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Papers
to appear
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A"it-Sahalia, Y., Fan, J. and Jiang, J. (2009). Nonparametric tests of the
Markov hypothesis in continuous-time models. Annals of Statistics,
accepted.
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Jiang,
J., Fan, Y. and Fan, J. (2009). Estimation in additive models with highly
correlated covariates. Annals of Statistics, accepted.
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Fan, J. and Lv, J. (2009). A selective overview
of variable selection in high dimensional feature space. Statistica
Sinica, invited submission, accepted.
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Wu, Y., Fan, J. and Mueller, H.-G.
(2009). Varying coefficient functional linear regression. Bernoulli,
accepted.
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Fan, J.
and Mancini, L. (2009). Option Pricing with aggregation of physical
models and nonparametric statistical learning. Journal of
American Statistical Association, to appear.
Manuscripts
- Fan,
Y. and Fan, J. (2008). Testing and detecting jumps based on a
discretely observed process. Manuscript.
- Fan, J., Zhang, J., and Yu, K.
(2008). Asset Allocation and Risk Assessment with Gross Exposure
Constraints for Vast Portfolios. Manuscript.
- Fan, J. and Song, R.
(2009). Sure
Independence Screening in Generalized Linear Models with
NP-Dimensionality. Manuscript
- Fan, J. and Lv, J. (2009).
Non-Concave Penalized Likelihood
with NP-Dimensionality. Manuscript.
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