Jinchi Lv  
 
 

Selected Publications

Gratefully acknowledged is the financial support from
James, G., Radchenko, P. and Lv, J. (2008). DASSO: connections between the Dantzig selector and Lasso. Journal of the Royal Statistical Society Series B, to appear. [PDF]
Fan, J., Fan, Y. and Lv, J. (2008). High dimensional covariance matrix estimation using a factor model. Journal of Econometrics, to appear. [PDF] [Technical Report]

Fan, J. and Lv, J. (2008). Sure independence screening for ultrahigh dimensional feature space (with discussion). Journal of the Royal Statistical Society Series B 70, 849-911. [PDF]

Fan, J. and Lv, J. (2008). Rejoinder: Sure independence screening for ultrahigh dimensional feature space. Journal of the Royal Statistical Society Series B 70, 905-908. [PDF]
Cai, T. and Lv, J. (2007). Discussion: The Dantzig selector: statistical estimation when p is much larger than n. The Annals of Statistics 35, 2365-2369. [PDF]
Fan, J., Fan, Y. and Lv, J. (2007). Aggregation of nonparametric estimators for volatility matrix. Journal of Financial Econometrics 5, 321-357. [PDF]
Lv, J. (2005). Compact space-like hypersurfaces in de Sitter space. International Journal of Mathematics and Mathematical Sciences, 2053-2069.