496 citations · 936 across the 28 of their papers we have counts for
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math.ST2007★ 2 cited
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…
math.ST2007
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…
math.ST2007★ 496 cited
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…