Jianqing Fan

Selected publications

Books Authored

2010

2009

2008

2007

2006

2005

2004

2003

2002

2001

2000

  • Fan, J. and Jiang, J. (2000)
    Variable bandwidth and one-step local M-estimator.
    Science in China, (Series A), 43, 65 -- 80.
  • 1999

    1998

    1997

  • Fan, J. (1997)
    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.