SELECTED PUBLICATIONS

        A partial list of articles

          PREPRINTS
          TO APPEAR;
          2003; 2002; 2001; 2000; 1999; 1998; 1997; 1996; 1995; 1994; 1993; 1992; 1991;

          Books

          • Fan, J. and Yao, Q. (2003). Nonlinear Time Series: Nonparametric and Parametric Methods (570pp)Springer-Verlag, New York.
            • Figures and Computer Programs
          • Fan, J. and Gijbels, I. (1996). Local Polynomial Modelling and its Applications (341pp). Chapman and Hall, London.
          • Fan, J., Fang, K.T. and Quan, H. (1995). Statistics of Directional Data (1995), 550pp., Lecture Notes Series, Institute of Applied Mathematics Press, Beijing, China. (in Chinese).
          Book Chapters
          • Fan, J. and M\"uller, M. (1995). Density and Regression Smoothing , 77-99. In XploRe: an interactive statistical computing environment (W. H\"ardle, S.Klinke, B.A. Turlach, eds.), Springer, Berlin.
          • Fan, J. and Gijbels, I. (2000). Local polynomial fitting , 228-275. In Smoothing and Regression. Approaches, Computation and Application (M.G. Schimek), John Wiley & Sons
          A partial list of articles
            toappear; 2003; 2002; 2001; 2000; 1999; 1998; 1997; 1996; 1995; 1994; 1993; 1992; 1991;

                        Manuscripts to appear

                  indicates PDF files; indicates PostScript files.
          • PREPRINTS

          • Fan, J. and Zhang, W. (2002). Generalized likelihood ratio tests for spectral density. Biometrika, to appear.

          • Fan, J. and Gu, J. (2003). Semiparametric Estimation of Value-at-Risk. Econometrics Journal, to appear.

          • Fan, J., Jiang, J., Zhang, C. and Zhou, Z. (2001). Time-dependent Diffusion Models for Term Structure Dynamics and the Stock Price Volatility. Statistica Sinica , to appear.



                        2003 --- selected publications

          • Fan, J. and Zhang, C.(2003). A re-examination of Stanton's diffusion estimations with applications to financial model validation . Journal of American Statistical Association , 98, 118-134.

          • Fan, J. and Gu, J. (2003). Data-analytic approaches to the estimation of value-at-risk. 2003 International Conference on Computational Intelligence for Financial Engineering , 271-277.

          • Fan, J., Yao, Q. and Cai, Z. (2003). Adaptive varying-coefficient linear models . Journal of Royal Statistical Society B, 65, 57-80.



                        2002 --- selected publications

          • Fan, J. and Li, R. (2002). Variable Selection for Cox's Proportional Hazards Model and Frailty Model. The Annals of Statistics . 30, 74-99. Institute of Statistics Mimeo Series #2372 , University of North Carolina at Chapel Hill
          • Fan, J. and Koo, J.Y. (2002). Wavelet deconvolution. IEEE tractions on information theory, 48, 734-747.



                        2001 --- selected publications
          • Fan, J. and Li, R.Z. (2001). Variable selection via penalized likelihood. Journal of American Statistical Association, 1348-1360.
          • Antoniadis, A. and Fan, J. (2001). Regularized wavelet approximations (with discussion). Journal of American Statistical Association, 96, 939-967.
          • Fan, J., Zhang, C. and Zhang, J. (2001). Generalized likelihood ratio statistics and Wilks phenomenon. The Annals of Statistics, 29, 153-193.
          • Fan, J. and Huang, L. (2001). Goodness-of-Fit Test for Parametric Regression Models . Journal of American Statistical Association., 96, 640-652.
          • Antoniadis, A., Fan, J. and Gijbels I. (2001). A wavelet method for unfolding sphere size distributions . Canadian Journal of Statistics, 29, 251-268
          • Fan, J. (2001). Comment on ``Inference for semiparametric models: Some Questions and an Answer'' by Bickel and Kwon . Statistica Sinica, 11, 886-892.



                        2000 --- selected publications
          • Fan, J. (2000). Prospects of nonparametric modeling. Invited review article, Journal of American Statistical Association, 95, 1296-1300.
          • Fan, J., Hung, H.N. and Wong, W.H. (2000). Geometric understanding of likelihood ratio statistics Journal of Americal Statistical Association, 95, 836-841.
          • Cai, Z., Fan, J. and Yao, Q. (2000). Functional-coefficient regression models for nonlinear time series. Journal of American Statistical Association , 95, 941-956.
          • Cai, Z., Fan, J. and Li, R.Z. (2000). Efficient estimation and inferences for varying-coefficient models. Journal of American Statistical Association , 95, 888-902.
          • Fan, J. and Wong, W.H. (2000). Comment on ``On profile likelihood'' by Murphy and van de Vaart Journal of American Statistical Association , 95, 468-471.
          • Fan, J. and Zhang, J.T. (2000). Two-step estimation of functional linear models with applications to longitudinal data. Journal of Royal Statistical Society B , 62, 303-322.
          • Cheng, M.Y., Choi, E., Fan, J. and Hall, P. (2000). Skewing-methods for two-parameter locally parametric density estimation. Bernoulli , 6, 169-182.
          • Fan, J. and Zhang, W.Y. (2000). Simultaneous confidence bands and hypothesis testing in varying-coefficient models. Scandinavian Journal of Statistics , 27, 715-731.  

                        • 1999 --- selected publications
          • Fan, J. and Zhang, W.Y. (1999) Statistical estimation in varying coefficient models. The Annals of Statistics , 27, 1491-1518.
          • Fan, J. and Huang, L. (1999). Nonparametric estimation of quadratic regression functionals. Bernoulli , 5, 927-949.
          • Fan, J. and Chen, J. (1999). One-step local quasi-likelihood estimation. Journal of Royal Statistical Society B , 61, 927-943.
          • Fan, J., Hall, P., Martin, M. and Patil, P. (1999). Adaptation to high spatial inhomogeneity using wavelet methods Statistica Sinica , 85-102.
          • Fan, J. and Jiang, J. (1999). Variable bandwidth and one-step local M-estimator. Science in China, (Series A), 29, 1-15.
          • Fan, J. and Zhang, C.M. (1999). Comment on ``Adjusting for non-ignorable drop-out using semiparametric non-response models'' by D.O. Scharfstein, A. Rotnizky and J. M. Robins Journal of American Statistical Association, 94, 1122-1125.  

                        • 1998 --- selected publications
          • Fan, J., H\"ardle, W. and Mammen, E. (1998). Direct estimation of additive and linear components for high dimensional data. The Annals of Statistics, 26, 943-971.
          • Fan, J. and Yao, Q. (1998). Efficient estimation of conditional variance functions in stochastic regression. Biometrika, 85, 645-660.
          • Fan, J. and Lin, S.K. (1998). Test of Significance when data are curves. Journal of American Statistical Association, 93, 1007-1021.
          • Fan, J., Farmen, M. and Gijbels, I. (1998). Local Maximum Likelihood Estimation and Inference Journal Royal Statistics Society B, 60, 591-608.
          • Fan, J. and Kreutzberger, E. (1998). Automatic local smoothing for spectral density estimation Scandinavian Journal of Statistics, 25, 359-369.
          • Fan, J. and Zhang, J. (1998). Comment on ``Smoothing Spline Models for the Analysis of Nested and Crosed Samples of Curves'' by Brumback and Rice Journal of American Statistical Association, 93, 980-983.  

                        • 1997 --- selected publications
          • Fan, J., Gijbels, I. and King, M. (1997). Local likelihood and local partial likelihood in hazard regression. The Annals of Statistics, 25, 1661-1690.
          • Cheng, M.Y., Fan, J. and Marron, J.S. (1997). On automatic boundary corrections. The Annals of Statistics, 25, 1691-1708.
          • Carroll, R.J., Fan, J., Gijbels, I. and Wand, M.P. (1997). Generalized partially linear single-Index models. Journal of American Statistical Association, 92, 477-489.
          • Masry, E. and Fan, J. (1997). Local Polynomial Estimation of Regression functions for mixing processes. Scandinavian Journal of Statistics, 24, 165-179.
          • Fan, J. (1997). Comment on ``Polynomial Splines and Their Tensor Products in Extended Linear Modeling'' by Stone, Hansen, Kooperberg and Truong. The Annals of Statistics, 25, 1425--1432.  

                        • 1996 --- selected publications
          • Fan, J. (1996). Test of significance based on wavelet thresholding and Neyman's truncation. Journal of American Statistical Association, 91, 674--688.
          • Fan, J., Yao, Q. and Tong, H. (1996). Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Biometrika, 83, 189-196.
          • Fan, J., Hall, P., Martin, M. and Patil, P. (1996). On local smoothing of nonparametric curve estimators. Journal of American Statistical Association, 91, 258 -- 266.
          • Bickel, P.J. and Fan, J. (1996). Some problems on the estimation of unimodal densities. Statistica Sinica, 6, 23--45. 

                        • 1995 --- selected publications
          • Fan, J. and Gijbels, I. (1995). Adaptive order polynomial fitting: bandwidth robustification and bias reduction. Journal of Computational and Graphical Statistics, 4, 213 -- 227.
          • Fan, J. and Gijbels, I. (1995). Data-driven bandwidth selection in local polynomial fitting: variable bandwidth and spatial adaptation. J. Royal Statist. Soc. B, 57, 371 -- 394.
          • Fan, J., Heckman, N.E. and Wand, M.P. (1995). Local polynomial kernel regression for generalized linear models and quasi-likelihood functions. Jour. Amer. Statist. Assoc., 90, 141-150. 

                        • 1994 --- selected publications
          • Fan, J. and Hall, P. (1994). On curve estimation by minimizing mean absolute deviation. The Annals of Statistics, 22, 867-885.
          • Fan, J. and Gijbels, I. (1994). Censored regression: nonparametric techniques and their applications. Journal of the American Statistical Association, 89, 560-570.
          • Fan, J. and Marron, J.S. (1994). Fast implementations of nonparametric curve estimators. Journal of Computational and Graphical statistics, 3, 35-56. 

                        • 1993 --- selected publications
          • Fan, J. (1993). Local linear regression smoothers and their minimax efficiency. Annals of Statistics, 21, 196-216.
          • Fan, J. (1993). Adaptively local one-dimensional subproblems with applications to a deconvolution problem. The Annals of Statistics, 21, 600-610
          • Fan, J. and Truong, Y.K. (1993). Nonparametric regression with errors-in-variables. Annals of Statistics, 21, 1900-1925. 

                        • 1992 --- selected publications
          • Fan, J. (1992). Design-adaptive nonparametric regression. Journal of the American Statistical Association, 87, 998-1004.
          • Fan, J and Gijbels, I. (1992). Variable bandwidth and local linear regression smoothers. The Annals of Statistics, 20, 2008-2036.
          • Fan, J. and Marron, J.S. (1992). Best possible constant for bandwidth selection. The Annals of Statistics, 20, 2057-2070.
          • Fan, J. and Masry, E. (1992). Multivariate regression estimation with errors-in-variables: asymptotic normality for mixing processes. Journal of Multivariate Analysis, 43, 237-271. 

                        • 1991 --- selected publications
          • Fan, J. (1991). On the optimal rates of convergence for nonparametric deconvolution problems. The Annals of Statistics, 19, 1257-1272.
          • Fan, J. (1991). On the estimation of quadratic functionals. The Annals of Statistics, 19, 1273-1294.
          Revised May 5, 2002

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