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Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of financial econometrics : official journal of … 5 (2007) 3, pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
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High dimensional covariance matrix estimation using a factor model
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of econometrics 147 (2008) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
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Dynamic integration of time- and state-domain methods for volatility estimation
Fan, Jianqing; Fan, Yingying; Jiang, Jiancheng - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 619-631
Persistent link: https://www.econbiz.de/10003490437
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Nonsparse learning with latent variables
Zheng, Zemin; Lv, Jinchi; Lin, Wei - In: Operations research 69 (2021) 1, pp. 346-359
Persistent link: https://www.econbiz.de/10012523525
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Nonparametric function estimation involving errors-in-variables
Fan, Jianqing; Truong, Young K.; Wang, Yonghua - 1990
Persistent link: https://www.econbiz.de/10000833999
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On the estimation of quadratic functions
Fan, Jianqing - 1989
Persistent link: https://www.econbiz.de/10000802614
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Nonparametric regression with errors in variables
Fan, Jianqing; Truong, Young K. - 1990
Persistent link: https://www.econbiz.de/10000815083
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Adaptive varying-coefficient linear models
Fan, Jianqing; Yao, Qiwei; Cai, Zongwu - 2000
Persistent link: https://www.econbiz.de/10001551042
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Semiparametric estimation of value at risk
Fan, Jianqing; Gu, Juan - In: The econometrics journal 6 (2003) 2, pp. 261-290
Persistent link: https://www.econbiz.de/10001831243
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Local polynominal kernel regression for generalized linear models and quasi-likelihood functions
Fan, Jianqing; Heckman, Nancy E.; Wand, M. P. - 1992
Persistent link: https://www.econbiz.de/10000848322