496 citations · 749 across the 4 of their papers we have counts for
6 papers · 1 filter
Estimation in additive models with highly or nonhighly correlated covariates
Jiancheng Jiang, Yingying Fan, Jianqing Fan
Motivated by normalizing DNA microarray data and by predicting the interest rates, we explore nonparametric estimation of additive models with highly correlated covariates. We intr…
A unified approach to model selection and sparse recovery using regularized least squares
Jinchi Lv, Yingying Fan
Model selection and sparse recovery are two important problems for which many regularization methods have been proposed. We study the properties of regularization methods in both p…
High Dimensional Covariance Matrix Estimation Using a Factor Model
Jianqing Fan, Yingying Fan, Jinchi Lv
High dimensionality comparable to sample size is common in many statistical problems. We examine covariance matrix estimation in the asymptotic framework that the dimensionality $p…
Aggregation of Nonparametric Estimators for Volatility Matrix
Jianqing Fan, Yingying Fan, Jinchi Lv
An aggregated method of nonparametric estimators based on time-domain and state-domain estimators is proposed and studied. To attenuate the curse of dimensionality, we propose a fa…
High-dimensional classification using features annealed independence rules
Jianqing Fan, Yingying Fan
Classification using high-dimensional features arises frequently in many contemporary statistical studies such as tumor classification using microarray or other high-throughput dat…
Dynamic Integration of Time- and State-domain Methods for Volatility Estimation
Jianqing Fan, Yingying Fan, Jiancheng Jiang
Time- and state-domain methods are two common approaches for nonparametric prediction. The former predominantly uses the data in the recent history while the latter mainly relies o…