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Papers
to appear
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Fan, J. and Song, R.
(2009). Sure
Independence Screening in Generalized Linear Models with
NP-Dimensionality. The Annals of Statistics,
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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Wu, Y., Fan, J. and Mueller, H.-G.
(2009). Varying coefficient functional linear regression. Bernoulli,
accepted.
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Ait-Sahalia,
Y., Fan, J. and Peng, H. (2009). Nonparametric transition-based tests
for diffusions.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.
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Fan, J. and Lv, J. (2009). Non-Concave Penalized Likelihood
with NP-Dimensionality. Manuscript.
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Bradic, J., Fan, J., and Wang,
W. (2009). Penalized composite quasi-likelihood for ultrahigh-dimensional
variable selection.
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Fan, J., Feng, Y. and Song, R. (2009). Nonparametric independence screening
in sparse ultra-high dimensional additive models.
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