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Publications [Publications by area][Software][Cited by]
| 2012 |
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Fan, Y. and James, G. (2012).
Functional additive regression.
Manuscript. [PDF]
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Fan, Y. and Li, R. (2012).
Variable selection in linear mixed effects models.
Manuscript. [PDF]
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| 2011 |
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Fan, Y. and Fan, J. (2011).
Testing and detecting jumps based on a discretely observed process.
Journal of Econometrics 164, 331-344. [PDF] [Technical Report]
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| 2010 |
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Jiang, J., Fan, Y. and Fan, J. (2010).
Estimation in additive models with highly or non-highly correlated covariates.
The Annals of Statistics 38, 1403-1432. [PDF]
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Fan, J., Fan, Y. and Wu, Y. (2010).
High dimensional classification.
High-dimensional Statistical Inference (T. T. Cai and X. Shen, eds.), 3-37. World Scientific, New Jersey. [PDF]
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| 2009 |
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Lv, J. and Fan, Y. (2009).
A unified approach to model selection and sparse recovery using regularized least squares.
The Annals of Statistics 37, 3498-3528. [PDF]
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| 2008 |
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Fan, J. and Fan, Y. (2008).
High-dimensional classification using features annealed independence rules.
The Annals of Statistics 36, 2605-2637. [PDF]
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Fan, J., Fan, Y. and Lv, J. (2008).
High dimensional covariance matrix estimation using a factor model.
Journal of Econometrics 147, 186-197. [PDF] [Technical Report]
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| 2007 |
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Fan, J., Fan, Y. and Jiang, J. (2007).
Dynamic integration of time- and state-domain methods for volatility estimation.
Journal of the American Statistical Association 102, 618-631. [PDF]
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Fan, J., Fan, Y. and Lv, J. (2007).
Aggregation of nonparametric estimators for volatility matrix.
Journal of Financial Econometrics 5, 321-357. [PDF]
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Fan, Y. (2007).
Volatility matrix estimation and high dimensional classification.
Ph.D. Dissertation, Department of Operations Research and Financial Engineering, Princeton University.
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| 2006 |
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Fan, J. and Fan, Y. (2006).
Comment on "Quantile autoregression".
Journal of the American Statistical Association 101, 991-994. [PDF]
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