9 citations · 13 across the 3 of their papers we have counts for
3 papers
stat.ME2015★ 9 cited
An Overview on the Estimation of Large Covariance and Precision Matrices
Jianqing Fan, Yuan Liao, Han Liu
Estimating large covariance and precision matrices are fundamental in modern multivariate analysis. The problems arise from statistical analysis of large panel economics and financ…
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…
stat.ML2014★ 4 cited
High Dimensional Semiparametric Latent Graphical Model for Mixed Data
Jianqing Fan, Han Liu, Yang Ning +1
Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for…