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Lam, Clifford 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 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
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 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
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
(2003)
Nonlinear time series: nonparametric and parametric methods.
Springer series in statistics.
Springer Berlin / Heidelberg, New York, USA.
ISBN 9780387261423