Jianqing Fan : Citation Profile

Are you Jianqing Fan?

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

34

H index

74

i10 index

5365

Citations

RESEARCH PRODUCTION:

106

Articles

29

Papers

1

Books

RESEARCH ACTIVITY:

   30 years (1992 - 2022). See details.
   Cites by year: 178
   Journals where Jianqing Fan has often published
   Relations with other researchers
   Recent citing documents: 374.    Total self citations: 59 (1.09 %)

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   Permalink: http://citec.repec.org/pfa165
   Updated: 2024-04-18    RAS profile: 2022-05-13    
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Relations with other researchers

Works with:

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:

LINTON, OLIVER (89)

Chernozhukov, Victor (60)

Li, Degui (60)

Barigozzi, Matteo (57)

GAO, Jiti (55)

CAI, ZONGWU (51)

Hansen, Christian (50)

Hallin, Marc (42)

Härdle, Wolfgang (39)

Su, Liangjun (37)

Parolya, Nestor (35)

Cites to:

Reichlin, Lucrezia (50)

Hallin, Marc (43)

Bai, Jushan (41)

Ng, Serena (35)

Forni, Mario (33)

Lippi, Marco (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 B17
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
NBER Working Papers / National Bureau of Economic Research, Inc2
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2

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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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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2023A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

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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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2023Identification 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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2023Testing 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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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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2023Matrix 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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2023Statistical 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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2023Cross-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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2023Co-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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2023Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models. (2023). Yao, Jianfeng ; Li, Zhaoyuan ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14387.

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

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2023Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications. (2023). Shi, Shuping ; Laurent, S'Ebastien ; Bouamara, Nabil. In: Papers. RePEc:arx:papers:2303.13406.

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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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2023Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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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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2023Asymptotic 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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2023Inference 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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2023Jackknife model averaging for high?dimensional quantile regression. (2023). Zou, Guohua ; You, Kang ; Zhang, Xinyu ; Wang, Miaomiao. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:1:p:178-189.

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2023Debiased lasso for generalized linear models with a diverging number of covariates. (2023). Li, YI ; Nan, Bin ; Xia, LU. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:1:p:344-357.

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2023Domain selection and familywise error rate for functional data: A unified framework. (2023). Vantini, Simone ; Stamm, Aymeric ; de Luna, Sara Sjostedt ; Schelin, Lina ; Pini, Alessia ; Abramowicz, Konrad. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:1119-1132.

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2023Decomposition of variation of mixed variables by a latent mixed Gaussian copula model. (2023). Li, Quefeng ; Zheng, Xiaojing ; Darville, Toni ; Liu, Yutong. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:1187-1200.

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2023A compound decision approach to covariance matrix estimation. (2023). Zhao, Sihai Dave ; Xin, Huiqin. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:1201-1212.

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2023Improving trial generalizability using observational studies. (2023). Cai, Jianwen ; Zeng, Donglin ; Wang, Xiaofei ; Dong, Lin ; Yang, Shu ; Lee, Dasom. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:1213-1225.

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2023Functional group bridge for simultaneous regression and support estimation. (2023). Li, Meng ; Beauchamp, Michael S ; Magnotti, John ; Wang, Zhengjia. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:1226-1238.

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2023Robust functional principal component analysis via a functional pairwise spatial sign operator. (2023). Di, Chongzhi ; Han, Fang ; Liu, Sisheng ; Wang, Guangxing. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:1239-1253.

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2023Score test for missing at random or not under logistic missingness models. (2023). Liu, Yukun ; Lu, Zhiping ; Wang, Hairu. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:1268-1279.

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2023.

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2023Multikink quantile regression for longitudinal data with application to progesterone data analysis. (2023). Zou, Changliang ; Zhang, Wenyang ; Zhong, Wei ; Wan, Chuang. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:747-760.

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2023Feature screening with latent responses. (2023). Cui, Hengjian ; Song, Xinyuan ; Guo, Wenwen ; Yu, Congran. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:878-890.

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2023Asynchronous functional linear regression models for longitudinal data in reproducing kernel Hilbert space. (2023). Zhu, Hongtu ; Li, Tengfei. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:1880-1895.

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2023Consistent estimation of the number of communities via regularized network embedding. (2023). Wang, Junhui ; Zhang, Sanguo ; Ren, Mingyang. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:2404-2416.

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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]		article4
2011Sparse High-Dimensional Models in Economics In: Annual Review of Economics.
[Full Text][Citation analysis]		article59
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]		paper61
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: 61		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]		paper25
2016Robust inference of risks of large portfolios.(2016) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia In: Papers.
[Full Text][Citation analysis]		paper6
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: 6		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]		paper1
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.
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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]		article15
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: 15		paper
2007Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article87
2007Partially Linear Hazard Regression for Multivariate Survival Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article13
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]		article52
2008Semiparametric Estimation of Covariance Matrixes for Longitudinal Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article19
2009A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article24
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]		article40
2009Option Pricing With Model-Guided Nonparametric Methods In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article14
2010High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article106
2011Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article103
2001Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article1387
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]		article51
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]		article10
1998Local maximum likelihood estimation and inference In: Journal of the Royal Statistical Society Series B.
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