6 citations · 12 across the 5 of their papers we have counts for
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stat.ME2016★ 1 cited
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia
Jianqing Fan, Yuan Ke, Yuan Liao
We study factor models augmented by observed covariates that have explanatory powers on the unknown factors. In financial factor models, the unknown factors can be reasonably well…
stat.ME2010★ 1 cited
Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
Jianqing Fan, Xu Han, Weijie Gu
Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of th…