Jianqing Fan : Citation Profile


Are you Jianqing Fan?

Princeton University (50% share)
Princeton University (50% share)

27

H index

51

i10 index

2917

Citations

RESEARCH PRODUCTION:

86

Articles

22

Papers

RESEARCH ACTIVITY:

   26 years (1992 - 2018). See details.
   Cites by year: 112
   Journals where Jianqing Fan has often published
   Relations with other researchers
   Recent citing documents: 633.    Total self citations: 42 (1.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa165
   Updated: 2019-10-15    RAS profile: 2018-08-14    
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Relations with other researchers


Works with:

Liao, Yuan (6)

Ait-Sahalia, Yacine (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jianqing Fan.

Is cited by:

LINTON, OLIVER (56)

CAI, ZONGWU (50)

Härdle, Wolfgang (31)

Cai, Zongwu (31)

Li, Degui (31)

Barigozzi, Matteo (30)

Pesaran, M (29)

Parolya, Nestor (29)

Chen, Jia (28)

GAO, Jiti (26)

Kock, Anders (26)

Cites to:

Ait-Sahalia, Yacine (22)

Bai, Jushan (21)

Reichlin, Lucrezia (21)

Ng, Serena (19)

Hallin, Marc (18)

Shephard, Neil (17)

Lippi, Marco (16)

Forni, Mario (16)

French, Kenneth (14)

Liao, Yuan (14)

Fama, Eugene (13)

Main data


Where Jianqing Fan has published?


Journals with more than one article published# docs
Journal of the American Statistical Association21
Journal of the Royal Statistical Society Series B14
Journal of the American Statistical Association12
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research6
Journal of Business & Economic Statistics5
Journal of Econometrics5
Biometrika4
Statistics & Probability Letters3
Journal of Multivariate Analysis2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6
MPRA Paper / University Library of Munich, Germany3
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2

Recent works citing Jianqing Fan (2018 and 2017)


YearTitle of citing document
2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2018Realizing Correlations Across Asset Classes. (2018). Elst, Harry Vander ; Olesen, Kasper V ; Lunde, Asger ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-37.

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2019In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13.

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2018A mixed integer optimization approach for model selection in screening experiments. (2018). Goos, Peter ; Schoen, Eric D ; Vazquez-Alcocer, Alan. In: Working Papers. RePEc:ant:wpaper:2018007.

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2018Program Evaluation and Causal Inference with High-Dimensional Data. (2018). Chernozhukov, Victor ; Hansen, Christian ; Fern, Ivan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1311.2645.

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2017Correction to Black-Scholes formula due to fractional stochastic volatility. (2017). Garnier, Josselin ; Solna, Knut. In: Papers. RePEc:arx:papers:1509.01175.

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2018Model-Free Approaches to Discern Non-Stationary Microstructure Noise and Time-Varying Liquidity in High-Frequency Data. (2018). Mykland, Per A ; Chen, Richard Y. In: Papers. RePEc:arx:papers:1512.06159.

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2017Do co-jumps impact correlations in currency markets?. (2017). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1602.05489.

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2018Local Parametric Estimation in High Frequency Data. (2018). Potiron, Yoann. In: Papers. RePEc:arx:papers:1603.05700.

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2017Double/Debiased Machine Learning for Treatment and Causal Parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

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2018Optimal Shrinkage Estimator for High-Dimensional Mean Vector. (2018). Parolya, Nestor ; Bodnar, Taras ; Okhrin, Ostap. In: Papers. RePEc:arx:papers:1610.09292.

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2018Optimal shrinkage-based portfolio selection in high dimensions. (2018). Parolya, Nestor ; Bodnar, Taras ; Okhrin, Yarema. In: Papers. RePEc:arx:papers:1611.01958.

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2017Random matrix approach to estimation of high-dimensional factor models. (2017). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571.

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2018Efficient asymptotic variance reduction when estimating volatility in high frequency data. (2018). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1701.01185.

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2017A Joint Quantile and Expected Shortfall Regression Framework. (2017). Dimitriadis, Timo ; Bayer, Sebastian. In: Papers. RePEc:arx:papers:1704.02213.

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2017Explicit expressions for European option pricing under a generalized skew normal distribution. (2017). Doostparast, Mahdi. In: Papers. RePEc:arx:papers:1707.09609.

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2018Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2017Principal Components and Regularized Estimation of Factor Models. (2017). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:1708.08137.

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2017Estimation of Graphical Models using the $L_{1,2}$ Norm. (2017). Chiong, Khai X ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1709.10038.

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2017Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm. (2017). Kremer, Philipp J ; Paterlini, Sandra ; Bogdan, Malgorzata ; Lee, Sangkyun. In: Papers. RePEc:arx:papers:1710.02435.

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2018Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

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2017A nonparametric copula approach to conditional Value-at-Risk. (2017). Geenens, Gery ; Dunn, Richard . In: Papers. RePEc:arx:papers:1712.05527.

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2019Some Large Sample Results for the Method of Regularized Estimators. (2017). Jansson, Michael ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1712.07248.

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2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2019A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics. (2018). Buccheri, Giuseppe ; Lillo, Fabrizio ; Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:1803.04894.

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2018Statistical inference for autoregressive models under heteroscedasticity of unknown form. (2018). Zhu, Ke. In: Papers. RePEc:arx:papers:1804.02348.

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2019Specification testing in random coefficient models. (2018). hoderlein, stefan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1804.03110.

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2018The Finite Sample Performance of Treatment Effects Estimators based on the Lasso. (2018). Zimmert, Michael. In: Papers. RePEc:arx:papers:1805.05067.

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2019Analyzing order flows in limit order books with ratios of Cox-type intensities. (2018). Toke, Ioane Muni ; Yoshida, Nakahiro. In: Papers. RePEc:arx:papers:1805.06682.

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2018Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator. (2018). Nguyen, Viet Anh ; Esfahani, Peyman Mohajerin ; Kuhn, Daniel. In: Papers. RePEc:arx:papers:1805.07194.

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2018High-Dimensional Econometrics and Regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1806.01888.

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2019State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248.

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2018Uniform Inference in High-Dimensional Gaussian Graphical Models. (2018). Chernozhukov, Victor ; Spindler, Martin ; Kuck, Jannis ; Klaassen, Sven. In: Papers. RePEc:arx:papers:1808.10532.

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2018On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

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2019Factor-Driven Two-Regime Regression. (2018). Lee, Sokbae (Simon) ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan. In: Papers. RePEc:arx:papers:1810.11109.

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2018Estimation of High-Dimensional Seemingly Unrelated Regression Models. (2018). Tan, Lidan ; Moon, Hyungsik Roger ; Chiong, Khai X. In: Papers. RePEc:arx:papers:1811.05567.

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2019Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045.

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2018A supreme test for periodic explosive GARCH. (2018). Richter, Stefan ; Wu, Wei Biao ; Wang, Weining. In: Papers. RePEc:arx:papers:1812.03475.

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2018How to avoid the zero-power trap in testing for correlation. (2018). Preinerstorfer, David. In: Papers. RePEc:arx:papers:1812.10752.

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2019Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2019Time series models for realized covariance matrices based on the matrix-F distribution. (2019). Zhu, Ke ; Li, Wai Keung ; Jiang, Feiyu ; Zhou, Jiayuan. In: Papers. RePEc:arx:papers:1903.12077.

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2019Estimation of Cross-Sectional Dependence in Large Panels. (2019). Zhang, BO ; Yang, Yanrong ; Pan, Guangming ; Gao, Jiti. In: Papers. RePEc:arx:papers:1904.06843.

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2019Co-jumping of Treasury Yield Curve Rates. (2019). Baruník, Jozef ; Fiser, Pavel. In: Papers. RePEc:arx:papers:1905.01541.

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2019Forecasting the US GDP Components in the short run. (2019). Celov, Dmitrij ; Jokubaitis, Saulius. In: Papers. RePEc:arx:papers:1906.07992.

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2019Large Volatility Matrix Prediction with High-Frequency Data. (2019). Song, Xinyu. In: Papers. RePEc:arx:papers:1907.01196.

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2019Critical Decisions for Asset Allocation via Penalized Quantile Regression. (2019). Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:1908.04697.

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2019Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data. (2019). Ki, Byoung ; Lee, Kyungsub. In: Papers. RePEc:arx:papers:1908.05089.

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2018Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound. (2018). Scalone, Valerio . In: Working papers. RePEc:bfr:banfra:688.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717.

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2017Toward an objective and reproducible model choice via variable selection deviation. (2017). Yang, Wenjing . In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:1:p:20-30.

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2017Generalized semiparametric varying-coefficient model for longitudinal data with applications to adaptive treatment randomizations. (2017). Qi, LI ; Gilbert, Peter B ; Sun, Yanqing. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:2:p:441-451.

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2017Structured Ordinary Least Squares: A Sufficient Dimension Reduction approach for regressions with partitioned predictors and heterogeneous units. (2017). Liu, Yang ; Chiaromonte, Francesca. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:2:p:529-539.

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2017Screening and clustering of sparse regressions with finite non-Gaussian mixtures. (2017). Zhang, Jian. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:2:p:540-550.

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2017Integrative genetic risk prediction using non-parametric empirical Bayes classification. (2017). Zhao, Sihai Dave. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:2:p:582-592.

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2017Selection of effects in Cox frailty models by regularization methods. (2017). Groll, Andreas ; Tutz, Gerhard ; Hastie, Trevor. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:3:p:846-856.

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2017Pointwise influence matrices for functional†response regression. (2017). Reiss, Philip T ; Colcombe, Stan ; Chen, Huaihou ; Wu, Peia Shien ; Huang, Lei. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:4:p:1092-1101.

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2017Outcome†adaptive lasso: Variable selection for causal inference. (2017). Shortreed, Susan M ; Ertefaie, Ashkan. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:4:p:1111-1122.

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2017Weighted pseudolikelihood for SNP set analysis with multiple secondary outcomes in case†control genetic association studies. (2017). Sofer, Tamar ; Lin, Xihong ; Christiani, David C ; Schifano, Elizabeth D. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:4:p:1210-1220.

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2017Estimating time†varying directed gene regulation networks. (2017). Nie, Yunlong ; Cao, Jiguo ; Wang, Liangliang. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:4:p:1231-1242.

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2018Incorporating Patient Preferences into Estimation of Optimal Individualized Treatment Rules. (2018). Butler, Emily L ; Kosorok, Michael R ; Davis, Sonia M ; Laber, Eric B. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:1:p:18-26.

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2018A profile likelihood approach for longitudinal data analysis. (2018). Chen, Ziqi ; Gao, Wei ; Tang, Mana Lai. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:1:p:220-228.

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2018Model†free scoring system for risk prediction with application to hepatocellular carcinoma study. (2018). Shen, Weining ; Feng, Ziding ; Lok, Anna S ; Yuan, Ying ; Ning, Jing. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:1:p:239-248.

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2018Integrated powered density: Screening ultrahigh dimensional covariates with survival outcomes. (2018). Hong, Hyokyoung G ; Li, YI ; Christiani, David C ; Chen, Xuerong. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:421-429.

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2018Monte Carlo methods for nonparametric regression with heteroscedastic measurement error. (2018). McIntyre, Julie ; Rappaport, Stephen M ; Johnson, Brent A. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:498-505.

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2018Risk prediction for heterogeneous populations with application to hospital admission prediction. (2018). Huling, Jared D ; Smith, Maureen ; Liang, Muxuan ; Yu, Menggang. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:557-565.

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2018Fully Bayesian spectral methods for imaging data. (2018). Reich, Brian J ; Staicu, Anaa Maria ; Shinohara, Russell T ; Vandekar, Simon N ; Guinness, Joseph. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:2:p:645-652.

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2018Subtype classification and heterogeneous prognosis model construction in precision medicine. (2018). You, Na ; Zhang, Heping ; Zhu, Junxian ; Wang, Xueqin ; He, Shun. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:3:p:814-822.

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2018MILFM: Multiple index latent factor model based on high‐dimensional features. (2018). Yang, Hojin ; Ibrahim, Joseph G ; Zhu, Hongtu. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:3:p:834-844.

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2017Surfing through the GFC: Systemic Risk in Australia. (2017). Luciani, Matteo ; Veredas, David ; Matei, Marius ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:1-19.

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2017Modelling Clustered Heterogeneity: Fixed Effects, Random Effects and Mixtures. (2017). Tutz, Gerhard ; Oelker, Margret-Ruth. In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:2:p:204-227.

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2017ADMM for Penalized Quantile Regression in Big Data. (2017). Yu, Liqun ; Lin, Nan. In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:3:p:494-518.

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2017AN OPTION VALUATION FRAMEWORK BASED ON ARITHMETIC BROWNIAN MOTION: JUSTIFICATION AND IMPLEMENTATION ISSUES. (2017). Brooks, Robert. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:401-427.

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2018Differentially private model selection with penalized and constrained likelihood. (2018). Lei, Jing ; Fienberg, Stephen ; Smith, Adam ; Slavkovic, Aleksandra ; Charest, Annea Sophie. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:609-633.

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2017Optimal screening and discovery of sparse signals with applications to multistage high throughput studies. (2017). Cai, Tony T ; Sun, Wenguang. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:1:p:197-223.

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2017On estimation of the noise variance in high dimensional probabilistic principal component analysis. (2017). Passemier, Damien ; Yao, Jianfeng ; Li, Zhaoyuan. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:1:p:51-67.

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2017Testing against a linear regression model using ideas from shape-restricted estimation. (2017). Sen, Bodhisattva ; Meyer, Mary. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:2:p:423-448.

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2017Confidence intervals and regions for the lasso by using stochastic variational inequality techniques in optimization. (2017). Lu, Shu ; Zhang, Kai ; Yin, Liang ; Liu, Yufeng. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:2:p:589-611.

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2017High dimensional correlation matrices: the central limit theorem and its applications. (2017). GAO, Jiti ; Yang, Yanrong ; Pan, Guangming ; Han, Xiao. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:3:p:677-693.

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2017EigenPrism: inference for high dimensional signal-to-noise ratios. (2017). Janson, Lucas ; Candes, Emmanuel ; Barber, Rina Foygel. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:4:p:1037-1065.

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2017Estimation of the false discovery proportion with unknown dependence. (2017). Fan, Jianqing ; Han, XU. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:4:p:1143-1164.

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2017Random-projection ensemble classification. (2017). Cannings, Timothy I ; Samworth, Richard J. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:4:p:959-1035.

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2017Testing and confidence intervals for high dimensional proportional hazards models. (2017). Fang, Ethan X ; Liu, Han ; Ning, Yang. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:5:p:1415-1437.

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2017A network analysis of the volatility of high dimensional financial series. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:3:p:581-605.

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2018Constructing treatment decision rules based on scalar and functional predictors when moderators of treatment effect are unknown. (2018). Ciarleglio, Adam ; Tarpey, Thaddeus ; Ogden, Todd ; Petkova, Eva . In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:67:y:2018:i:5:p:1331-1356.

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2017Oracle M-Estimation for Time Series Models. (2017). Giurcanu, Mihai C. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:3:p:479-504.

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2017A Model-Adaptive Test for Parametric Single-Index Time Series Models. (2017). Xia, Qiang ; Niu, Cuizhen ; He, Kejun. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:981-999.

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2017Analysis of Double Single Index Models. (2017). Chen, Kun ; Ma, Yanyuan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:1:p:1-20.

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2017Unified Inference for Sparse and Dense Longitudinal Data in Time-varying Coefficient Models. (2017). Chen, Yixin ; Yao, Weixin. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:1:p:268-284.

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2017When and Why are Principal Component Scores a Good Tool for Visualizing High-dimensional Data?. (2017). Hellton, Kristoffer H ; Thoresen, Magne. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:3:p:581-597.

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2017Asymptotic Optimality of Sparse Linear Discriminant Analysis with Arbitrary Number of Classes. (2017). Luo, Ruiyan ; Qi, Xin. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:3:p:598-616.

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2017A Semiparametric Regression Model for Longitudinal Data with Non-stationary Errors. (2017). Li, Rui ; You, Jinhong ; Leng, Chenlei. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:4:p:932-950.

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2017Geometry and Degrees of Freedom of Linearly Constrained Generalized Lasso. (2017). Zeng, Peng ; Li, Xiaoyu ; Hu, Qinqin. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:4:p:989-1008.

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2017Penalty and related estimation strategies in the spatial error model. (2017). Al-Momani, Marwan ; Ahmed, S E ; Hussein, Abdulkadir A. In: Statistica Neerlandica. RePEc:bla:stanee:v:71:y:2017:i:1:p:4-30.

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2018The sparse method of simulated quantiles: An application to portfolio optimization. (2018). Stolfi, Paola ; Petrella, Lea ; Bernardi, Mauro. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:375-398.

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2017Ambiguous Correlation. (2017). Halevy, Yoram ; Epstein, Larry. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2017-006.

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2017Improvement Screening for Ultra-High Dimensional Data with Censored Survival Outcomes and Varying Coefficients. (2017). Mu, Yue ; Jialiang, LI. In: The International Journal of Biostatistics. RePEc:bpj:ijbist:v:13:y:2017:i:1:p:16:n:15.

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2017Group MCP for Cox Models with Time-Varying Coefficients. (2017). Xiaodong, Xie ; Shaozhi, Zheng. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:4:y:2017:i:5:p:476-488:n:7.

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2017Generalized partial linear varying multi-index coefficient model for gene-environment interactions. (2017). Xu, Liu ; Yuehua, Cui ; Bin, Gao. In: Statistical Applications in Genetics and Molecular Biology. RePEc:bpj:sagmbi:v:16:y:2017:i:1:p:59-74:n:6.

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