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Vast Portfolio Selection With Gross-Exposure Constraints

Fan, Jianqing; Zhang, Jingjin; Yu, Ke - In: Journal of the American Statistical Association : JASA 107 (2012) 498, pp. 592-607

Persistent link: https://www.econbiz.de/10009997398

Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

Fan, Jianqing; Feng, Yang; Song, Rui - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 544-558

Persistent link: https://www.econbiz.de/10009257524

Testing and detecting jumps based on a discretely observed process

Fan, Yingying; Fan, Jianqing - In: Journal of econometrics 164 (2011) 2, pp. 331-345

Persistent link: https://www.econbiz.de/10009291422

High dimensional covariance matrix estimation using a factor model

Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of econometrics 147 (2008) 1, pp. 186-198

Persistent link: https://www.econbiz.de/10008898195

Estimating False Discovery Proportion Under Arbitrary Covariance Dependence

Fan, Jianqing; Han, Xu; Gu, Weijie - In: Journal of the American Statistical Association : JASA 107 (2012) 499, pp. 1019-1036

Persistent link: https://www.econbiz.de/10010028412

Rejoinder

Fan, Jianqing; Han, Xu; Gu, Weijie - In: Journal of the American Statistical Association : JASA 107 (2012) 499, pp. 1046-1049

Persistent link: https://www.econbiz.de/10010028417

Theory and Methods - Semiparametric Estimation of Covariance Matrixes for Longitudinal Data

Fan, Jianqing; Wu, Yichao - In: Journal of the American Statistical Association : JASA 103 (2008) 484, pp. 1520-1534

Persistent link: https://www.econbiz.de/10008403144

High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data

Aït-Sahalia, Yacine; Fan, Jianqing; Xiu, Dacheng - In: Journal of the American Statistical Association : JASA 105 (2010) 492, pp. 1504-1518

Persistent link: https://www.econbiz.de/10008819024

Analysis of Multifactor Affine Yield Curve Models

Fan, Jianqing; Mancini, Loriano - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1324-1338

Persistent link: https://www.econbiz.de/10008376210

The Interplay of Demographic Variables and Social Distancing Scores in Deep Prediction of U.S. COVID-19 Cases

Tang, Francesca; Feng, Yang; Fan, Jianqing; Chiheb, Hamza - 2021

With the severity of the COVID-19 outbreak, we characterize the nature of the growth trajectories of counties in the United States using a novel combination of spectral clustering and the correlation matrix. As the U.S. and the rest of the world are experiencing a severe second wave of...

Persistent link: https://www.econbiz.de/10013251083