Jianqing Fan : Citation Profile


Are you Jianqing Fan?

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

31

H index

64

i10 index

4550

Citations

RESEARCH PRODUCTION:

105

Articles

28

Papers

1

Books

RESEARCH ACTIVITY:

   30 years (1992 - 2022). See details.
   Cites by year: 151
   Journals where Jianqing Fan has often published
   Relations with other researchers
   Recent citing documents: 496.    Total self citations: 58 (1.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa165
   Updated: 2022-08-13    RAS profile: 2022-05-13    
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Relations with other researchers


Works with:

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 (89)

CAI, ZONGWU (51)

Barigozzi, Matteo (47)

GAO, Jiti (43)

Li, Degui (42)

Chernozhukov, Victor (41)

Härdle, Wolfgang (39)

Hallin, Marc (37)

Parolya, Nestor (35)

Chen, Jia (34)

Su, Liangjun (33)

Cites to:

Reichlin, Lucrezia (50)

Hallin, Marc (43)

Bai, Jushan (41)

Ng, Serena (35)

Lippi, Marco (33)

Forni, Mario (33)

Liao, Yuan (29)

Giannone, Domenico (29)

Ait-Sahalia, Yacine (28)

Shephard, Neil (26)

LINTON, OLIVER (21)

Main data


Where Jianqing Fan has published?


Journals with more than one article published# docs
Journal of the American Statistical Association21
Journal of the American Statistical Association17
Journal of the Royal Statistical Society Series B16
Journal of Econometrics12
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research6
Journal of Business & Economic Statistics5
Biometrika4
Statistics & Probability Letters3
Journal of Multivariate Analysis2
Nature Communications2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org11
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 (2022 and 2021)


YearTitle of citing document
2022The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05.

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2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

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2022An Application of Geographically Weighted Quantile Lasso to Weather Index Insurance Design. (2022). Miquelluti, David Jose ; Ozaki, Vitor Augusto. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:3:1506.

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2021Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales. (2021). Claeskens, Gerda ; Pircalabelu, Eugen. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021032.

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2021Optimal 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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2021A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:1802.03708.

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2021On 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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2022Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2021Stochastic leverage effect in high-frequency data: a Fourier based analysis. (2019). Sanfelici, Simona ; Curato, Imma Valentina. In: Papers. RePEc:arx:papers:1910.06660.

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2021Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307.

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2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2022Sharpe Ratio in High Dimensions: Cases of Maximum Out of Sample, Constrained Maximum, and Optimal Portfolio Choice. (2020). Vasconcelos, Gabriel ; Medeiros, Marcelo ; Caner, Mehmet. In: Papers. RePEc:arx:papers:2002.01800.

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2021Streaming Perspective in Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data. (2020). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2003.13062.

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2021Bias optimal vol-of-vol estimation: the role of window overlapping. (2020). Recchioni, Maria Cristina ; Toscano, Giacomo. In: Papers. RePEc:arx:papers:2004.04013.

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2021Denise: Deep Learning based Robust PCA for Positive Semidefinite Matrices. (2020). Teichmann, Josef ; Krach, Florian ; Herrera, Calypso . In: Papers. RePEc:arx:papers:2004.13612.

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2021Detecting Latent Communities in Network Formation Models. (2020). Su, Liangjun ; Zhang, Yichong ; Ma, Shujie. In: Papers. RePEc:arx:papers:2005.03226.

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2021Using the Epps effect to detect discrete data generating processes. (2020). Gebbie, Tim ; Pienaar, Etienne ; Chang, Patrick. In: Papers. RePEc:arx:papers:2005.10568.

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2022Tensor Factor Model Estimation by Iterative Projection. (2022). Chen, Rong ; Han, Yuefeng ; Zhang, Cun-Hui ; Yang, Dan. In: Papers. RePEc:arx:papers:2006.02611.

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2021When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273.

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2022Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets. (2020). Klein, Jules ; Garcin, Matthieu ; Laaribi, Sana. In: Papers. RePEc:arx:papers:2007.09043.

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2022High-frequency Estimation of the L\evy-driven Graph Ornstein-Uhlenbeck process. (2020). , Almut ; Courgeau, Valentin. In: Papers. RePEc:arx:papers:2008.10930.

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2021Bayesian modelling of time-varying conditional heteroscedasticity. (2020). Roy, Arkaprava ; Karmakar, Sayar. In: Papers. RePEc:arx:papers:2009.06007.

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2021Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435.

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2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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2021A Basket Half Full: Sparse Portfolios. (2020). Seregina, Ekaterina. In: Papers. RePEc:arx:papers:2011.04278.

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2022Rank Determination in Tensor Factor Model. (2022). Chen, Rong ; Han, Yuefeng ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2011.07131.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021Portfolio Construction Using Stratified Models. (2021). Boyd, Stephen ; Barratt, Shane ; Tuck, Jonathan. In: Papers. RePEc:arx:papers:2101.04113.

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2021Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Papers. RePEc:arx:papers:2101.11568.

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2022Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783.

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2021State Heterogeneity Analysis of Financial Volatility Using High-Frequency Financial Data. (2021). Kim, Donggyu ; Chun, Dohyun. In: Papers. RePEc:arx:papers:2102.13404.

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2022Overnight GARCH-It\^o Volatility Models. (2021). Wang, Yazhen ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.13467.

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2021Confronting Machine Learning With Financial Research. (2021). Kim, Jack ; el Harzli, Ouns ; Lommers, Kristof. In: Papers. RePEc:arx:papers:2103.00366.

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2021The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266.

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2022A Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data. (2021). Oya, Sakae. In: Papers. RePEc:arx:papers:2103.05880.

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2021Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626.

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2021Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models. (2021). Poirier, Alexandre ; Shiu, Ji-Liang ; Liu, Laura. In: Papers. RePEc:arx:papers:2105.12891.

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2021Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio. (2021). Thorsen, Erik ; Parolya, Nestor ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2106.02131.

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2022Superconsistency of tests in high dimensions. (2021). Preinerstorfer, David ; Kock, Anders Bredahl. In: Papers. RePEc:arx:papers:2106.03700.

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2021Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation. (2021). Bian, Jiang ; Liu, Weiqing ; Zhou, Dong ; Lin, Hengxu. In: Papers. RePEc:arx:papers:2107.05201.

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2021Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

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2022Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382.

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2021Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783.

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2021A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:2108.11921.

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2021Multi Anchor Point Shrinkage for the Sample Covariance Matrix (Extended Version). (2021). Kercheval, Alec ; Gurdogan, Hubeyb. In: Papers. RePEc:arx:papers:2109.00148.

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2021High-dimensional Portfolio Optimization using Joint Shrinkage. (2021). Banerjee, Sayantan ; Burman, Anik. In: Papers. RePEc:arx:papers:2109.13633.

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2022Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2021CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

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2021Exponential GARCH-Ito Volatility Models. (2021). Kim, Donggyu. In: Papers. RePEc:arx:papers:2111.04267.

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2021Optimal Decision Rules Under Partial Identification. (2021). Yata, Kohei. In: Papers. RePEc:arx:papers:2111.04926.

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2021Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective. (2021). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2111.09655.

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2021Non-asymptotic estimation of risk measures using stochastic gradient Langevin dynamics. (2021). Tangpi, Ludovic ; Chu, Jiarui. In: Papers. RePEc:arx:papers:2111.12248.

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2021Visual Inference and Graphical Representation in Regression Discontinuity Designs. (2021). Pei, Zhuan ; Shen, YI ; Matsudaira, Jordan ; Lieberman, Carl ; Korting, Christina. In: Papers. RePEc:arx:papers:2112.03096.

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2021Data-driven integration of regularized mean-variance portfolios. (2021). Kwon, Roy H ; Butler, Andrew. In: Papers. RePEc:arx:papers:2112.07016.

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2022Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2022Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts. (2022). Mancino, Maria Elvira ; Marmi, Stefano ; Livieri, Giulia ; Toscano, Giacomo. In: Papers. RePEc:arx:papers:2112.14529.

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2022Sparse Non-Convex Optimization For Higher Moment Portfolio Management. (2022). Noravesh, Farshad. In: Papers. RePEc:arx:papers:2201.01227.

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2022Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2022High-Dimensional Sparse Multivariate Stochastic Volatility Models. (2022). Asai, Manabu ; Poignard, Benjamin. In: Papers. RePEc:arx:papers:2201.08584.

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2022A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

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2022Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110.

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2022Weighted-average quantile regression. (2022). Chetverikov, Denis ; Tsyvinski, Aleh ; Liu, Yukun. In: Papers. RePEc:arx:papers:2203.03032.

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2022GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691.

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2022Fast estimation of Kendalls Tau and conditional Kendalls Tau matrices under structural assumptions. (2022). Derumigny, Alexis ; van der Spek, Rutger. In: Papers. RePEc:arx:papers:2204.03285.

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2022High-dimensional Data Bootstrap. (2022). Chetverikov, Denis ; Chernozhukov, Victor ; Koike, Yuta ; Kato, Kengo. In: Papers. RePEc:arx:papers:2205.09691.

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2022Estimating spot volatility under infinite variation jumps with market microstructure noise. (2022). Liu, Zhi. In: Papers. RePEc:arx:papers:2205.15738.

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2022Modeling Multivariate Positive-Valued Time Series Using R-INLA. (2022). Ravishanker, Nalini ; Dutta, Chiranjit ; Basu, Sumanta. In: Papers. RePEc:arx:papers:2206.05374.

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2022CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects. (2022). Walsh, Christopher ; Vogt, Michael ; Linton, Oliver. In: Papers. RePEc:arx:papers:2206.12152.

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2022On the instrumental variable estimation with many weak and invalid instruments. (2022). Windmeijer, Frank ; Lin, Yiqi ; Fan, Qingliang ; Song, Xinyuan. In: Papers. RePEc:arx:papers:2207.03035.

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2021Robust and efficient semi?supervised estimation of average treatment effects with application to electronic health records data. (2021). Cai, Tianxi ; Ananthakrishnan, Ashwin N ; Cheng, David. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:2:p:413-423.

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2021Combining primary cohort data with external aggregate information without assuming comparability. (2021). Qin, Jing ; Shen, YU ; Ning, Jing ; Chen, Ziqi. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:3:p:1024-1036.

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2021Regularized matrix data clustering and its application to image analysis. (2021). Ombao, Hernando ; Frostig, Ron D ; Fortin, Norbert J ; Hu, Jianhua ; Zhang, Liwen ; Shen, Weining ; Gao, XU. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:3:p:890-902.

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2021Ultra high?dimensional semiparametric longitudinal data analysis. (2021). Zu, Tianhai ; Yu, Yan ; Lian, Heng ; Green, Brittany. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:3:p:903-913.

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2021Poststratification fusion learning in longitudinal data analysis. (2021). Xk, Peter ; Tang, LU. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:3:p:914-928.

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2021Analysis of noisy survival data with graphical proportional hazards measurement error models. (2021). Yi, Grace Y ; Chen, Lipang. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:3:p:956-969.

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2021Compositional knockoff filter for high?dimensional regression analysis of microbiome data. (2021). Zhan, Xiang ; Xue, Lingzhou ; Srinivasan, Arun . In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:3:p:984-995.

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2021A weak?signal?assisted procedure for variable selection and statistical inference with an informative subsample. (2021). Qu, Annie ; Ahmed, Ejaz S ; Zhao, Jiwei ; Fang, Fang. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:3:p:996-1010.

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2021A random covariance model for bi?level graphical modeling with application to resting?state fMRI data. (2021). Quevedo, Karina ; Dilernia, Andrew ; Zhang, Lin ; Pan, Wei ; Lim, Kelvin ; Camchong, Jazmin. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:4:p:1385-1396.

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2021Using the “Hidden” genome to improve classification of cancer types. (2021). Shen, Ronglai ; Begg, Colin B ; Chakraborty, Saptarshi. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:4:p:1445-1455.

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2022Two?stage penalized regression screening to detect biomarker–treatment interactions in randomized clinical trials. (2022). Newcombe, Paul J ; James, ; Patel, Ashish ; Wang, Jixiong. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:1:p:141-150.

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2022Simultaneous variable selection and estimation for joint models of longitudinal and failure time data with interval censoring. (2022). Sun, Jianguo ; Tang, Niansheng ; Yi, Fengting. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:1:p:151-164.

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2022Semiparametric imputation using conditional Gaussian mixture models under item nonresponse. (2022). Kim, Jaekwang ; Lee, Danhyang. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:1:p:227-237.

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2022Varying coefficient frailty models with applications in single molecular experiments. (2022). Lin, Lihsiang ; Hung, Ying ; Jeff, C F. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:2:p:474-486.

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2022On polygenic risk scores for complex traits prediction. (2022). Zou, Fei ; Zhao, Bingxin. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:2:p:499-511.

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2022Information?incorporated Gaussian graphical model for gene expression data. (2022). Zhang, Qingzhao ; Yi, Huangdi ; Ma, Shuangge ; Lin, Cunjie. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:2:p:512-523.

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2022Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach. (2022). Sun, Yifei ; Sheng, Ying ; Kim, Miok ; Huang, Chiungyu. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:2:p:679-690.

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2022Pursuing sources of heterogeneity in modeling clustered population. (2022). Yu, Chun ; Li, Yan ; Chen, Kun ; Aseltine, Robert H ; Yao, Weixin ; Zhao, Yize. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:2:p:716-729.

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2022A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates. (2022). Manteiga, Wenceslao Gonzalez ; Gonzalezmanteiga, Wenceslao ; FebreroBande, Manuel ; Freijeirogonzalez, Laura. In: International Statistical Review. RePEc:bla:istatr:v:90:y:2022:i:1:p:118-145.

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2021Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706.

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2021Variable selection with ABC Bayesian forests. (2021). Wang, Yuexi ; Rokova, Veronika ; Liu, YI. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:3:p:453-481.

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2021Modelling high?dimensional categorical data using nonconvex fusion penalties. (2021). Tibshirani, Ryan J ; Shah, Rajen D ; Stokell, Benjamin G. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:3:p:579-611.

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2021Optimal statistical inference for individualized treatment effects in high?dimensional models. (2021). Guo, Zijian ; Cai, Tony T. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:4:p:669-719.

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2021Approximate Laplace approximations for scalable model selection. (2021). Bhattacharya, Anirban ; Abril, Oriol ; Rossell, David. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:4:p:853-879.

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2022Transfer learning for high?dimensional linear regression: Prediction, estimation and minimax optimality. (2022). Li, Hongzhe ; Cai, Tony T. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:1:p:149-173.

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2022High?dimensional quantile regression: Convolution smoothing and concave regularization. (2022). Zhou, Wenxin ; Wang, Lan ; Tan, Kean Ming. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:1:p:205-233.

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2021Bayesian varying coefficient model with selection: An application to functional mapping. (2021). Trottier, Catherine ; Mortier, Frederic ; Heuclin, Benjamin ; Denis, Marie. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:1:p:24-50.

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2021A model?free approach for testing association. (2021). Basu, Sanjib ; Chowdhury, Shrabanti ; Chatterjee, Saptarshi. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:3:p:511-531.

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2021Prediction in high?dimensional linear models and application to genomic selection under imperfect linkage disequilibrium. (2021). Grusea, Simona ; Rabier, Charleselie. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:4:p:1001-1026.

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2021Bayesian criterion?based variable selection. (2021). Ghosh, Santu ; Basu, Sanjib ; Maity, Arnab Kumar. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:4:p:835-857.

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