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Publications [Publications by area] [Software] [Cited by]
| 2012 |
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Lv, J. and Liu, J. S. (2012).
Model selection principles in misspecified models.
Manuscript. [PDF] [Technical Report]
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| 2011 |
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Fan, J. and Lv, J. (2011).
Nonconcave penalized likelihood with NP-dimensionality.
IEEE Transactions on Information Theory 57, 5467-5484. [PDF] [Technical Report]
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Fan, J., Lv, J. and Qi, L. (2011).
Sparse high-dimensional models in economics (invited review article).
Annual Review of Economics 3, 291-317. [PDF] [Technical Report]
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| 2010 |
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Fan, J. and Lv, J. (2010).
A selective overview of variable selection in high dimensional feature space (invited review article).
Statistica Sinica 20, 101-148. [PDF]
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Fan, J. and Lv, J. (2010).
Comments on: L1-penalization for mixture regression models.
TEST 19, 264-269. [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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James, G., Radchenko, P. and Lv, J. (2009).
DASSO: connections between the Dantzig selector and Lasso.
Journal of the Royal Statistical Society Series B 71, 127-142. [PDF]
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| 2008 |
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Fan, J. and Lv, J. (2008).
Sure independence screening for ultrahigh dimensional feature space (with discussion).
Journal of the Royal Statistical Society Series B 70, 849-911. [PDF] [Addendum]
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Fan, J. and Lv, J. (2008).
Rejoinder: Sure independence screening for ultrahigh dimensional feature space.
Journal of the Royal Statistical Society Series B 70, 905-908. [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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Cai, T. and Lv, J. (2007).
Discussion: The Dantzig selector: statistical estimation when p is much larger than n.
The Annals of Statistics 35, 2365-2369. [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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Lv, J. (2007).
High dimensional variable selection and covariance matrix estimation.
Ph.D. Dissertation, Department of Mathematics, Princeton University.
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| Earlier Publications |
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Lv, J. (2005).
Compact space-like hypersurfaces in de Sitter space.
International Journal of Mathematics and Mathematical Sciences, 2053-2069. [PDF]
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Xu, S. and Lv, J. (2003).
The dilatation invariant in the homotopy of spheres.
International Journal of Mathematics and Mathematical Sciences, 119-124.
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Xu, S. and Lv, J. (2002).
Curvature and Betti numbers.
Mathematica Applicata 15, 57-61.
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Lv, J., Ma, X., Cao, F. and Tao, D. (2001).
The mathematical models on the classification of the DNA sequences.
Mathematics in Practice and Theory 31, 46-53. [First Prize Paper in 2000 China Mathematical Contest in Modeling]
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Lv, J. (2000).
Line integrals of geodesic curvature of curves on revolution surfaces.
Waming (USTC) 55, 17-22.
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Lv, J. (2000).
The generalization of a theorem in real analysis and its application.
Waming (USTC) 55, 23-26. |
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