148 citations · 173 across the 9 of their papers we have counts for
3 papers · 1 filter
Nonparametric tests of the Markov hypothesis in continuous-time models
Yacine Aït-Sahalia, Jianqing Fan, Jiancheng Jiang
We propose several statistics to test the Markov hypothesis for -mixing stationary processes sampled at discrete time intervals. Our tests are based on the Chapman--Kolmogorov e…
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…
Regularization for Cox's proportional hazards model with NP-dimensionality
Jelena Bradic, Jianqing Fan, Jiancheng Jiang
High throughput genetic sequencing arrays with thousands of measurements per sample and a great amount of related censored clinical data have increased demanding need for better me…