Jianqing Fan
Selected publications
Books
- Fan, J. and Yao, Q. (2003).
Nonlinear Time Series: Nonparametric and Parametric Methods (576pp).
- 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., Ritov, Y., Wu, J.C.F. (eds.) (2013).
Selected Works of Peter J. Bickel.
Selected Works in Probability and Statistics, vol. 13, Springer, New York. (612 pp) - Fan, J., Lin, X. and Liu, J. (eds.) (2008).
New developments in Biostatistics and Bioinformatics .
World Scientific, New Jersey. (282 pp) - 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.
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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.
Articles
2012
Control of the false discovery rate under arbitrary covariance dependence.
(with discussion)
Journal of American Statistical Association, 107, 1019-1045. (Manuscript)
Comment by Larry Wasserman, 1035-1036.
Comment by Aurore Delaigle and Peter Hall, 1036-1039
Comment by Armin Schwartzman, 1039-1041
Comment by Armin Schwartzman, 1041-1045
Rejoinder by Jianqing Fan, Xu Han, and Weijie Gu, 1045-1048
R-code: pfa package
Vast volatility matrix estimation using high frequency data for portfolio selection.
Journal of American Statistical Association, 107, 412-428. (Manuscript)
A ROAD to classification in high dimensional space.
Journal of Royal Statistical Society B, 74, 745-771. (Manuscript)
Vast portfolio selection with gross-exposure constraints.
Journal of American Statistical Association, 107, 592-606. (Manuscript)
Variance estimation using refitted cross-validation in ultrahigh dimensional regression.
Journal of Royal Statistical Society, 74, 37-65. (Manuscript)
Articles
2011
High Dimensional Covariance Matrix Estimation in Approximate Factor Models.
The Annals of Statistics, 39, 3320-3356. (Manuscript)
R-code: POET package
Nonparametric independence screening in sparse ultra-high dimensional additive models.
Journal of American Statistical Association, 116, 544-557.
R-code: SIS Package
Regularization for Cox's proportional hazards model with NP-Dimensionality.
The Annals of Statistics , 39, 3092-3120. (Manuscript)
Testing and detecting jumps based on a discretely observed process.
Journal of Econometrics, , 164, 331-344.
Non-concave penalized likelihood with NP-Dimensionality.
IEEE -- Information Theory, 57, 5467-5484.
Sparse high-dimensional models in economics.
Annual Review of Economics, 3, 291-317
Multiple Testing via FDR_L for Large Scale Imaging Data. The Annals of Statistics.
The Annals of Statistics, 39, 613-642.
Penalized composite quasi-likelihood for ultrahigh-dimensional variable selection.
Journal of Royal Statistics Society B, 73, 325-349.
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
- 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)
SureIndependence Screening in Generalized Linear Models withNP-Dimensionality.
The Annals of Statistics, 38, 3567-3604.
Errorta: Editorial error on Table 3 - Fan, J., Feng, Y., and Niu, Y. (2010)
Nonparametric estimation ofgenewise variance for microarray data.
Annals of Statistics, 38, 2723-2750. - A"it-Sahalia, Y., Fan, J. andJiang, 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 proportionalhazards 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
- 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
- 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. - 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. - Zhang, 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
- 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 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 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
- 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: 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
- 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.
2005
- 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.
2004
- 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.
2003
- 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.
2002
- 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.
2001
- 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.
2000
- 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.
Variable bandwidth and one-step local M-estimator.
Science in China, (Series A), 43, 65 -- 80.
1999
- 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 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
- 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
To compile, type "cc -l autovar.c" and then "run a.out" and follow the instructions on the screen. - Fan, J. and Lin, S.K. (1998)
Test of Significance when data are curves.
Journal of American Statistical Association, 93, 1007-1021.
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Splus-Code for computing the Adaptive Neyman statistic: aneyman.s
Splus-Code for computing the Hanova statistic: hanava.s
C-Code for computing the P-value of the adaptive neyman statistic.
To compile, type: cc neyman.c -lm. To run, type a.out and then following the instructions on the screen. - 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
- 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.
Comment on "Wavelets in Statistics: a review" by A. Antoniadis.
Jour. Ital. Statist. Soc., 2, 131--138.
1996
- 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
- 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.
To compile, type: cc neyman.c -lm. To run, type a.out and then following the instructions on the screen. - 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
- 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
- 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
- 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
- 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.
