Jianqing Fan

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Variable selection is fundamental to high-dimensional statistical modeling, including nonparametric regression. Many approaches in use are stepwise selection procedures, which c...

Regularization of Wavelet Approximations

AbstractIn this paper, we introduce nonlinear regularized wavelet estimators for estimating nonparametric regression functions when sampling points are not uniformly spaced. The...

Comments on «Wavelets in statistics: A review» by A. Antoniadis

Regularization of Wavelets Approximations

this paper, weintroduce nonlinear regularized wavelet estimators for estimating nonparametric regression functions when sampling points are not uniformly spaced. The approach ca...

Nonconcave penalized likelihood with a diverging number of parameters

A class of variable selection procedures for parametric models via nonconcave penalized likelihood was proposed by Fan and Li to simultaneously estimate parameters and select im...