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Selected Publications
| 2009 |
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Fan, J. and Lv, J. (2009).
A selective overview of variable selection in high dimensional feature space (Editor's invited paper).
Statistica Sinica, to appear. [PDF]
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Lv, J. and Fan, Y. (2009).
A unified approach to model selection and sparse recovery using regularized least squares.
The Annals of Statistics 37, 3498-3528. [PDF]
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James, G., Radchenko, P. and Lv, J. (2009).
DASSO: connections between the Dantzig selector and Lasso.
Journal of the Royal Statistical Society Series B 71, 127-142. [PDF] |
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| 2008 |
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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] [Addendum]
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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]
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Fan, J., Fan, Y. and Lv, J. (2008).
High dimensional covariance matrix estimation using a factor model.
Journal of Econometrics 147, 186-197. [PDF] [Technical Report] |
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| 2007 |
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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]
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Fan, J., Fan, Y. and Lv, J. (2007).
Aggregation of nonparametric estimators for volatility matrix.
Journal of Financial Econometrics 5, 321-357. [PDF]
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Lv, J. (2007).
High dimensional variable selection and covariance matrix estimation.
Ph.D. Dissertation, Department of Mathematics, Princeton University.
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| 2005 |
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Lv, J. (2005).
Compact space-like hypersurfaces in de Sitter space.
International Journal of Mathematics and Mathematical Sciences, 2053-2069. [PDF] |
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