18 citations · 18 across the 2 of their papers we have counts for
2 papers
math.ST2016
Embracing the Blessing of Dimensionality in Factor Models
Quefeng Li, Guang Cheng, Jianqing Fan +1
Factor modeling is an essential tool for exploring intrinsic dependence structures among high-dimensional random variables. Much progress has been made for estimating the covarianc…
math.ST2014★ 18 cited
Robust Estimation of High-Dimensional Mean Regression
Jianqing Fan, Quefeng Li, Yuyan Wang
Data subject to heavy-tailed errors are commonly encountered in various scientific fields, especially in the modern era with explosion of massive data. To address this problem, pro…