activity
20122024
most citedThe Nonparanormal SKEPTIC

22 citations · 27 across the 8 of their papers we have counts for

collaborators

8 papers

math.ST2024

An Introduction to Permutation Processes (version 0.5)

Fang Han

These lecture notes were prepared for a special topics course in the Department of Statistics at the University of Washington, Seattle. They comprise the first eight chapters of a…

math.ST2024

Smoothed NPMLEs in nonparametric Poisson mixtures and beyond

Keunwoo Lim, Fang Han

We discuss nonparametric mixing distribution estimation under the Gaussian-smoothed optimal transport (GOT) distance. It is shown that a recently formulated conjecture -- that the…

math.ST2024

On Rosenbaum's Rank-based Matching Estimator

Matias D. Cattaneo, Fang Han, Zhexiao Lin

In two influential contributions, Rosenbaum (2005, 2020) advocated for using the distances between component-wise ranks, instead of the original data values, to measure covariate s…

math.ST20212 cited

Nonparametric mixture MLEs under Gaussian-smoothed optimal transport distance

Fang Han, Zhen Miao, Yandi Shen

The Gaussian-smoothed optimal transport (GOT) framework, pioneered in Goldfeld et al. (2020) and followed up by a series of subsequent papers, has quickly caught attention among re…

math.ST20161 cited

An Exponential Inequality for U-Statistics under Mixing Conditions

Fang Han

The family of U-statistics plays a fundamental role in statistics. This paper proves a novel exponential inequality for U-statistics under the time series setting. Explicit mixing…

math.ST2015

Robust Inference of Risks of Large Portfolios

Jianqing Fan, Fang Han, Han Liu +1

We propose a bootstrap-based robust high-confidence level upper bound (Robust H-CLUB) for assessing the risks of large portfolios. The proposed approach exploits rank-based and qua…