6 citations · 12 across the 5 of their papers we have counts for
Showing 2010Show all
2 papers · 1 filter
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…
q-fin.PM2010★ 2 cited
Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection
Jianqing Fan, Yingying Li, Ke Yu
Portfolio allocation with gross-exposure constraint is an effective method to increase the efficiency and stability of selected portfolios among a vast pool of assets, as demonstra…