1.5k citations · 7.9k across the 139 of their papers we have counts for
Showing 2014 · math.STShow all
3 papers · 2 filters
math.ST2014★ 18 cited
Robust Estimation of High-Dimensional Mean Regression
Jianqing Fan, Quefeng Li, Yuyan Wang
Data subject to heavy-tailed errors are commonly encountered in various scientific fields, especially in the modern era with explosion of massive data. To address this problem, pro…
math.ST2014★ 12 cited
Estimation of functionals of sparse covariance matrices
Jianqing Fan, Philippe Rigollet, Weichen Wang
High-dimensional statistical tests often ignore correlations to gain simplicity and stability leading to null distributions that depend on functionals of correlation matrices such…
math.ST2014★ 1 cited
Discussion: "A significance test for the lasso"
Jianqing Fan, Zheng Tracy Ke
Discussion of "A significance test for the lasso" by Richard Lockhart, Jonathan Taylor, Ryan J. Tibshirani, Robert Tibshirani [arXiv:1301.7161].