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Browsing by Author Fan, Jianqing
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Showing results 1 to 9 of 9
Title
Author(s)
Issue Date
A shrinkage principle for heavy-tailed data: High-dimensional robust low-rank matrix recovery
Journal:
Annals of Statistics
Fan, Jianqing
Wang, Weichen
Zhu, Ziwei
2021
An ℓ<inf>∞</inf> eigenvector perturbation bound and its application to robust covariance estimation
Journal:
Journal of Machine Learning Research
Fan, Jianqing
Wang, Weichen
Zhong, Yiqiao
2018
Asymptotics of empirical eigenstructure for high dimensional spiked covariance
Journal:
Annals of Statistics
Wang, Weichen
Fan, Jianqing
2017
Estimation of functionals of sparse covariance matrices
Journal:
Annals of Statistics
Fan, Jianqing
Rigollet, Philippe
Wang, Weichen
2015
Heterogeneity adjustment with applications to graphical model inference
Journal:
Electronic Journal of Statistics
Fan, Jianqing
Liu, Han
Wang, Weichen
Zhu, Ziwei
2018
Large covariance estimation through elliptical factor models
Journal:
Annals of Statistics
Fan, Jianqing
Liu, Han
Wang, Weichen
2018
Projected principal component analysis in factor models
Journal:
Annals of Statistics
Fan, Jianqing
Liao, Yuan
Wang, Weichen
2016
Ranking Inferences Based on the Top Choice of Multiway Comparisons
Journal:
Journal of the American Statistical Association
Fan, Jianqing
Lou, Zhipeng
Wang, Weichen
Yu, Mengxin
13-Mar-2024
Robust covariance estimation for approximate factor models
Journal:
Journal of Econometrics
Fan, Jianqing
Wang, Weichen
Zhong, Yiqiao
2019