Welcome to Jianqing Fan's publications

TO APPEAR; 2011; 2010; 2009; 2008; 2007; 2006;
2005; 2004; 2003; 2002; 2001; 2000; 1999; 1998; 1997; 1996; 1995; 1994; 1993; 1992; 1991;

Books

Fan, J. and Yao, Q. (2003). Nonlinear Time Series: Nonparametric and Parametric Methods (576pp)Springer-Verlag, New York.

Table of Contents, Figures and Computer Programs

Link to Errorta:

Errata

Book Review---Technometrics (2004)

Book Review---Quantitative Finance (2004)

Book Review--- International Institute of Statistics (2004)

Book Review---Journal of American Statistical Association (2005)

Fan, J. and Gijbels, I. (1996). Local Polynomial Modelling and its Applications (341pp). Chapman and Hall, London.
Fan, J., Lin, X. and Liu, J. (eds.) (2008). New developments in Biostatistics and Bioinformatics (282 pp). World Scientific, New Jersey.
Fan, J. and Koul, H. (eds.) (2006). Frontiers in Statistics. Imperial College Press, London (552pp).
(In honor of Professor Peter J. Bickel's 65th birthday)
Fan, J. and Li, G. (eds.) (2005). Contemporary Multivariate Analysis and Design of Experiments: In celebration of Professor Kai-Tai Fang's 65th birthday (468pp). World Scientific, New Jersey.

Book Chapters

Fan, J, Fan, Y. and Wu, Y. (2011). High-dimensional classification. In High-dimensional Data Analysis. (Cai, T.T. and Shen, X., eds.), 3-37, World Scientific, New Jersey.
Fan, J. and Jiang, J. (2008). Non- and semi-parametric modeling for survival analysis. In New Developments in
Biostatistics and Bioinformatics (Fan, J., Lin, X., and Liu, J., eds.), 3-33, World Scientific, New Jersey.
Fan, J. and Li, R. (2003). Local Modeling: Density estimation and Nonparametric Regression. In Advanced Medical Statistics, (J. Fang and Y. Lu, eds.), 885-930, World Scientific.
Fan, J. and Gijbels, I. (2000). Local polynomial fitting. In Smoothing and Regression. Approaches, Computation and Application (M.G. Schimek), 228-275, John Wiley & Sons
Fan, J. and M\"uller, M. (1995). Density and Regression Smoothing. In XploRe: an interactive statistical computing environment (W. H\"ardle, S.Klinke, B.A. Turlach, eds.), 77-99, Springer, Berlin.

Papers to appear

2011--- selected publications

Fan, Y. and Fan, J. (2011). Testing and detecting jumps based on a discretely observed process. Journal of Econometrics, , 164, 331-344.
Fan, J. and Lv, J. (2011). Non-concave penalized likelihood with NP-Dimensionality. IEEE -- Information Theory, 57, 5467-5484.
Fan, J., Lv, J., and Qi, L. (2011). Sparse high-dimensional models in economics. Annual Review of Economics, 3, 291-317

Fan, J., Feng, Y. and Song, R. (2011). Nonparametric independence screening in sparse ultra-high dimensional additive models. Journal of American Statistical Association, 116, 544-557.

Zhang, C.M., Fan, J. and Yu, T. (2010). Multiple Testing via FDR_L for Large Scale Imaging Data. The Annals of Statistics. The Annals of Statistics, 39, 613-642.

Bradic, J., Fan, J., and Wang, W. (2011). Penalized composite quasi-likelihood for ultrahigh-dimensional variable selection. Journal of Royal Statistics Society B, 73, 325-349.

Porwancher, R.B., Hagerty, C.G., Fan, J., Landsberg, L, Johnson, B.J.B., Kopnitsky, M., Steere, A.C., Kulas, K. and Wong, S.J. (2011). Multiplex Immunoassay for Lyme Disease Using VlsE1-IgG and pepC10-IgM Antibodies: Improving Test Performance through Bioinformatics. Clinical and Vacine Immunology, 18, 851-859.

2010--- selected publications

Ait-Sahalia, Y., Fan, J., and Xiu, D.(2010). High Frequency Covariance Estimates with Noisy and Asynchronous Financial Data . Journal of American Statistical Association, 105, 1504-1517 .
Fan, J. and Song, R. (2010). Sure Independence Screening in Generalized Linear Models with NP-Dimensionality. The Annals of Statistics, 38, 3567-3604. Errorta: Editorial error on Table 3
Fan, J., Feng, Y., and Niu, Y. (2010). Nonparametric estimation of genewise variance for microarray data. Annals of Statistics, 38, 2723-2750.
A"it-Sahalia, Y., Fan, J. and Jiang, J. (2010). Nonparametric tests of the Markov hypothesis in continuous-time models. Annals of Statistics, 38, 3129-3163.
Fan, J., Feng, Y., and Wu, Y. (2010). Ultrahigh dimensional variable selection for Cox's proportional hazards model. IMS collections, 6, 70-86. (A Festscrift for Lawrence D. Brown)
Jiang, J., Fan, Y. and Fan, J. (2010). Estimation in additive models with highly correlated covariates. Annals of Statistics, 38, 1403-1432.
MAQC Consortium (2010). The MicroArray Quality Control (MAQC)-II study of common practices for the development and validation of microarray-based predictive models. Nat Biotechnol, 28, 827-838.
Sun, X., Wang, X., Chen, T., Li, T., Cao, K., Lu, A., Chen, Y., Sun, D., Luo, J., Fan, J., Young, W., and Ren, R. (2010). Myelin Activates FAK/Akt/NF-κB Pathways and Provokes CR3-Dependent Inflammatory Response in Murine System. PLoS One. 2010; 5(2): e9380.
Wu, Y., Fan, J. and Mueller, H.-G. (2010). Varying coefficient functional linear regression. Bernoulli, 16,730-758.
Fan, J. and Lv, J. (2010). A selective overview of variable selection in high dimensional feature space. Statistica Sinica, invited submission, 20, 101-148.

2009--- selected publications

Ait-Sahalia, Y., Fan, J. and Peng, H. (2009). Nonparametric transition-based tests for diffusions.Journal of American Statistical Association, 104, 1102-1116.
Fan, J. and Mancini, L. (2009). Option Pricing with aggregation of physical models and nonparametric statistical learning. Journal of American Statistical Association, 104, 1351-1372. Manuscript.
Fan, J., Samworth, R. and Wu, Y. (2009). Ultrahigh dimensional variable selection: beyond the lienar model. Journal of Machine Learning Research, 10, 1829-1853.
R-code: SIS Package
Lam, C. and Fan, J. (2009). Sparsistency and Rates of Convergence in Large Covariance Matrices Estimation. The Annals of Statistics, 37, 4254-4278.
2007-version
Fan, J., Wu, Y., and Feng, Y. (2009). Local quasi-likelihood with a parametric guide. The Annals of Statistics, 37, 4153-4183.
Zh ang, W., Fan, J., and Sun, Y. (2009). A semiparametric model for cluster data. The Annals of Statistics, 37, 2377-2408.
Fan, J., Feng, Y. and Wu, Y. (2009). Network exploration via theadaptive LASSO and SCAD penalties. The Annals of Applied Statistics, 3, 521-541.
Supplement
Delaigle, A., Fan, J. and Carroll, R. (2009). Design-adaptive local polynomial estimator for the errors-in-variables problem. Journal of American Statistical Association, 104, 348-359.
Yep, J.S., Fan, J., and Wu, R. (2008). Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci. Biometrics, 65, 1068-1077.
Fan, J., Zhou, Y., Cai, J. and Chen, M.(2009). Gaining efficiency via weighted estimators for multivariate failure time data. (with discussion), Science in China, A, 52, 1--16.
Fan, J., Liang, P., Yao, Q., and Zhang, W. (2009). Approximating conditional density functions using dimension reduction. Acta Mathematicae Applicatae Sinica, Eng. Series, 25, 445-456.
Xie, Y., Fan, J., Chen, J., Huang, F.-P., Cao, B., Tam, P.K.H., Ren, Y. (2009). A novel function for dendritic cell: Clearance of VEGF via VEGF receptor-1. Biochemical and Biophysical Research Communications, 380, 243-248

2008--- selected publications

Fan, J. and Wu, Y. (2008). Semiparametric estimation of covariance matrices for longitudinal data. Journal of American Statistical Association, 103, 1520-1533.
Kim, B.-R., Zhang, L., Berg, A., Fan, J. and Wu, R. (2008). A computational approach to the functional clustering of periodic gene expression profiles. Genetics, 180, 821-834.
Fan, J. and Fan, Y. (2008). High dimensional classification using features annealed independence rules. The Annals of Statistics, 36, 2605-2637.
Lam, C. and Fan, J. (2008). Profile-Kernel likelihood inference with diverging number of parameters. The Annals of Statistics, 36, 2232-2260.
Fan, J. and Lv, J. (2008). Sure independence screening for ultra-high dimensional feature space.   (with discussion) Journal of Royal Statistical Society B,, 70, 849-911.
Manuscript    Rejoinder    Addendum
                    R-code: SIS Package
Fan, J. and Wang, Y. (2008). Spot volatility estimation for high-frequency data. Statistics and Its Interface, 1, 279-288.
Fan, J., Fan, Y. and Lv, J. (2008). High dimensional covariance matrix estimation using a factor model.| Journal of Econometrics, 147, 186-197.
Manuscript.
Fan, J., Wang, M. and Yao, Q. (2008). Modelling Multivariate Volatilities via Conditionally Uncorrelated Components. Journal of Royal Statistical Society B, 70, 679-702. Manuscript.
Cai, J., Fan, J., Jiang, J. and Zhou, H. (2008). Partially linear hazard regression with varying-coefficients for multivariate survival data. Journal Royal Statistical Society, B, 70, 141-158.
Chen, K., Fan, J., Jin, Z. (2008). Design-adaptive Minimax Local Linear Regression for Longitudinal/Clustered Data. Statistica Sinica,18, 515-534.
Fan, J. and Zhang, W. (2008). Statistical methods with varying coefficient models. Statistics and its Interface, 1, 179-195
Ren, Y., Xie, Y., Jiang, G., Fan, J., Yeung, J., Li, W., Tam, P., Savill, J. (2008). Apototic cells protect mice against lipopolysaccharide-induced shock. The Journal of Immunology, 180, 4978--4985.

2007--- selected publications

Fan, J., Hall, P. and Yao, Q. (2007). To how many simultaneous hypothesis tests can normal, Student's t or bootstrap calibration be applied? Journal of American Statistical Association , 102, 1282-1288. Original version
Fan, J.and Wang, Y. (2007). Multi-scale jump and volatility analysis for high-Frequency financial data,Jour. Ameri. Statist. Assoc.,102,1349-1362.
Manuscript
Fan, J. (2007). Variable screening in high-dimensional feature space. Proceedings of the 4th International Congress of Chinese Mathematicians (L. Ji, K. Liu, L. Yang, and S.T. Yau, eds.), Vol. II, 735-747.
Fan, J. and Jiang, J. (2007). Nonparametric inference with generalized likelihood ratio tests (with discussion), Test, 16, 409-478. Discussion Rejoinder
Manuscript Rejoinder
Xie, Y., Chan, H., Fan, J., Chen, Y., Young, J., Li, W., Miao, X., Yuan, Z., Wang, H., Tam, P.K., Ren, Y. (2007). Involvement of visinin like porotein-1 (VSNL-1) in regulating proliferative and invasive properties of neuroblastoma. Carcinogenesis, 28, 2122-2130.
Fan, J. and Niu, Y. (2007). Selection and validation of normalization methods for c-DNA microarrays using within-array replications. Bioinformatics, 23, 2391-2398.
R-code used for data analysis: Some adaptations are needed
Matlab-code used for simulation studies
Cai, J., Fan, J, Zhou, H. and Zhou, Y. (2007). Marginal hazard models with varying-coefficients for multivariate failure time data. The Annals of Statistics, 35, 324-354.
Fan, J., Fan, Y. and Jiang, J. (2007). Dynamic integration of time- and state-domain methods for volatility estimation. Journal of American Statistical Association, 102, 618-631.
Fan, J., Fan, Y. and Lv, J. (2007). Aggregation of nonparametric estimators for volatility matrix. Journal Financial Econometrics, 5, 321-357.
Manuscript
Fan, J., Huang, T. and Li, R.Z. (2007). Analysis of longitudinal data with semiparametric estimation of covariance function. Journal of American Statistical Association, 35, 632-641.
Cai, J., Fan, J, Jiang, J. and Zhou, H. (2007). Partially linear hazard regression for multivariate survival data. Journal of American Statistical Association, 102, 538-551.

2006 --- selected publications

Fan, J. and Li, R. (2006). Statistical Challenges with High Dimensionality: Feature Selection in Knowledge Discovery. Proceedings of the International Congress of Mathematicians (M. Sanz-Sole, J. Soria, J.L. Varona, J. Verdera, eds.) , Vol. III, European Mathematical Society, Zurich, 595-622.
Chen, J, Fan, J., Li, K.H., and Zhou, H. (2006). Local quasi-likelihood estimation with data missing at random. Statistica Sinica, 16, 1044-1070.
Fan, J. and Fan, Y. (2006). Comments on quantile autoregression. Journal of American Statistical Association, 101, 991--994.
Fan, J. and Ren, Y. (2006). Statistical Analysis of DNA Microarray Data in Cancer Research. Clinical Cancer Research, 12, 4469--4473. (Invited review article)
Fan, J., Lin, H. and Zhou, Y. (2006). Local partial likelihood estimation for life time data. The Annals of Statistics, 34, 290-325.
Ren, Y., Chan, H.M., Fan, J., Chen, Y.X., Xie, Y., Li, W., Jiang, G.P., Liu, Q., and Tam, P. (2006). Inhibition of tumor growth and metastasis in vitro and in vivo by targeting macrophage migration inhibitory factor in human neuroblastoma. Oncogene, 25, 3501-3508.
Fan, J. (2005). A selective overview of nonparametric methods in financial econometrics (with discussion) . Statistical Science, 20, 317-357. Rejoinder
Research report 2003-03 , Institute of Mathematical Sciences , Chinese University of Hong Kong.
Related elementary introduction: An introduction to financial econometrics.
Fan, J. and Huang, T. (2005). Profile Likelihood Inferences on semiparametric varying-coefficient partially linear models. Bernoulli, 11, 1031-1057.
Fan, J. Chen, Y., Chan, H.M., Tam, P.K.H. and Ren, Y. (2005). Removing intensity effects and identifying significant genes for Affymetrix arrays in MIF-suppressed neuroblastoma cells. Proc. Natl. Acad. Sci., 102, 17751-17756.
Fan, J., Huang, T. and Peng, H. (2005). Semilinear high-dimensional model for normalization of microarray data: a theoretical analysis and partial consistency. (with discussion) Journal of American Statistical Association, 100, 781--813.
Fan, J. and Jiang, J. (2005). Nonparametric Inference for Additive Models. Journal of the American Statistical Association, 100, 890-907.
Cai, J., Fan, J., Li, R. and Zhou, H. (2005). Variable selection for multivariate failure time data. Biometrika, 92, 303 -- 316.
Fan, J. and Yim, T.H. (2004). A data-driven method for estimating conditional densities. Biometrika , 91, 819-834. Research report 2003-05, Institute of Mathematical Sciences , Chinese University of Hong Kong}
Ren, Y., He, Q.Y., Fan, J., Jones, B., Zhou, Y. Wu, A., Xie, Y., Cheung, C.Y., Chiu, J.F, Peiris, JSM and Tam, P. (2004). The use of proteomics to identify serum biomarkers for diagnosis of severe acute respiratory syndrome (SARS). Proteomic, 4, 3477-3484.
Fan, J. and Zhang, J. (2004). Sieve empirical likelihood ratio tests for nonparametric functions. The Annals of Statistics , 32, 1858-1907.
Fan, J. and Li, R. (2004). New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis Journal of American Statistical Association, 99, 710-723.
Fan, J. and Peng, H. (2004). On non-concave penalized likelihood with diverging number of parameters. The Annals of Statistics, 32, 928-961.
Fan, J. and Zhang, W. (2004). Generalized likelihood ratio tests for spectral density. Biometrika, 91, 195-209.
Fan, J., Tam, P., Vande Woude, G. and Ren, Y. (2004). Normalization and analysis of cDNA micro-arrays using within-array replications applied to neuroblastoma cell response to a cytokine. Proc. Natl. Acad. Sci., 101, 1135-1140.
Fan, J. and Gu, J. (2003). Semiparametric Estimation of Value-at-Risk. Econometrics Journal, 6, 261-290.
Fan, J., Jiang, J., Zhang, C. and Zhou, Z. (2003). Time-dependent Diffusion Models for Term Structure Dynamics and the Stock Price Volatility. Statistica Sinica , 13, 965-992.
Fan, J. and Zhang, C.(2003). A re-examination of Stanton's diffusion estimations with applications to financial model validation . Journal of American Statistical Association , 98, 118-134.
Fan, J., Yao, Q. and Cai, Z. (2003). Adaptive varying-coefficient linear models . Journal of Royal Statistical Society B, 65, 57-80.
Fan, J. and Li, R. (2002). Variable Selection for Cox's Proportional Hazards Model and Frailty Model. The Annals of Statistics . 30, 74-99. Institute of Statistics Mimeo Series #2372 , University of North Carolina at Chapel Hill
Fan, J. and Koo, J.Y. (2002). Wavelet deconvolution. IEEE tractions on information theory, 48, 734-747.
Fan, J. and Li, R. (2001). Variable selection via nonconcave penalized likelihood and its oracle properties. Journal of American Statistical Association, 1348-1360.
R-code: SIS Package
Antoniadis, A. and Fan, J. (2001). Regularized wavelet approximations (with discussion). Journal of American Statistical Association, 96, 939-967.
Fan, J., Zhang, C. and Zhang, J. (2001). Generalized likelihood ratio statistics and Wilks phenomenon. The Annals of Statistics, 29, 153-193.
Fan, J. and Huang, L. (2001). Goodness-of-Fit Test for Parametric Regression Models . Journal of American Statistical Association., 96, 640-652.
Antoniadis, A., Fan, J. and Gijbels I. (2001). A wavelet method for unfolding sphere size distributions . Canadian Journal of Statistics, 29, 251-268
Fan, J. (2001). Comment on ``Inference for semiparametric models: Some Questions and an Answer'' by Bickel and Kwon . Statistica Sinica, 11, 886-892.
Fan, J. (2000). Prospects of nonparametric modeling. Invited review article, Journal of American Statistical Association, 95, 1296-1300.
Fan, J., Hung, H.N. and Wong, W.H. (2000). Geometric understanding of likelihood ratio statistics Journal of Americal Statistical Association, 95, 836-841.
Cai, Z., Fan, J. and Yao, Q. (2000). Functional-coefficient regression models for nonlinear time series. Journal of American Statistical Association , 95, 941-956.
Cai, Z., Fan, J. and Li, R.Z. (2000). Efficient estimation and inferences for varying-coefficient models. Journal of American Statistical Association , 95, 888-902.
Fan, J. and Wong, W.H. (2000). Comment on ``On profile likelihood'' by Murphy and van de Vaart Journal of American Statistical Association , 95, 468-471.
Fan, J. and Zhang, J.T. (2000). Two-step estimation of functional linear models with applications to longitudinal data. Journal of Royal Statistical Society B , 62, 303-322.
Cheng, M.Y., Choi, E., Fan, J. and Hall, P. (2000). Skewing-methods for two-parameter locally parametric density estimation. Bernoulli , 6, 169-182.
Fan, J. and Zhang, W.Y. (2000). Simultaneous confidence bands and hypothesis testing in varying-coefficient models. Scandinavian Journal of Statistics , 27, 715-731.

1999 --- selected publications

Fan, J. and Zhang, W.Y. (1999) Statistical estimation in varying coefficient models. The Annals of Statistics , 27, 1491-1518.
Huang, L. and Fan, J. (1999). Nonparametric estimation of quadratic regression functionals. Bernoulli , 5, 927-949.
Fan, J. and Chen, J. (1999). One-step local quasi-likelihood estimation. Journal of Royal Statistical Society B , 61, 927-943.
Fan, J., Hall, P., Martin, M. and Patil, P. (1999). Adaptation to high spatial inhomogeneity using wavelet methods Statistica Sinica , 85-102.
Fan, J. and Jiang, J. (1999). Variable bandwidth and one-step local M-estimator. Science in China, (Series A), 29, 1-15.
Fan, J. and Zhang, C.M. (1999). Comment on ``Adjusting for non-ignorable drop-out using semiparametric non-response models'' by D.O. Scharfstein, A. Rotnizky and J. M. Robins Journal of American Statistical Association, 94, 1122-1125.

1998 --- selected publications

Fan, J., H\"ardle, W. and Mammen, E. (1998). Direct estimation of additive and linear components for high dimensional data. The Annals of Statistics, 26, 943-971.
Fan, J. and Yao, Q. (1998). Efficient estimation of conditional variance functions in stochastic regression. Biometrika, 85, 645-660.

C-Code for bandwidth selection of the conditional mean and variance functions

Fan, J. and Lin, S.K. (1998). Test of Significance when data are curves. Journal of American Statistical Association, 93, 1007-1021.
Fan, J., Farmen, M. and Gijbels, I. (1998). Local Maximum Likelihood Estimation and Inference Journal Royal Statistics Society B, 60, 591-608.
Fan, J. and Kreutzberger, E. (1998). Automatic local smoothing for spectral density estimation Scandinavian Journal of Statistics, 25, 359-369.
Fan, J. and Zhang, J. (1998). Comment on ``Smoothing Spline Models for the Analysis of Nested and Crosed Samples of Curves'' by Brumback and Rice Journal of American Statistical Association, 93, 980-983.

1997 --- selected publications

Fan, J., Gijbels, I. and King, M. (1997). Local likelihood and local partial likelihood in hazard regression. The Annals of Statistics, 25, 1661-1690.
Cheng, M.Y., Fan, J. and Marron, J.S. (1997). On automatic boundary corrections. The Annals of Statistics, 25, 1691-1708.
Carroll, R.J., Fan, J., Gijbels, I. and Wand, M.P. (1997). Generalized partially linear single-Index models. Journal of American Statistical Association, 92, 477-489.
Masry, E. and Fan, J. (1997). Local Polynomial Estimation of Regression functions for mixing processes. Scandinavian Journal of Statistics, 24, 165-179.
Fan, J. (1997). Comment on ``Polynomial Splines and Their Tensor Products in Extended Linear Modeling'' by Stone, Hansen, Kooperberg and Truong. The Annals of Statistics, 25, 1425--1432.

1996 --- selected publications

Fan, J. (1996). Test of significance based on wavelet thresholding and Neyman's truncation. Journal of American Statistical Association, 91, 674--688.
Fan, J., Yao, Q. and Tong, H. (1996). Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Biometrika, 83, 189-196.
Fan, J., Hall, P., Martin, M. and Patil, P. (1996). On local smoothing of nonparametric curve estimators. Journal of American Statistical Association, 91, 258 -- 266.
Bickel, P.J. and Fan, J. (1996). Some problems on the estimation of unimodal densities. Statistica Sinica, 6, 23--45.

1995 --- selected publications

Fan, J. and Gijbels, I. (1995). Adaptive order polynomial fitting: bandwidth robustification and bias reduction. Journal of Computational and Graphical Statistics, 4, 213 -- 227.
Fan, J. and Gijbels, I. (1995). Data-driven bandwidth selection in local polynomial fitting: variable bandwidth and spatial adaptation. J. Royal Statist. Soc. B, 57, 371 -- 394.

C-Code for computing choosing automatically the constant bandwidth.

C-Code for choosing variable bandwidth in the paper.

Fan, J., Heckman, N.E. and Wand, M.P. (1995). Local polynomial kernel regression for generalized linear models and quasi-likelihood functions. Jour. Amer. Statist. Assoc., 90, 141-150.

1994 --- selected publications

Fan, J. and Hall, P. (1994). On curve estimation by minimizing mean absolute deviation. The Annals of Statistics, 22, 867-885.
Fan, J. and Gijbels, I. (1994). Censored regression: nonparametric techniques and their applications. Journal of the American Statistical Association, 89, 560-570.
Fan, J. and Marron, J.S. (1994). Fast implementations of nonparametric curve estimators. Journal of Computational and Graphical statistics, 3, 35-56.

1993 --- selected publications

Fan, J. (1993). Local linear regression smoothers and their minimax efficiency. Annals of Statistics, 21, 196-216.
Fan, J. (1993). Adaptively local one-dimensional subproblems with applications to a deconvolution problem. The Annals of Statistics, 21, 600-610
Fan, J. and Truong, Y.K. (1993). Nonparametric regression with errors-in-variables. Annals of Statistics, 21, 1900-1925.

1992 --- selected publications

Fan, J. (1992). Design-adaptive nonparametric regression. Journal of the American Statistical Association, 87, 998-1004.
Fan, J and Gijbels, I. (1992). Variable bandwidth and local linear regression smoothers. The Annals of Statistics, 20, 2008-2036.
Fan, J. and Marron, J.S. (1992). Best possible constant for bandwidth selection. The Annals of Statistics, 20, 2057-2070.
Fan, J. and Masry, E. (1992). Multivariate regression estimation with errors-in-variables: asymptotic normality for mixing processes. Journal of Multivariate Analysis, 43, 237-271.

1991 --- selected publications

Fan, J. (1991). On the optimal rates of convergence for nonparametric deconvolution problems. The Annals of Statistics, 19, 1257-1272.
Fan, J. (1991). On the estimation of quadratic functionals. The Annals of Statistics, 19, 1273-1294.