Jianqing Fan

Current Research Directions
  • High-dimensional Statistics
  • Machine Learning                        Research Agenda
  • Financial Econometrics and Risk Management
  • Bioinformatics and Biostatistics
  • Graphical and Network modeling
  • Nonparametric and semiparametric modeling

Research Interests

Fan is interested in statistical methods in finance, economics, genomics, biostatistics, high-dimensional statistics, machine learning, data-analytic modeling, longitudinal and functional data analysis, nonlinear time series, wavelets and their applications, among others. His primary research focuses on developing and justifying statistical methods that are used to solve problems from the frontiers of scientific research. This is expanded into other disciplines where the statistics discipline is useful.

In each of the areas mentioned above, he devotes most of his efforts to the search for intuitively appealing, computational feasible, model-free, robust nonparametric approaches and illustrates the approaches by real data and simulated examples. Modern statistical principles and modeling inevitably involve intensive computation, which is a part of the methodological research development. He is also very interested in developing foundational statistical theory and in providing fundamental insights to sophisticated statistical models. These include sampling theory, oracle properties, statistical learning theory, minimax theory, efficient semi-parametric modeling, and nonlinear function estimation.

Recently, Fan is particularly interested in financial econometrics, risk management, high-dimensional statistical learning, computational biology, biostatistics, nonlinear time series, analysis of longitudinal and functional data, and other interdisciplinary collaborations.

Editorial Services


  • Journal of Econometrics, Co-Editor, 2012 --

  • Journal of American Statistical Association, Associate Editor, 1996 --
  • Science in China, Series A, Associate Editor, 2009 --
  • Journal of Korean Statistical Society, Associate Editor, 2002 --
  • Past

  • Econometrics Journal, Co-Editor, 2007 --2012
  • The Annals of Statistics, Co-Editor, 2004 --2006
  • Probability Theory and Related Fields, Co-Editor, 2003 --2005
  • Journal of Multivariate Analysis, Co-Editor, 1998 -- 2000

  • Econometrica, Associate Editor, 2010 --2013
  • Journal of Financial Econometrics, Associate Editor, 2009 --2012
  • Journal of Systems Science and Complexity, Associate Editor, 2009 --2014
  • Journal of Nonparametric Statistics, Associate Editor, 2007--2012
  • The Annals of Statistics, Associate Editor, 1998 --2003
  • Statistica Sinica, Associate Editor, 1996 --2002
  • Professional Services
  • President, Institute of Mathematical Statistics, 2006--2009
  • President, International Chinese Statistical Association 2008--2010
  • Committee on Fellow (03--07), Specially Invited Papers (00--07), Nomination (01-02), Council (2003-2007), Institute of Mathematical Statistics
  • National Advisory Committee, Statistics & Applied Mathematics Sciences Institute, 08 -- 14
  • Scientific Advisory Board, Institute for Mathematical Sciences, NUS, 11 --16
  • Academic Consultation Committee, Institute of Economics, Academia Sinica, 2007 --