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Papers to appear
- Fan, J. and Lv, J. (2008). Sure
independence screening for ultra-high dimensional feature space.
Journal of Royal Statistical Society B, to be read before the Royal
Statistics Society.
Rejoinder 
- Fan, J. and Wu, Y. (2008).
Semiparametric estimation of covariance matrices for longitudinal data Journal
of American Statistical Association, to appear
- Fan, J. and Fan, Y. (2007). High
dimensional classification using features annealed independence rules.
The Annals of Statistics, to appear.
- Lam, C. and
Fan, J. (2007). Profile-Kernel likelihood inference with diverging
number of parameters. The Annals of Statistics, to appear.
- Fan, J.,
Fan, Y. and Lv, J. (2007). High dimensional covariance matrix estimation
using a factor model. Journal of Econometrics, to appear.
Manuscripts
- Ait-Sahalia,
Y., Fan, J. and Peng, H. (2008). Nonparametric transition-based tests
for diffusions. Manuscript. Pending revision for JASA
- Fan,
Y. and Fan, J. (2008). Testing and detecting jumps based on a
discretely observed process. Manuscript.
- Fan, J.
and Mancini, L. (2006). Option Pricing with aggregation of physical models
and nonparametric statistical learning. Manuscript.
- Lam, C.
and Fan, J. (2007). Sparsistency and Rates of Convergence in Large
Covariance Matrices Estimation. Manuscript.
- Delaigle, A., Fan, J. and
Carroll, R. (2008). Design-adaptive local polynomial estimator for
the errors-in-variables problem. Manuscript.
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