annals of Statistics, 49, 2948-2971. - Fan, J., Li, K. and Liao, Y. (2021).
Recent developments on factor models and applications in econometric learning.
Annual Review of Financial Economics, 13, 401-430. - Fan, J., Jiang, B., and Sun, Q. (2021).
Hoeffding's Inequality for Markov Chains and its Applications to Statistical Learning.
Journal of Machine Learning Research , 22, 1--35 - Fan, J., Wang, W., and Zhu, Z. (2021).
A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery.
Annals of Statistics, 49, 1239-1266 Manuscript - Tang, F., Feng, Y., Chiheb, H., and Fan, J. (2021).
The interplay of demographic variables and social distancing scores in deep prediction of U.S. COVID-19 cases.
Journal of American Statistical Association, 116, 492-506. - Fan, J., Ke, Y., and Liao, Y. (2021).
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia.
Journal of Econometrics , 22, 269-294. Manuscript - Chen, Y., Cheng, C. and Fan, J. (2021).
Asymmetry helps: Eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices.
Annals of Statistics 49, 435-458. - Fan, J., Ma, C., and Zhong, Y. (2021).
A Selective Overview of Deep Learning
Statistical Science36, 264-290. - Fan, J., Wang, K., Zhong, Y., and Zhu, Z. (2021).
Robust High dimensional factor models with applications to statistical machine learning.
Statistical Science 36, 303-327. - Wang, S., Fan, J., Pocock, G. Arena, E.T., Eliceiri, K.W. and Yuan, M. (2021).
Structured correlation detection with application to colocalization analysis in dual-channel fluorescence microscopic imaging.
Statistica Sinica, 31, 333-360. - Wang, B., Yan, Y., and Fan, J. (2021).
Sample-efficient reinforcement learning for linearly-parameterized MDPs with a generative model.
NeurIPS - Zhang, J., Wei, Z., Fan, J., Peng, J. (2021).
Curriculum Learning for Vision-and-Language Navigation.
NeurIPS. - Fan, J., Ma, C., Wang, K., and Zhu, Z. (2021).
Modern data modeling: Cross-fertilization of the two cultures
Observational Studies, 7, 65-76.
2020
- Chen, Y., Chen, Y., Fan, J., Ma, C., Yan, Y. (2020).
Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization
SIAM Journal on Optimization, 30 3098-3121. - Abbe, E., Fan, J., Wang, K. and Zhong, Y. (2020)
Entrywise eigenvector analysis of random matrices with low expected rank.
Annals of Statistics 48, 1452-1474. - Fan, J., Feng, Y. and Xia, L. (2020).
A projection-based conditional dependence measure with applications to undirected graphical models.
Journal of Econometrics,218, 119-139. Manuscript - Sun, Q., Zhou, W.X., and Fan, J. (2020).
Adaptive Huber regression,
Journal of American Statistical Association, 115, 254-265 - Fan, J., Ke, Y., and Wang, K. (2020).
Factor-adjusted regularized model selection
Journal of Econometrics , 216, 71-85. Mansucript, R-software package - Fan, J., Ma, C. and Wang, K. (2020)
Comment on ``A tuning-free robust and efficient approach to high-dimensional regression''
Journal of American Statistical Association,115}, 1720-1725 - Fan, J. and Li, R. (2020)
Comment: Feature Screening and Variable Selection via Iterative Ridge Regression
Technometrics, 62, 434-437 - Bose, K., Fan, J., Ke, Y. Pan, X. and Zhou, W.-X. (2020).
FarmTest: An R Package for Factor-Adjusted Robust Multiple Testing.
The R Journal, 12, 388-401.
2019
- Chen, Y., Fan, J., Ma, C., and Yan, Y. (2019).
Inference and Uncertainty Quantification for Noisy Matrix Completion.
Proc. Natl. Acad. Sci. USA, 116, 22931-22937. Full version - Fan, J., Ke, Y., Sun, Q., and Zhou, W.X. (2019).
FarmTest: Factor-adjusted robust multiple testing with false discovery control.
Journal of American Statistical Association, 114, 1880-1893. - Fan, J., Wang, D., Wang, K., and Zhu, Z. (2019).
Distributed estimation of principal eigenspaces.
Annals of Statistics, 47, 3009-3031. Manuscript - Fan, J. and Jiang, T. (2019).
Largest entries of sample correlation matrices from equi-correlated normal populations.
Annals of Probability , 47, 3321-3374. Manuscript - Chen, Y., Fan, J., Ma, C., and Wang, K. (2019).
Spectral method and regularized MLE are both optimal for Top-$K$ ranking.
Annals of Statistics , 47, 2204-2235. Manuscript - Fan, J., Gong, W., and Zhu, Z. (2019).
Generalized High-Dimensional Trace Regression via Nuclear Norm Regularization.
Journal of Econometrics, 212, 177-202. Manuscript - Chen, Y., Chi, Y., Fan, J., and Ma, C. (2019).
Gradient descent with random initialization: Fast global convergence for nonconvex phase retrieval.
Mathematical Programming, Series B, 176, 5-37 Manuscript - Chiang, C.H., Dai, W., Fan, J., Hong, H.G., Tu, J. (2019).
Robust Measures of Earnings Surprises.
Journal of Finance , 74, 943-983. Manuscript - Fan, J. and Kim, D. (2019).
Structured Volatility Matrix Estimation for Non-Synchronized High-Frequency Financial Data.
Journal of Econometrics , 61-78. Manuscript - Kim, D. and Fan, J. (2019).
Factor GARCH-Ito models for high-frequency data with application to large volatility matrix prediction.
Journal of Econometrics , 208, 395-417 Manuscript - Fan, J., Wang, W. and Zhong, Y. (2019).
Robust Covariance Estimation for Approximate Factor Models.
Journal of Econometrics, 208, 5-22 Manuscript - Zhou, T., etal, Ren, Y. (2019).
Microvascular endothelial cells engulf myelin debris and promote macrophage recruitment and fibrosis after neural injury
Nature Neuroscience, 22, 421-435.
2018
- Fan, J. and Kim, D. (2018).
Robust high-dimensional volatility matrix estimation for high-frequency factor model.
Journal of American Statistical Association, 113, 1268-1283. Manuscript - Zhou, W.-X., Bose, K., Fan, J. and Liu, H. (2018).
A new perspective on robust M-estimation: Finite sample theory and applications to dependence-adjusted multiple testing.
Annals of Statistics , 46, 1904-1931. Manuscript - Fan, J., Wang, W. and Zhong, Y. (2018).
An $\ell_{\infty}$ eigenvector perturbation bound and its application to robust covariance estimation
Journal of Machine Learning Research, 18, 1-42 Manuscript - Li, Q., Cheng, G., Fan, J., and Wang, Y. (2018).
Embracing blessing of dimensionality in factor models.
Journal of American Statistical Association, 113, 380-389. Manuscript - Chen, Z., Fan, J., and Li, R. (2018).
Error variance estimation in ultrahigh dimensional additive models.
Journal of American Statistical Association, 113, 315-327. Manuscript - Avella-Medina, M., Battey, H., Fan, J., and Li, Q. (2018).
Robust estimation of high dimensional covariance and precision matrices.
Biometrika, 105, 271-284. Manuscript - Fan, J., Liu, H., and Wang, W. (2018).
Large covariance estimation through elliptical factor models.
Annals of Statistics , 46, 1383-1414. Manuscript - Battey, H., Fan, J., Liu, H., Lu, J., Zhu, Z. (2018).
Distributed estimation and inference with statistical guarantees.
Annals of Statistics , 46, 1352-1382. Manuscript - Fan, J., Shao, Q. and Zhou, W. (2018)
Are Discoveries Spurious? Distributions of Maximum Spurious Correlations and Their Applications.
Annals of Statistics, 46, 989-1017. Manuscript - Fan, J., Liu, H., Sun, Q., and Zhang, T. (2018).
I-LAMM: Simultaneous control of algorithmic complexity and statistical error.
Annals of Statistics, 46, 814-841. Manuscript - Fan, J., Liu, H., Wang, W., and Zhu, Z. (2018).
Heterogeneity adjustment with applications to graphical model inference.
Electronic Journal of Statistics , 12, 3908-3952. - Fan, J., Tang, R., and Shi, X. (2018).
Partial consistency with sparse incidental parameters.
Statistica Sinica , 28, 1017-2026. - Fan, J., Sun, Q., Zhou, W., Zhu, Z. (2018+).
Principal component analysis for big data.
Wiley StatRef, DOI: 10.1002/9781118445112.stat08122, 1-13. - Fan, J., and Lv, J. (2018).
Sure independence screening.
Wiley StatsRef. page 1--8, DOI: 10.1002/9781118445112.stat08043
2017
- Ait-Sahalia, Y., Fan, J., Laeven, R. J. A., Wang, C.D., and Yang, X. (2017)
Estimation of the continuous and discontinuous leverage effects.
Journal of American Statistical Association, 112, 1744-1758. Manuscript - Fan, J. and Han, X. (2017).
Estimation of false discovery proportion with unknown dependence.
Journal of Royal Statistical Society, B. 79, 1143-1164 Manuscript - Fan, J., Xue, L. and Yao, J. (2017).
Sufficient forecasting using factor models.
Journal of Econometrics , 201, 292-306. Manuscript - Wang, W. and Fan, J. (2017).
Asymptotics of empirical eigen-structure for high dimensional spiked covariance. Annals of Statistics , 45, 1342-1374. Manuscript - Fan, J., Li, Q., and Wang, Y. (2017).
Estimation of high-dimensional mean regression in absence of symmetry and light-tail assumptions. Journal of Royal Statistical Society B , 79, 247--265. Software Code (309KB, zip) - Fan, J., Liu, H., Ning, Y., and Zou, H. (2017).
High dimensional semiparametric latent graphical model for mixed data.
Journal of Royal Statistical Society B , 79, 405-421. - Lin, N., Jing, R., Wang, Y., Yonekura, E., Fan, J., Xue, L. (2017).
A statistical investigation of the dependence of tropical cyclone intensity change on the surrounding environment..
Monthly Weather Review , 145, 2813-2831. - Cheng, Z., Bosco, D.B., Sun, L., Chen, X., Xu, Y., Tai, W., Didier, R., Li, J., Fan, J., He, X. and Ren, Y. (2017). Neural stem cell-conditioned medium suppresses inflammation and promotes spinal cord injury recovery. Cell transplantation. 26, 469-482.
2016
- Fan, J., Xue, L., and Zou, H. (2016).
Multi-task quantile regression under the transnormal model.
Journal of American Statistical Association, 111, 1726-1735. Manuscript - Barut, E., Fan, J., and Verhasselt, A. (2016).
Conditional sure independence screening
Journal of American Statistical Association, 111, 1266-1277. Manuscript - Fan, J. and Zhou, W. (2016).
Guarding from Spurious Discoveries in High Dimension
Journal of Machine Learning Research, 17(203), 1-34. - Fan, J., Han, F., Liu, H., and Vickers, B. (2016)
Robust Inference of Risks of Large Portfolios.
Journal of Econometrics , 194, 298-308. Manuscript - Fan, J., Imerman, M.B. and Dai, W. (2016).
What does the volatility risk premium say about liquidity provision and demand for hedging tail risk?
Journal of Business and Economics Statistics , 34, 519-535. Manuscript - Fan, J., Furger, A., and Xiu, D. (2016).
Incorporating global industrial classification standard into portfolio allocation: A simple factor-based large covariance matrix estimator with high frequency data.
Journal of Business and Economics Statistics, 34, 489-503. Manuscript - Cheng, M.Y. and Fan, J. (2016).
Peter Hall's contributions to nonparametric function estimation and modeling.
Annals of Statistics, 44, 1837-1853. - Fan, J., Feng, Y., Jiang, J. and Tong, X. (2016).
Feature Augmentation via Nonparametrics and Selection (FANS) in High Dimensional Classification.
Journal of American Statistical Association, 111, 275--287. Manuscript - Fan, J., Liao, Y. and Wang, W. (2016).
Projected Principal Component Analysis in Factor Models.
Annals of Statistics, 44, 219-254. - Fan, J., Liao, Y. and Liu, H. (2016).
An overview on the estimation of large covariance and precision matrices.
Econometrics Journal, 19, C1--C32. Manuscript - Dobriban, E. and Fan, J. (2016).
Regularity properties of high-dimensional covariate matrices.
Journal for Communications in Mathematics and Statistics. , 4, 1-19.
2015
- Fan, J., Rigollette, P., and Wang, W. (2015).
Estimation of functionals of sparse covariance matrices.
Annals of Statistics , 43, 2706-2737 - Fan, J., Liao, Y. and Yao, J. (2015).
Power Enhancement in High Dimensional Cross-Sectional Tests.
Econometrica , 83, 1497-1541
An older version: Large panel test of factor pricing models. - Fan, J., Tong, X., and Zeng, Y. (2015).
Multi-Agent Inference in Social Networks: A Finite Population Approach.
Journal of American Statistical Association, 83, 1497-1541 - Fan, J., Liao, Y. and Shi, X. (2015).
Risks of large portfolios.
Journal of Econometrics, 186, 367-387. (Manuscript) - Fan, J., Ke, T., Liu, H., and Xia, L. (2015).
QUADRO: A Supervised Dimension Reduction Method via Rayleigh Quotient Optimization. Estimation of false discovery proportion with unknown dependence.
Annals of Statistics, 1498-1534 . - Hao, N., Dong, B. and Fan, J. (2015).
Sparsifying the Fisher linear discriminant by rotation
Journal of Royan Statistical Society, B., 77, 827-851. - Ke, Z., Fan, J. and Wu, Y. (2015).
Homogeneity Pursuit,
Journal of American Statistical Association, 110, 175-194. (Manuscript)
2014
- Fan, J., Ma, Y. and Dai, W. (2014).
Nonparametric independence screening in sparse ultra-high dimensional varying coefficient models.
Journal of American Statistical Association, 109, 1270-1284. (Manuscript) - Zhu, H., Fan, J., Kong, L. (2014).
Spatially Varying Coefficient Model for Neuroimaging Data with Jump Discontinuities
Journal of American Statistical Association, 109, 1084-1098. (Manuscript) - Ke, Z.T., Jin, J., and Fan, J. (2014).
Covariance assisted screening and estimation.
Annals of Statistics, 42, 2202-2242. (Manuscript) - Fan, J., Qi, L., and Xiu, D. (2014).
Quasi Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods.(with discussion)
Journal of Business and Economics Statistics, 32, 178-205. - Fan, J., Xue, L., and Zou, H. (2014).
Strong oracle optimality of folded concave penalized estimation.
The Annals of Statistics, 42, 819-849. - Fan, J. and Liao, Y. (2014).
Endogeneity in Ultrahigh Dimension.
The Annals of Statistics, 42, 872-917. - Fan, Y., Fan, J. and Barut, E. (2014).
Adaptive Robust Variable Selection
The Annals of Statistics, 42, 324-351. - Fan, J., Han, F., and Liu, H. (2014).
Challenges of Big Data analysis
National Science Review,1, 293-314.
A Blog; An overview in Chinese; A blog in Chinese
2013
R-code: POET package
- Fan, J., Liao, Y. and Micheva, M. (2013).
Large Covariance Estimation by Thresholding Principal Orthogonal Complements (with discussion).
Journal of Royal Statistical Society B , 75, 603-680. Manuscript - Fan, J. and Liu, H. (2013).
Statistical analysis of big data on pharmacogenomics
Advanced Drug Delivery Reviews , 65, 987-1000. Manuscript - Wang, J., Zhu, H., Fan, J., Giovanello, K., and Lin, W. L. (2013).
Multiscale adaptive smoothing models for the hemodynamic response function in fMRI.
Annals of Applied Statistics, 7, 904-935. - Cai, T., Fan, J. and Jiang, T. (2013).
Distributions of Angles in Random Packing on Spheres.
Journal of Machine learning Research, 14, 1837-1864. - Ait-Sahalia, Y., Fan, J., and Li, Y. (2013).
The leverage effect puzzle: disentangling sources of bias in high frequency inference.
Journal of Financial Economics , 109, 224-249. Manuscript - Fan, J., Maity, A., Wang, Y., and Wu, Y. (2013).
Parametrically Guided Generalized Additive Models with Application to Mergers and Acquisitions Data.
Journal of Nonparametric Statistics, 25, 109-128.
2012
- Fan, J., Han, X., and Gu, W.(2012).
Estimating false discovery proportion under arbitrary covariance dependence.
(with discussion)
Journal of American Statistical Association, 107, 1019-1045. (Manuscript)
- Fan, J., Li, Y. and Ke, Y. (2012).
Vast volatility matrix estimation using high frequency data for portfolio selection.
Journal of American Statistical Association, 107, 412-428. (Manuscript) - Fan, J, Feng, Y., and Tong, X. (2012).
A ROAD to classification in high dimensional space.
Journal of Royal Statistical Society B, 74, 745-771. (Manuscript) - Fan, J., Zhang, J., and Yu, K. (2012).
Vast portfolio selection with gross-exposure constraints.
Journal of American Statistical Association, 107, 592-606. (Manuscript) - Fan, J., Guo, S. and Hao, N. (2012).
Variance estimation using refitted cross-validation in ultrahigh dimensional regression.
Journal of Royal Statistical Society, 74, 37-65. (Manuscript)
2011
- Fan, J. , Liao, Y., and Mincheva, M. (2011)
High Dimensional Covariance Matrix Estimation in Approximate Factor Models.
The Annals of Statistics, 39, 3320-3356. (Manuscript)
- Fan, J., Feng, Y. and Song, R. (2011)
Nonparametric independence screening in sparse ultra-high dimensional additive models.
Journal of American Statistical Association, 116, 544-557.
- Wang, X., Chen, T., Lin, L., Fan, J., Cao, K., Duan, Z., Zhang, X., Shao, C., Wu, M., Tadmori, I., Li, T., Liang, L., Sun, D., Zheng, S., Meinhardt, A., Young, W., Bucala, R, and Ren, Y. (2012).
MIF Produced by Bone Marrow-Derived Macrophages Contributes to Teratoma Progression after Embryonic Stem Cell Transplantation.
Cancer Research, 71, 2867-2878. Pubmed - Bradic, J., Fan, J. and Jiang, J. (2011).
Regularization for Cox's proportional hazards model with NP-Dimensionality.
The Annals of Statistics , 39, 3092-3120. (Manuscript) - Fan, Y. and Fan, J. (2011)
Testing and detecting jumps based on a discretely observed process.
Journal of Econometrics, 164, 331-344. - Fan, J. and Lv, J. (2011)
Non-concave penalized likelihood with NP-Dimensionality.
IEEE -- Information Theory, 57, 5467-5484. - Fan, J., Lv, J., and Qi, L. (2011)
Sparse high-dimensional models in economics.
Annual Review of Economics, 3, 291-317 - Zhang, C.M., Fan, J. and Yu, T. (2011)
Multiple Testing via FDR_L for Large Scale Imaging Data. The Annals of Statistics.
The Annals of Statistics, 39, 613-642. - Bradic, J., Fan, J., and Wang, W. (2011)
Penalized composite quasi-likelihood for ultrahigh-dimensional variable selection.
Journal of Royal Statistics Society B, 73, 325-349. - Porwancher, R.B., Hagerty, C.G., Fan, J., Landsberg, L, Johnson, B.J.B., Kopnitsky, M., Steere, A.C., Kulas, K. and Wong, S.J. (2011)
Multiplex Immunoassay for Lyme Disease Using VlsE1-IgG and pepC10-IgM Antibodies: Improving Test Performance through Bioinformatics.
Clinical and Vacine Immunology, 18, 851-859.
2010
- Ait-Sahalia, Y., Fan, J., and Xiu, D.(2010)
High Frequency Covariance Estimates with Noisy and Asynchronous Financial Data.
Journal of American Statistical Association, 105,1504-1517. - Fan, J. and Song, R.(2010)
SureIndependence Screening in Generalized Linear Models withNP-Dimensionality.
The Annals of Statistics, 38, 3567-3604.
Errorta: Editorial error on Table 3 - Fan, J., Feng, Y., and Niu, Y. (2010)
Nonparametric estimation ofgenewise variance for microarray data.
Annals of Statistics, 38, 2723-2750. - A"it-Sahalia, Y., Fan, J. andJiang, J. (2010)
Nonparametric tests of the Markov hypothesis in continuous-time models.
Annals of Statistics, 38, 3129-3163. - Fan, J., Feng, Y., and Wu, Y.(2010)
Ultrahigh dimensional variable selection for Cox's proportionalhazards model.
IMS collections, 6, 70-86. (A Festscrift for Lawrence D. Brown) - Jiang, J., Fan, Y. and Fan, J. (2010)
Estimation in additive models with highly correlated covariates.
Annals of Statistics, 38, 1403-1432. - MAQC Consortium (2010)
The MicroArray Quality Control (MAQC)-II study of common practices for the development and validation of microarray-based predictive models. Nat Biotechnol, 28, 827-838. - Sun, X., Wang, X., Chen, T., Li, T., Cao, K., Lu, A., Chen, Y., Sun, D., Luo, J., Fan, J., Young, W., and Ren, R.(2010)
Myelin Activates FAK/Akt/NF-κB Pathways and Provokes CR3-Dependent Inflammatory Response in Murine System.
PLoS One. 2010; 5(2): e9380. - Wu, Y., Fan, J. and Mueller, H.-G. (2010)
Varying coefficient functional linear regression.
Bernoulli,16,730-758. - Fan, J. and Lv, J. (2010)
A selective overview of variable selection in high dimensional feature space.
Statistica Sinica, invited submission, 20, 101-148.
2009
- Fan, J., Samworth, R. and Wu, Y. (2009)
Ultrahigh dimensional variable selection: beyond the lienar model.
Journal of Machine Learning Research, 10, 1829-1853.
- Ait-Sahalia, Y., Fan, J. and Peng, H. (2009)
Nonparametric transition-based tests for diffusions.
Journal of American Statistical Association, 104, 1102-1116. - Fan, J. and Mancini, L. (2009)
Option Pricing with aggregation of physical models and nonparametric statistical learning.
Journal of American Statistical Association, 104, 1351-1372.
Manuscript. - Lam, C. and Fan, J. (2009)
Sparsistency and Rates of Convergence in Large Covariance Matrices Estimation.
The Annals of Statistics, 37, 4254-4278.
2007-version - Fan, J., Wu, Y., and Feng, Y. (2009)
Local quasi-likelihood with a parametric guide.
The Annals of Statistics, 37
, 4153-4183. - Zhang, W., Fan, J., and Sun, Y. (2009)
A semiparametric model for cluster data.
The Annals of Statistics, 37, 2377-2408. - Fan, J., Feng, Y. and Wu, Y. (2009)
Network exploration via theadaptive LASSO and SCAD penalties.
The Annals of Applied Statistics, 3, 521-541.
Supplement - Delaigle, A., Fan, J. and Carroll, R. (2009)
Design-adaptive local polynomial estimator for the errors-in-variables problem.
Journal of American Statistical Association, 104, 348-359. - Yep, J.S., Fan, J., and Wu, R. (2008)
Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci.
Biometrics, 65, 1068-1077. - Fan, J., Zhou, Y., Cai, J. and Chen, M.(2009)
Gaining efficiency via weighted estimators for multivariate failure time data (with discussion).
Science in China, A, 52, 1--16. - Fan, J., Liang, P., Yao, Q., and Zhang, W. (2009)
Approximating conditional density functions using dimension reduction.
Acta Mathematicae Applicatae Sinica, Eng. Series, 25, 445-456. - Xie, Y., Fan, J., Chen, J., Huang, F.-P., Cao, B., Tam, P.K.H., Ren, Y. (2009)
A novel function for dendritic cell: Clearance of VEGF via VEGF receptor-1.
Biochemical and Biophysical Research Communications, 380, 243-248
2008
- Fan, J. and Lv, J. (2008)
Sure independence screening for ultra-high dimensional feature space.
(with discussion) Journal of Royal Statistical Society B, 70, 849-911.
Manuscript Rejoinder Addendum
- Fan, J. and Wu, Y. (2008)
Semiparametric estimation of covariance matrices for longitudinal data.
Journal of American Statistical Association, 103, 1520-1533. - Kim, B.-R., Zhang, L., Berg, A., Fan, J. and Wu, R. (2008)
A computational approach to the functional clustering of periodic gene expression profiles.
Genetics, 180, 821-834. - Fan, J. and Fan, Y. (2008)
High dimensional classification using features annealed independence rules.
The Annals of Statistics, 36, 2605-2637. - Lam, C. and Fan, J. (2008)
Profile-Kernel likelihood inference with diverging number of parameters.
The Annals of Statistics, 36, 2232-2260. - Fan, J. and Wang, Y. (2008)
Spot volatility estimation for high-frequency data.
Statistics and Its Interface, 1, 279-288. - Fan, J., Fan, Y. and Lv, J. (2008)
High dimensional covariance matrix estimation using a factor model.
Journal of Econometrics, 147, 186-197.
Manuscript. - Fan, J., Wang, M. and Yao, Q. (2008)
Modelling Multivariate Volatilities via Conditionally Uncorrelated Components.
Journal of Royal Statistical Society B, 70, 679-702.
Manuscript. - Cai, J., Fan, J., Jiang, J. and Zhou, H. (2008)
Partially linear hazard regression with varying-coefficients for multivariate survival data.
Journal Royal Statistical Society, B, 70, 141-158. - Chen, K., Fan, J., Jin, Z. (2008)
Design-adaptive Minimax Local Linear Regression for Longitudinal/Clustered Data.
Statistica Sinica,18, 515-534. - Fan, J. and Zhang, W. (2008)
Statistical methods with varying coefficient models.
Statistics and its Interface, 1, 179-195 - Ren, Y., Xie, Y., Jiang, G., Fan, J., Yeung, J., Li, W., Tam, P., Savill, J. (2008)
Apototic cells protect mice against lipopolysaccharide-induced shock.
The Journal of Immunology, 180, 4978--4985.
2007
- Fan, J., Hall, P. and Yao, Q. (2007)
To how many simultaneous hypothesis tests can normal, Student's t or bootstrap calibration be applied?
Journal of American Statistical Association , 102, 1282-1288.
Original version - Fan, J.and Wang, Y. (2007)
Multi-scale jump and volatility analysis for high-Frequency financial data.
Jour. Ameri. Statist. Assoc.,102, 1349-1362.
Manuscript - Fan, J. (2007)
Variable screening in high-dimensional feature space.
Proceedings of the 4th International Congress of Chinese Mathematicians (L. Ji, K. Liu, L. Yang, and S.T. Yau, eds.), Vol. II, 735-747. - Fan, J. and Jiang, J. (2007)
Nonparametric inference with generalized likelihood ratio tests (with discussion), Test, 16, 409-478.
Discussion Rejoinder Manuscript Rejoinder - Xie, Y., Chan, H., Fan, J., Chen, Y., Young, J., Li, W., Miao, X., Yuan, Z., Wang, H., Tam, P.K., Ren, Y. (2007)
Involvement of visinin like porotein-1 (VSNL-1) in regulating proliferative and invasive properties of neuroblastoma.
Carcinogenesis, 28, 2122-2130. Fan, J. and Niu, Y. (2007)
Selection and validation of normalization methods for c-DNA microarrays using within-array replications.
Bioinformatics, 23, 2391-2398.R-code used for data analysis: Adaptations are needed
Matlab-code used for simulation studies- Cai, J., Fan, J, Zhou, H. and Zhou, Y. (2007)
Marginal hazard models with varying-coefficients for multivariate failure time data.
The Annals of Statistics, 35, 324-354. - Fan, J., Fan, Y. and Jiang, J. (2007)
Dynamic integration of time- and state-domain methods for volatility estimation.
Journal of American Statistical Association, 102, 618-631. - Fan, J., Fan, Y. and Lv, J. (2007)
Aggregation of nonparametric estimators for volatility matrix.
Journal Financial Econometrics, 5, 321-357.
Manuscript - Fan, J., Huang, T. and Li, R.Z. (2007)
Analysis of longitudinal data with semiparametric estimation of covariance function.
Journal of American Statistical Association, 35, 632-641. - Cai, J., Fan, J, Jiang, J. and Zhou, H. (2007)
Partially linear hazard regression for multivariate survival data.
Journal of American Statistical Association, 102, 538-551.
2006
- Fan, J. and Li, R. (2006)
Statistical Challenges with High Dimensionality: Feature Selection in Knowledge Discovery.
Proceedings of the International Congress of Mathematicians (M. Sanz-Sole, J. Soria, J.L. Varona, J. Verdera, eds.), Vol. III, European Mathematical Society, Zurich, 595-622. - Chen, J, Fan, J., Li, K.H., and Zhou, H. (2006)
Local quasi-likelihood estimation with data missing at random.
Statistica Sinica, 16, 1044-1070. - Fan, J. and Fan, Y. (2006)
Comments on quantile autoregression.
Journal of American Statistical Association, 101, 991--994. - Fan, J. and Ren, Y. (2006)
Statistical Analysis of DNA Microarray Data in Cancer Research.
Clinical Cancer Research, 12, 4469--4473. (Invited review article) - Fan, J., Lin, H. and Zhou, Y. (2006)
Local partial likelihood estimation for life time data.
The Annals of Statistics, 34, 290-325. - Ren, Y., Chan, H.M., Fan, J., Chen, Y.X., Xie, Y., Li, W., Jiang, G.P., Liu, Q., and Tam, P. (2006)
Inhibition of tumor growth and metastasis in vitro and in vivo by targeting macrophage migration inhibitory factor in human neuroblastoma.
Oncogene, 25, 3501-3508.
2005
- Fan, J. (2005)
A selective overview of nonparametric methods in financial econometrics (with discussion) .
Statistical Science, 20, 317-357. Rejoinder
Research report 2003-03 , Institute of Mathematical Sciences , Chinese University of Hong Kong.
Related elementary introduction: An introduction to financial econometrics. - Fan, J. and Huang, T. (2005)
Profile Likelihood Inferences on semiparametric varying-coefficient partially linear models.
Bernoulli, 11, 1031-1057. - Fan, J. Chen, Y., Chan, H.M., Tam, P.K.H. and Ren, Y. (2005)
Removing intensity effects and identifying significant genes for Affymetrix arrays in MIF-suppressed neuroblastoma cells.
Proc. Natl. Acad. Sci., 102, 17751-17756. - Fan, J., Huang, T. and Peng, H. (2005)
Semilinear high-dimensional model for normalization of microarray data: a theoretical analysis and partial consistency. (with discussion)
Journal of American Statistical Association, 100, 781--813. - Fan, J. and Jiang, J. (2005)
Nonparametric Inference for Additive Models.
Journal of the American Statistical Association, 100, 890-907. - Cai, J., Fan, J., Li, R. and Zhou, H. (2005)
Variable selection for multivariate failure time data.
Biometrika, 92, 303 -- 316.
2004
- Fan, J. and Yim, T.H. (2004)
A data-driven method for estimating conditional densities.
Biometrika , 91, 819-834. Research report 2003-05, Institute of Mathematical Sciences , Chinese University of Hong Kong} - Ren, Y., He, Q.Y., Fan, J., Jones, B., Zhou, Y. Wu, A., Xie, Y., Cheung, C.Y., Chiu, J.F, Peiris, JSM and Tam, P. (2004)
The use of proteomics to identify serum biomarkers for diagnosis of severe acute respiratory syndrome (SARS)
Proteomic, 4, 3477-3484. - Fan, J. and Zhang, J. (2004)
Sieve empirical likelihood ratio tests for nonparametric functions.
The Annals of Statistics , 32, 1858-1907. - Fan, J. and Li, R. (2004)
New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
Journal of American Statistical Association, 99, 710-723. - Fan, J. and Peng, H. (2004)
On non-concave penalized likelihood with diverging number of parameters.
The Annals of Statistics, 32, 928-961. - Fan, J. and Zhang, W. (2004)
Generalized likelihood ratio tests for spectral density.
Biometrika, 91, 195-209. - Fan, J., Tam, P., Vande Woude, G. and Ren, Y. (2004)
Normalization and analysis of cDNA micro-arrays using within-array replications applied to neuroblastoma cell response to a cytokine.
Proc. Natl. Acad. Sci., 101, 1135-1140.
2003
- Fan, J. and Gu, J. (2003)
Semiparametric Estimation of Value-at-Risk.
Econometrics Journal, 6, 261-290. - Fan, J., Jiang, J., Zhang, C. and Zhou, Z. (2003)
Time-dependent Diffusion Models for Term Structure Dynamics and the Stock Price Volatility.
Statistica Sinica , 13, 965-992. - Fan, J. and Zhang, C.(2003)
A re-examination of Stanton's diffusion estimations with applications to financial model validation .
Journal of American Statistical Association , 98, 118-134. - Fan, J., Yao, Q. and Cai, Z. (2003)
Adaptive varying-coefficient linear models .
Journal of Royal Statistical Society B, 65, 57-80.
2002
- Fan, J. and Li, R. (2002)
Variable Selection for Cox's Proportional Hazards Model and Frailty Model.
The Annals of Statistics . 30, 74-99. Institute of Statistics Mimeo Series #2372 , University of North Carolina at Chapel Hill - Fan, J. and Koo, J.Y. (2002)
Wavelet deconvolution.
IEEE tractions on information theory, 48, 734-747.
2001
- Fan, J. and Li, R. (2001)
Variable selection via nonconcave penalized likelihood and its oracle properties.
Journal of American Statistical Association, 1348-1360.
R-code: SIS Package - Antoniadis, A. and Fan, J. (2001)
Regularized wavelet approximations (with discussion)
Journal of American Statistical Association, 96, 939-967. - Fan, J., Zhang, C. and Zhang, J. (2001)
Generalized likelihood ratio statistics and Wilks phenomenon.
The Annals of Statistics, 29, 153-193. - Fan, J. and Huang, L. (2001)
Goodness-of-Fit Test for Parametric Regression Models .
Journal of American Statistical Association., 96, 640-652. - Antoniadis, A., Fan, J. and Gijbels I. (2001)
A wavelet method for unfolding sphere size distributions .
Canadian Journal of Statistics, 29, 251-268 - Fan, J. (2001)
Comment on 'Inference for semiparametric models: Some Questions and an Answer' by Bickel and Kwon.
Statistica Sinica, 11, 886-892.
2000
- Fan, J. (2000)
Prospects of nonparametric modeling. Invited review article,
Journal of American Statistical Association, 95, 1296-1300. - Fan, J., Hung, H.N. and Wong, W.H. (2000)
Geometric understanding of likelihood ratio statistics
Journal of Americal Statistical Association, 95, 836-841. - Cai, Z., Fan, J. and Yao, Q. (2000)
Functional-coefficient regression models for nonlinear time series.
Journal of American Statistical Association , 95, 941-956. - Cai, Z., Fan, J. and Li, R.Z. (2000)
Efficient estimation and inferences for varying-coefficient models.
Journal of American Statistical Association , 95, 888-902. - Fan, J. and Wong, W.H. (2000)
Comment on 'On profile likelihood' by Murphy and van de Vaart
Journal of American Statistical Association , 95, 468-471. - Fan, J. and Zhang, J.T. (2000)
Two-step estimation of functional linear models with applications to longitudinal data.
Journal of Royal Statistical Society B , 62, 303-322. - Cheng, M.Y., Choi, E., Fan, J. and Hall, P. (2000)
Skewing-methods for two-parameter locally parametric density estimation.
Bernoulli , 6, 169-182. - Fan, J. and Zhang, W.Y. (2000)
Simultaneous confidence bands and hypothesis testing in varying-coefficient models.
Scandinavian Journal of Statistics , 27, 715-731. - Fan, J. and Jiang, J. (2000)
Variable bandwidth and one-step local M-estimator.
Science in China, (Series A), 43, 65 -- 80.
1999
- Fan, J. and Zhang, W.Y. (1999)
Statistical estimation in varying coefficient models.
The Annals of Statistics , 27, 1491-1518. - Huang, L. and Fan, J. (1999)
Nonparametric estimation of quadratic regression functionals.
Bernoulli , 5, 927-949. - Fan, J. and Chen, J. (1999)
One-step local quasi-likelihood estimation.
Journal of Royal Statistical Society B , 61, 927-943. - Fan, J., Hall, P., Martin, M. and Patil, P. (1999)
Adaptation to high spatial inhomogeneity using wavelet methods
Statistica Sinica , 85-102. - Fan, J. and Zhang, C.M. (1999)
Comment on 'Adjusting for non-ignorable drop-out using semiparametric non-response models' by D.O. Scharfstein, A. Rotnizky and J. M. Robins
Journal of American Statistical Association, 94, 1122-1125.
1998
- Fan, J., Hardle, W. and Mammen, E. (1998)
Direct estimation of additive and linear components for high dimensional data.
The Annals of Statistics, 26, 943-971. - Fan, J. and Yao, Q. (1998)
Efficient estimation of conditional variance functions in stochastic regression.
Biometrika, 85, 645-660. - C-Code for bandwidth selection of the conditional mean and variance functions
To compile, type "cc -l autovar.c" and then "run a.out" and follow the instructions on the screen. - Fan, J. and Lin, S.K. (1998)
Test of Significance when data are curves.
Journal of American Statistical Association, 93, 1007-1021.- Splus-Code for computing the Adaptive Neyman statistic: aneyman.s
Splus-Code for computing the Hanova statistic: hanava.s
C-Code for computing the P-value of the adaptive neyman statistic.
To compile, type: cc neyman.c -lm. To run, type a.out and then following the instructions on the screen.
- Splus-Code for computing the Adaptive Neyman statistic: aneyman.s
- Fan, J., Farmen, M. and Gijbels, I. (1998)
Local Maximum Likelihood Estimation and Inference
Journal Royal Statistics Society B, 60, 591-608. - Fan, J. and Kreutzberger, E. (1998)
Automatic local smoothing for spectral density estimation
Scandinavian Journal of Statistics, 25, 359-369. - Fan, J. and Zhang, J. (1998)
Comment on 'Smoothing Spline Models for the Analysis of Nested and Crosed Samples of Curves' by Brumback and Rice
Journal of American Statistical Association, 93, 980-983.
1997
- Fan, J., Gijbels, I. and King, M. (1997)
Local likelihood and local partial likelihood in hazard regression.
The Annals of Statistics, 25, 1661-1690. - Cheng, M.Y., Fan, J. and Marron, J.S. (1997)
On automatic boundary corrections.
The Annals of Statistics, 25, 1691-1708. - Carroll, R.J., Fan, J., Gijbels, I. and Wand, M.P. (1997)
Generalized partially linear single-Index models.
Journal of American Statistical Association, 92, 477-489. - Masry, E. and Fan, J. (1997)
Local Polynomial Estimation of Regression functions for mixing processes.
Scandinavian Journal of Statistics, 24, 165-179. - Fan, J. (1997)
Comment on 'Polynomial Splines and Their Tensor Products in Extended Linear Modeling' by Stone, Hansen, Kooperberg and Truong.
The Annals of Statistics, 25, 1425--1432. - Fan, J. (1997)
Comment on "Wavelets in Statistics: a review" by A. Antoniadis.
Jour. Ital. Statist. Soc., 2, 131--138.
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.