Jianqing Fan : Citation Profile

Are you Jianqing Fan?

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

33

H index

71

i10 index

5513

Citations

RESEARCH PRODUCTION:

100

Articles

29

Papers

1

Books

RESEARCH ACTIVITY:

   30 years (1992 - 2022). See details.
   Cites by year: 183
   Journals where Jianqing Fan has often published
   Relations with other researchers
   Recent citing documents: 586.    Total self citations: 58 (1.04 %)

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   Permalink: http://citec.repec.org/pfa165
   Updated: 2024-12-03    RAS profile: 2022-05-13    
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Relations with other researchers

Works with:

Kim, Donggyu (2)

Medeiros, Marcelo (2)

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

Is cited by:

Kim, Donggyu (94)

LINTON, OLIVER (87)

Li, Degui (65)

Barigozzi, Matteo (61)

Chernozhukov, Victor (60)

GAO, Jiti (53)

Hansen, Christian (50)

CAI, ZONGWU (48)

Härdle, Wolfgang (48)

Hallin, Marc (46)

Parolya, Nestor (38)

Cites to:

Reichlin, Lucrezia (50)

Hallin, Marc (43)

Bai, Jushan (41)

Ng, Serena (35)

Lippi, Marco (33)

Forni, Mario (33)

Liao, Yuan (30)

Ait-Sahalia, Yacine (29)

Giannone, Domenico (29)

Shephard, Neil (26)

French, Kenneth (22)

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 B14
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
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Jianqing Fan (2024 and 2023)

YearTitle of citing document
2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2024Double/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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2024Quasi 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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2023Denise: 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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2024Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611.

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2023Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435.

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2024Identification 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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2024CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

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2023Optimal Decision Rules Under Partial Identification. (2021). Yata, Kohei. In: Papers. RePEc:arx:papers:2111.04926.

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2023Non-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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2023Visual 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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2023Inferential 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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2023A 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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2023Estimating spot volatility under infinite variation jumps with market microstructure noise. (2022). Liu, Zhi. In: Papers. RePEc:arx:papers:2205.15738.

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2023On the instrumental variable estimation with many weak and invalid instruments. (2022). Fan, Qingliang ; Song, Xinyuan ; Windmeijer, Frank ; Lin, Yiqi. In: Papers. RePEc:arx:papers:2207.03035.

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2024Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693.

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2023A risk measurement approach from risk-averse stochastic optimization of score functions. (2022). Moresco, Marlon Ruoso ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2208.14809.

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2024Statistical inference for rough volatility: Central limit theorems. (2022). Szymanski, Gr'Egoire ; Rosenbaum, Mathieu ; Liu, Yanghui ; Hoffmann, Marc ; Chong, Carsten. In: Papers. RePEc:arx:papers:2210.01216.

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2023On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2022). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921.

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2024Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2023The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective. (2022). Veraart, Almut ; Pakkanen, Mikko ; Lucchese, Lorenzo. In: Papers. RePEc:arx:papers:2211.13777.

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2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2023When it counts -- Econometric identification of the basic factor model based on GLT structures. (2023). Lopes, Hedibert Freitas ; Hosszejni, Darjus ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2301.06354.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2023Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866.

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2023Penalized Quasi-likelihood Estimation and Model Selection in Time Series Models with Parameters on the Boundary. (2023). Rahbek, Anders ; Nielsen, Heino Bohn. In: Papers. RePEc:arx:papers:2302.02867.

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2024Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382.

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2023Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy. (2023). Ausloos, Marcel ; Vinte, Claudiu. In: Papers. RePEc:arx:papers:2303.09330.

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2024Bootstrap based asymptotic refinements for high-dimensional nonlinear models. (2023). Rafi, Ahnaf ; Horowitz, Joel L. In: Papers. RePEc:arx:papers:2303.09680.

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2024High-Frequency Volatility Estimation with Fast Multiple Change Points Detection. (2023). Polak, Pawel ; Ainasse, El Mehdi ; Balabhadra, Greeshma. In: Papers. RePEc:arx:papers:2303.10550.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2023Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage. (2023). Ribeiro, Ruy M ; Medeiros, Marcelo C ; de Brito, Diego S ; Alves, Rafael. In: Papers. RePEc:arx:papers:2303.16151.

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2024Unifying Market Microstructure and Dynamic Asset Pricing. (2023). Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan ; Lauria, Davide. In: Papers. RePEc:arx:papers:2304.02356.

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2023Asymptotic Expansions for High-Frequency Option Data. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2304.12450.

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2023Estimation of Characteristics-based Quantile Factor Models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13206.

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2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2023Market Making and Pricing of Financial Derivatives based on Road Travel Times. (2023). Kornhauser, Alain ; Wan, KE. In: Papers. RePEc:arx:papers:2305.02523.

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2024Volatility of Volatility and Leverage Effect from Options. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137.

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2023Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282.

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2023Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation. (2023). Jain, Shashi ; Dutta, Sumanjay. In: Papers. RePEc:arx:papers:2305.11298.

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2023Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991.

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2023Synthetic Matching Control Method. (2023). , Rong. In: Papers. RePEc:arx:papers:2306.02584.

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2023Permutation invariant Gaussian matrix models for financial correlation matrices. (2023). Stephanou, Michael ; Ramgoolam, Sanjaye ; Barnes, George. In: Papers. RePEc:arx:papers:2306.04569.

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2023High-Dimensional Canonical Correlation Analysis. (2023). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393.

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2023Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data. (2023). Wang, Hanchao ; Linton, Oliver ; Bu, Ruijun. In: Papers. RePEc:arx:papers:2307.01348.

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2023Sparsified Simultaneous Confidence Intervals for High-Dimensional Linear Models. (2023). Wang, Peng ; Qin, Yichen ; Zhu, Xiaorui. In: Papers. RePEc:arx:papers:2307.07574.

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2023Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors. (2023). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2307.07689.

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2024Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2023Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419.

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2023Target PCA: Transfer Learning Large Dimensional Panel Data. (2023). Xiong, Ruoxuan ; Pelger, Markus ; Duan, Junting. In: Papers. RePEc:arx:papers:2308.15627.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023From constant to rough: A survey of continuous volatility modeling. (2023). Yurchenko-Tytarenko, Anton ; Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2309.01033.

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2023Generalized Information Criteria for Structured Sparse Models. (2023). , Gabriel ; Mendes, Eduardo F. In: Papers. RePEc:arx:papers:2309.01764.

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2023Real-time VaR Calculations for Crypto Derivatives in kdb+/q. (2023). Kerr, Laura ; Hales, Conan ; Bilokon, Paul ; Chen, Yutong. In: Papers. RePEc:arx:papers:2309.06393.

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2023Smoothness-Adaptive Dynamic Pricing with Nonparametric Demand Learning. (2023). Jiang, Hansheng ; Ye, Zeqi. In: Papers. RePEc:arx:papers:2310.07558.

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2023Dynamic Realized Minimum Variance Portfolio Models. (2023). Oh, Minseog ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2310.13511.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2023A Review of Cross-Sectional Matrix Exponential Spatial Models. (2023). Dogan, Osman ; Yang, YE ; Jin, Fei ; Taspinar, Suleyman. In: Papers. RePEc:arx:papers:2311.14813.

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2024Inference for Low-rank Models without Estimating the Rank. (2023). Kwon, Hyukjun ; Choi, Jungjun ; Liao, Yuan. In: Papers. RePEc:arx:papers:2311.16440.

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2023Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Liao, Yuan ; Shi, Zhentao ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593.

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2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580.

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2024Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints. (2024). Caner, Mehmet ; Li, Yingying ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2402.17523.

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2024Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector. (2024). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2403.02591.

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2024Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data. (2024). Zhang, Haoxuan ; Linton, Oliver. In: Papers. RePEc:arx:papers:2403.06246.

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2024Regularization for electricity price forecasting. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2404.03968.

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2024Uniform Inference in High-Dimensional Threshold Regression Models. (2024). Yan, Hongqiang ; Li, Jiatong. In: Papers. RePEc:arx:papers:2404.08105.

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2024Kernel Three Pass Regression Filter. (2024). Padha, Daanish ; Jat, Rajveer. In: Papers. RePEc:arx:papers:2405.07292.

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2023.

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2023.

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2023Outcome†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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2024Sufficient dimension reduction via random?partitions for the large?p?small?n problem. (2019). Huang, Suyun ; Hung, Hung. In: Biometrics. RePEc:bla:biomet:v:75:y:2019:i:1:p:245-255.

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2024Information?incorporated Gaussian graphical model for gene expression data. (2022). Ma, Shuangge ; Lin, Cunjie ; Zhang, Qingzhao ; Yi, Huangdi. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:2:p:512-523.

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More than 100 citations found, this list is not complete...

Works by Jianqing Fan:

YearTitleTypeCited
2021Recent Developments in Factor Models and Applications in Econometric Learning In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article5
2011Sparse High-Dimensional Models in Economics In: Annual Review of Economics.
[Full Text][Citation analysis]		article60
2008Asset Allocation and Risk Assessment with Gross Exposure Constraints for Vast Portfolios In: Papers.
[Full Text][Citation analysis]		paper4
2010Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection In: Papers.
[Full Text][Citation analysis]		paper65
2012Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection.(2012) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		article
2013Risks of Large Portfolios In: Papers.
[Full Text][Citation analysis]		paper25
2015Risks of large portfolios.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2013Risks of large portfolios.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2015Robust Inference of Risks of Large Portfolios In: Papers.
[Full Text][Citation analysis]		paper29
2016Robust inference of risks of large portfolios.(2016) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia In: Papers.
[Full Text][Citation analysis]		paper9
2021Augmented factor models with applications to validating market risk factors and forecasting bond risk premia.(2021) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2020Bootstrapping $\ell_p$-Statistics in High Dimensions In: Papers.
[Full Text][Citation analysis]		paper0
2020Recent Developments on Factor Models and its Applications in Econometric Learning In: Papers.
[Full Text][Citation analysis]		paper0
2022Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction In: Papers.
[Full Text][Citation analysis]		paper2
2022Bridging factor and sparse models In: Papers.
[Full Text][Citation analysis]		paper2
2022Policy Optimization Using Semi-parametric Models for Dynamic Pricing In: Papers.
[Full Text][Citation analysis]		paper2
2004A selective overview of nonparametric methods in financial econometrics In: Papers.
[Full Text][Citation analysis]		paper0
2005Semilinear High-Dimensional Model for Normalization of Microarray Data: A Theoretical Analysis and Partial Consistency In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article17
2005Rejoinder In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article0
2014Rejoinder.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2005Nonparametric Inferences for Additive Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article43
2006Comment In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article0
2007To How Many Simultaneous Hypothesis Tests Can Normal, Students t or Bootstrap Calibration Be Applied? In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article16
2007To how many simultaneous hypothesis tests can normal students t or bootstrap calibrations be applied.(2007) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2007Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article90
2007Partially Linear Hazard Regression for Multivariate Survival Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article14
2007Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article8
2007Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article53
2008Semiparametric Estimation of Covariance Matrixes for Longitudinal Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article20
2009A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article25
2009Comment In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article0
2009Nonparametric Transition-Based Tests for Jump Diffusions In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article41
2009Option Pricing With Model-Guided Nonparametric Methods In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article16
2010High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article114
2011Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article107
2001Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article1473
2001Goodness-of-Fit Tests for Parametric Regression Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article47
2001Regularization of Wavelet Approximations In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article53
2003A Reexamination of Diffusion Estimators With Applications to Financial Model Validation In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article60
2004New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article96
2009Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci In: Biometrics.
[Full Text][Citation analysis]		article1
2015Discussion In: International Statistical Review.
[Full Text][Citation analysis]		article0
2019Robust Measures of Earnings Surprises In: Journal of Finance.
[Full Text][Citation analysis]		article12
1998Local maximum likelihood estimation and inference In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article50
2000A class of weighted dependence measures for bivariate failure time data In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article3
2000Two‐step estimation of functional linear models with applications to longitudinal data In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article73
2008Partially linear hazard regression with varying coefficients for multivariate survival data In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article16
2008Modelling multivariate volatilities via conditionally uncorrelated components In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article31
2008Modelling multivariate volatilities via conditionally uncorrelated components.(2008) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2008Sure independence screening for ultrahigh dimensional feature space In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article370
2012Variance estimation using refitted cross‐validation in ultrahigh dimensional regression In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article29
2012A road to classification in high dimensional space: the regularized optimal affine discriminant In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article26
2013Large covariance estimation by thresholding principal orthogonal complements In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article332
2011Large covariance estimation by thresholding principal orthogonal complements.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 332		paper
2015Sparsifying the Fisher linear discriminant by rotation In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article5
2017Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article42
2017High dimensional semiparametric latent graphical model for mixed data In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article8
2017Estimation of the false discovery proportion with unknown dependence In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article6
2022SIMPLE: Statistical inference on membership profiles in large networks In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article2
2017The Elements of Financial Econometrics In: Cambridge Books.
[Citation analysis]		book9
2003Semiparametric estimation of Value at Risk In: Econometrics Journal.
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