Items where Author is "Fan, Jianqing"

Lam, Clifford ORCID: 0000-0001-8972-9129 and Fan, Jianqing (2009) Sparsistency and rates of convergence in large covariance matrix estimation. Annals of Statistics, 37 (6B). pp. 4254-4278. ISSN 0090-5364

Lam, Clifford ORCID: 0000-0001-8972-9129 and Fan, Jianqing (2008) Profile-kernel likelihood inference with diverging number of parameters. Annals of Statistics, 36 (5). pp. 2232-2260. ISSN 0090-5364

Fan, Jianqing, Wang, Mingjin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Modelling multivariate volatilities via conditionally uncorrelated components. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 70 (4). pp. 679-702. ISSN 1369-7412

Fan, Jianqing, Hall, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2007) To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied. Journal of the American Statistical Association, 102 (480). pp. 1282-1288. ISSN 0162-1459

Fan, Jianqing, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Cai, Zongwu (2003) Adaptive varying co-efficient linear models. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 65 (1). pp. 57-80. ISSN 1369-7412

Fan, Jianqing and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2003) Nonlinear time series: nonparametric and parametric methods. Springer series in statistics. Springer Berlin / Heidelberg, New York, USA. ISBN 9780387261423

Cai, Zongwu, Fan, Jianqing and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2000) Functional-coefficient regression models for nonlinear time series. Journal of the American Statistical Association, 95 (451). pp. 941-956. ISSN 0162-1459

Fan, Jianqing, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Cai, Zongwu (2000) Adaptive varying-coefficient linear models. EM (388). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Fan, Jianqing and Yao, Qiwei ORCID: 0000-0003-2065-8486 (1998) Efficient estimation of conditional variance functions in stochastic regression. Biometrika, 85 (3). pp. 645-660. ISSN 0006-3444

Fan, Jianqing, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Tong, Howell (1996) Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Biometrika, 83 (1). pp. 189-206. ISSN 0006-3444