|results||search [or]||| 1 hits|
0000 0001 1047 6086
Jianqing Fan (Statistician)
Bickel, Peter J.
Carroll, Raymond J.
Koul, Hira L.
Liu, Jun S.
Prentice, R. L.
Princeton University / Department of Economics
Princeton University / Department of Economics / Bendheim Center for Finance
Wu, C.F. Jeff
Yim, Tsz Ho
Adaptive varying co-efficient linear models.
Adaptive varying-coefficient linear models
Adaptively local 1-dimensional subproblems, 1989:
Aggregation of Nonparametric Estimators for Volatility Matrix
Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
Apoptotic Cells Protect Mice against Lipopolysaccharide-Induced Shock
Asset Allocation and Risk Assessment with Gross Exposure Constraints for Vast Portfolios
Average Regression Surface for Dependent Data
Bias correction and higher order kernel functions
class of weighted dependence measures for bivariate failure time data, A
Comments on: Dynamic relations for sparsely sampled Gaussian processes
Comments on: ℓ Subscript1/Subscript-penalization for mixture regression models
Comments on «Wavelets in statistics: A review» by A. Antoniadis
Computational Approach to the Functional Clustering of Periodic Gene-Expression Profiles, A
Contemporary multivariate analysis and design of experiments
crossvalidation method for estimating conditional densities, A
Density and Regression Smoothing
Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem, A
Direct estimation of low dimensional components in additive models
Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation
Efficient estimation and inferences for varying-coefficient models
Efficient estimation of conditional variance functions in stochastic regression.
Endogeneity in ultrahigh dimension
Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems.
Finance and Cluster-Based Industrial Development in China
Front. stat. (Print)
Frontiers in statistics : dedicated to Peter John Bickel in honor of his 65th birthday
Functional-coefficient regression models for nonlinear time series.
Generalised likelihood ratio tests for spectral density
Generalized partially linear single-index models
Geometric understanding of Likelihood ratio statistics
Goodness-of-fit tests for parametric regression models
HAZARD MODELS WITH VARYING COEFFICIENTS FOR MULTIVARIATE FAILURE TIME DATA
High dimensional covariance matrix estimation using a factor model
High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data
Inhibition of tumor growth and metastasis in vitro and in vivo by targeting macrophage migration inhibitory factor in human neuroblastoma
Involvement of visinin-like protein-1 (VSNL-1) in regulating proliferative and invasive properties of neuroblastoma
Large covariance estimation by thresholding principal orthogonal complements
leverage effect puzzle disentangling sources of bias at high frequency, The
Local polynomial kernel regression for generalized linear models and quasi-likelihood functions
Local polynomial modelling and its applications, 1996:
Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency
LOCAL QUASI-LIKELIHOOD WITH A PARAMETRIC GUIDE
MicroArray Quality Control (MAQC)-II study of common practices for the development and validation of microarray-based predictive models, The
Minimax estimation of a bounded squared mean.
Modelling multivariate volatilities via conditionally uncorrelated components.
Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
Multiplex immunoassay for Lyme disease using VlsE1-IgG and pepC10-IgM antibodies: improving test performance through bioinformatics.
Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
New developments in biostatistics and bioinformatics
New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
Nonconcave Penalized Likelihood With NP-Dimensionality
Nonlinear time series nonparametric and parametric methods
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
Nonparametric inference with generalized likelihood ratio tests
Nonparametric Inferences for Additive Models
Nonparametric Modeling of Longitudinal Covariance Structure in Functional Mapping of Quantitative Trait Loci
Nonparametric Transition-Based Tests for Jump Diffusions
novel function for dendritic cell: clearance of VEGF via VEGF receptor-1., A
On local smoothing of nonparametric curve estimators
One-step local quasi-likelihood estimation
Option Pricing With Model-Guided Nonparametric Methods
Partially linear hazard regression with varying coefficients for multivariate survival data
Penalized composite quasi‐likelihood for ultrahigh dimensional variable selection
PROFILE-KERNEL LIKELIHOOD INFERENCE WITH DIVERGING NUMBER OF PARAMETERS
Prospects of Nonparametric Modeling
Rates of convergence for the pre-asymptotic substitution bandwidth selector
Reexamination of Diffusion Estimators With Applications to Financial Model Validation, A
Regularization in statistics
Regularization of Wavelet Approximations
Rejoinder on: Nonparametric inference with generalized likelihood ratio tests
Removing intensity effects and identifying significant genes for Affymetrix arrays in macrophage migration inhibitory factor-suppressed neuroblastoma cells
Risks of large portfolios
road to classification in high dimensional space: the regularized optimal affine discriminant, A
Robust principal component analysis for functional data
Selected works of Peter J. Bickel
Selection and validation of normalization methods for c-DNA microarrays using within-array replications
selective overview of nonparametric methods in financial econometrics, A
Semilinear High-Dimensional Model for Normalization of Microarray Data: A Theoretical Analysis and Partial Consistency
Semiparametric Estimation of Covariance Matrixes for Longitudinal Data
Semiparametric estimation of Value at Risk
SEMIPARAMETRIC MODEL FOR CLUSTER DATA, A
SIEVE EMPIRICAL LIKELIHOOD RATIO TESTS FOR NONPARAMETRIC FUNCTIONS
Sieve likelihood ratio statistics and Wilks phenomenon
Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
Sparse High-Dimensional Models in Economics
Statistical Analysis of DNA Microarray Data in Cancer Research
Sure independence screening for ultrahigh dimensional feature space
SURE INDEPENDENCE SCREENING IN GENERALIZED LINEAR MODELS WITH NP-DIMENSIONALITY
Test of significance based on wavelet thresholding and Neyman's truncation
Test of significance when data are curves
Testing and detecting jumps based on a discretely observed process
To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied?
To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied.
Trees for Correlated Survival Data by Goodness of Split, With Applications to Tooth Prognosis
Two-step estimation of functional linear models with applications to longitudinal data
Variable selection for multivariate failure time data
Variable selection via nonconcave penalized likelihood and its oracle properties
Variance estimation using refitted cross‐validation in ultrahigh dimensional regression
Vast Portfolio Selection With Gross-Exposure Constraints
Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection
Contributed to or performed:
JOURNAL - AMERICAN STATISTICAL ASSOCIATION
JOURNAL- AMERICAN STATISTICAL ASSOCIATION