Discussion of "Large covariance estimation by thresholding principal orthogonal complements" CY Tang, Y Fan Journal of the Royal Statistical Society Series B 75, 671, 2013 | 1004* | 2013 |
Panning for gold: 'model-X' knockoffs for high dimensional controlled variable selection EJ Candès, Y Fan, L Janson, J Lv Journal of the Royal Statistical Society Series B 80, 551-577, 2018 | 819 | 2018 |
High dimensional covariance matrix estimation using a factor model J Fan, Y Fan, J Lv Journal of Econometrics 147 (1), 186-197, 2008 | 794 | 2008 |
High dimensional classification using features annealed independence rules J Fan, Y Fan The Annals of statistics 36 (6), 2605, 2008 | 703 | 2008 |
Tuning parameter selection in high dimensional penalized likelihood Y Fan, C Tang Journal of the Royal Statistical Society Series B 75, 531-552, 2013 | 433 | 2013 |
A unified approach to model selection and sparse recovery using regularized least squares J Lv, Y Fan The Annals of Statistics 37 (6A), 3498-3528, 2009 | 432 | 2009 |
Adaptive robust variable selection J Fan, Y Fan, E Barut The Annals of Statistics 42, 324-351, 2014 | 250 | 2014 |
Variable selection in linear mixed effects models Y Fan, R Li The Annals of Statistics 40, 2043-2068, 2012 | 187 | 2012 |
Functional additive regression Y Fan, GM James, P Radchenko The Annals of Statistics 43, 2296-2325, 2015 | 180 | 2015 |
DeepPINK: reproducible feature selection in deep neural networks Y Lu, Y Fan, J Lv, WS Noble Advances in Neural Information Processing Systems (NeurIPS 2018), 2018 | 172 | 2018 |
High dimensional thresholded regression and shrinkage effect Z Zheng, Y Fan, J Lv Journal of the Royal Statistical Society Series B 76, 627-649, 2014 | 91 | 2014 |
Interaction pursuit in high-dimensional multi-response regression via distance correlation Y Kong, D Li, Y Fan, J Lv The Annals of Statistics 45, 897-922, 2017 | 85 | 2017 |
Innovated interaction screening for high-dimensional nonlinear classification Y Fan, Y Kong, D Li, Z Zheng The Annals of Statistics 43, 1243-1272, 2015 | 74 | 2015 |
RANK: large-scale inference with graphical nonlinear knockoffs Y Fan, E Demirkaya, G Li, J Lv Journal of the American Statistical Association 115, 362-379, 2020 | 69 | 2020 |
Asymptotic equivalence of regularization methods in thresholded parameter space Y Fan, J Lv Journal of the American Statistical Association 108, 1044-1061, 2013 | 62 | 2013 |
IPAD: stable interpretable forecasting with knockoffs inference Y Fan, J Lv, M Sharifvaghefi, Y Uematsu Journal of the American Statistical Association 115, 1822-1834, 2020 | 58 | 2020 |
Asymptotic theory of eigenvectors for random matrices with diverging spikes J Fan, Y Fan, X Han, J Lv Journal of the American Statistical Association 117, 996-1009, 2022 | 57* | 2022 |
Innovated scalable efficient estimation in ultra-large Gaussian graphical models Y Fan, J Lv The Annals of Statistics 44, 2098-2126, 2016 | 56 | 2016 |
Asymptotic properties of high-dimensional random forests CM Chi, P Vossler, Y Fan, J Lv The Annals of Statistics 50, 3415-3438, 2022 | 52 | 2022 |
Classification with imperfect training labels TI Cannings, Y Fan, RJ Samworth Biometrika 107, 311-330, 2020 | 51 | 2020 |