Fang Han

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All published works

Action	Title	Year	Authors
+ PDF Chat	On a rank-based Azadkia-Chatterjee correlation coefficient	2024	Leon Tran Fang Han
+	Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	2024	Hongjian Shi Mathias Drton Marc Hallin Fang Han
+ PDF Chat	An Introduction to Permutation Processes (version 0.5)	2024	Fang Han
+ PDF Chat	Smoothed NPMLEs in nonparametric Poisson mixtures and beyond	2024	Keunwoo Lim Fang Han
+ PDF Chat	On the failure of the bootstrap for Chatterjee’s rank correlation	2024	Zhexiao Lin Fang Han
+	Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model	2023	Yanqin Fan Fang Han Hyeonseok Park
+ PDF Chat	Nonparametric Mixture MLEs Under Gaussian-Smoothed Optimal Transport Distance	2023	Fang Han Zhen Miao Yandi Shen
+ PDF Chat	Probability Inequalities for High-Dimensional Time Series Under a Triangular Array Framework	2023	Fang Han Wei Biao Wu
+	On the adaptation of causal forests to manifold data	2023	Yiyi Huo Yingying Fan Fang Han
+ PDF Chat	Estimation Based on Nearest Neighbor Matching: From Density Ratio to Average Treatment Effect	2023	Zhexiao Lin Peng Ding Fang Han
+	On Rosenbaum's Rank-based Matching Estimator	2023	Matias D. Cattaneo Fang Han Zhexiao Lin
+ PDF Chat	Fisher-Pitman Permutation Tests Based on Nonparametric Poisson Mixtures with Application to Single Cell Genomics	2022	Zhen Miao Weihao Kong Ramya Korlakai Vinayak Wei Sun Fang Han
+ PDF Chat	On universally consistent and fully distribution-free rank tests of vector independence	2022	Hongjian Shi Marc Hallin Mathias Drton Fang Han
+	Robust Functional Principal Component Analysis via a Functional Pairwise Spatial Sign Operator	2022	Guangxing Wang Sisheng Liu Fang Han Chongzhi Di
+ PDF Chat	On a Phase Transition in General Order Spline Regression	2022	Yandi Shen Qiyang Han Fang Han
+	Fisher-Pitman permutation tests based on nonparametric Poisson mixtures with application to single cell genomics	2022	Zhen Miao Weihao Kong Ramya Korlakai Vinayak Wei Sun Fang Han
+	Robust Scatter Matrix Estimation for High Dimensional Distributions With Heavy Tail	2021	Junwei Lu Fang Han Han Liu
+	Robust Functional Principal Component Analysis via Functional Pairwise Spatial Signs	2021	Guangxing Wang Sisheng Liu Fang Han Chongzhi Di
+	Fisher-Pitman permutation tests based on nonparametric Poisson mixtures with application to single cell genomics	2021	Zhen Miao Weihao Kong Ramya Korlakai Vinayak Wei Sun Fang Han
+	On Azadkia-Chatterjee's conditional dependence coefficient	2021	Hongjian Shi Mathias Drton Fang Han
+	Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics	2021	Hongjian Shi Mathias Drton Marc Hallin Fang Han
+	Nonparametric mixture MLEs under Gaussian-smoothed optimal transport distance	2021	Fang Han Zhen Miao Yandi Shen
+ PDF Chat	High-dimensional consistent independence testing with maxima of rank correlations	2020	Mathias Drton Fang Han Hongjian Shi
+ PDF Chat	Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model	2020	Zeng Li Fang Han Jianfeng Yao
+ PDF Chat	Optimal estimation of variance in nonparametric regression with random design	2020	Yandi Shen Chao Gao Daniela Witten Fang Han
+	Rate-optimality of consistent distribution-free tests of independence based on center-outward ranks and signs	2020	Hongjian Shi Marc Hallin Mathias Drton Fang Han
+ PDF Chat	Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs	2020	Hongjian Shi Mathias Drton Fang Han
+	Extension of Besov-Q Type Spaces via Convolution Operators with Applications	2020	Fang Han Pengtao Li
+ PDF Chat	On estimation of isotonic piecewise constant signals	2020	Chao Gao Fang Han Cun‐Hui Zhang
+	Exponential inequalities for dependent V-statistics via random Fourier features	2020	Yandi Shen Fang Han Daniela Witten
+	Exponential inequalities for dependent V-statistics via random Fourier features	2020	Yandi Shen Fang Han Daniela Witten
+	On a phase transition in general order spline regression	2020	Yandi Shen Qiyang Han Fang Han
+	On the power of Chatterjee rank correlation	2020	Hongjian Shi Mathias Drton Fang Han
+	Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs	2020	Hongjian Shi Marc Hallin Mathias Drton Fang Han
+	Distribution-free consistent independence tests via center-outward ranks and signs	2020	Hongjian Shi Mathias Drton Fang Han
+	Harmonic extension of -type spaces via regular wavelets	2019	Fang Han Pengtao Li
+	Distribution-free consistent independence tests via Hallin's multivariate rank	2019	Hongjian Shi Mathias Drton Fang Han
+	On rank estimators in increasing dimensions	2019	Yanqin Fan Fang Han Wei Li Xiao‐Hua Zhou
+	On rank estimators in increasing dimensions	2019	Yanqin Fan Fang Han Wei Li Xiao‐Hua Zhou
+ PDF Chat	Moment Bounds for Large Autocovariance Matrices Under Dependence	2019	Fang Han Yicheng Li
+ PDF Chat	An extreme-value approach for testing the equality of large U-statistic based correlation matrices	2019	Cheng Zhou Fang Han Xin-Sheng Zhang Han Liu
+	Tail behavior of dependent V-statistics and its applications	2019	Yandi Shen Fang Han Daniela Witten
+	Optimal estimation of variance in nonparametric regression with random design	2019	Yandi Shen Chao Gao Daniela Witten Fang Han
+	Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model	2019	Zeng Li Fang Han Jianfeng Yao
+	Probability inequalities for high dimensional time series under a triangular array framework	2019	Fang Han Weibiao Wu
+	On rank estimators in increasing dimensions	2019	Yanqin Fan Fang Han Wei Li Xiao‐Hua Zhou
+	Distribution-free consistent independence tests via center-outward ranks and signs	2019	Hongjian Shi Mathias Drton Fang Han
+	High dimensional independence testing with maxima of rank correlations	2018	Mathias Drton Fang Han Hongjian Shi
+ PDF Chat	On Gaussian comparison inequality and its application to spectral analysis of large random matrices	2018	Fang Han Sheng Xu Wen‐Xin Zhou
+	On inference validity of weighted U-statistics under data heterogeneity	2018	Fang Han Tianchen Qian
+	Moment bounds for large autocovariance matrices under dependence	2018	Fang Han Yicheng Li
+	On inference validity of weighted U-statistics under data heterogeneity	2018	Fang Han Tianchen Qian
+	High dimensional consistent independence testing with maxima of rank correlations	2018	Mathias Drton Fang Han Hongjian Shi
+ PDF Chat	Distribution-free tests of independence in high dimensions	2017	Fang Han Shizhe Chen Han Liu
+	Adaptive Estimation of High Dimensional Partially Linear Model	2017	Fang Han Zhao Ren Yuxin Zhu
+	Minimax Risk Bounds for Piecewise Constant Models	2017	Chao Gao Fang Han Cun‐Hui Zhang
+	Pairwise Difference Estimation of High Dimensional Partially Linear Model	2017	Fang Han Zhao Ren Yuxin Zhu
+	On Estimation of Isotonic Piecewise Constant Signals	2017	Chao Gao Fang Han Cun‐Hui Zhang
+	A provable smoothing approach for high dimensional generalized regression with applications in genomics	2017	Fang Han Hongkai Ji Zhicheng Ji Honglang Wang
+	A provable smoothing approach for high dimensional generalized regression with applications in genomics	2017	Fang Han Hongkai Ji Zhicheng Ji Honglang Wang
+ PDF Chat	An Exponential Inequality for U-Statistics Under Mixing Conditions	2016	Fang Han
+ PDF Chat	ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions	2016	Fang Han Han Liu
+	Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution	2016	Fang Han Han Liu
+	Sparse median graphs estimation in a high-dimensional semiparametric model	2016	Fang Han X. Y. Han Han Liu Brian Caffo
+ PDF Chat	Robust inference of risks of large portfolios	2016	Jianqing Fan Fang Han Han Liu Byron Vickers
+	On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices	2016	Fang Han Sheng Xu Wen‐Xin Zhou
+	An Exponential Inequality for U-Statistics under Mixing Conditions	2016	Fang Han
+	Provable Smoothing Approach in High Dimensional Generalized Regression Model	2015	Fang Han Honglang Wang
+	Large-Scale Nonparametric and Semiparametric Inference for Large, Complex, and Noisy Datasets	2015	Fang Han
+	An Extreme-Value Approach for Testing the Equality of Large U-Statistic Based Correlation Matrices	2015	Cheng Zhou Fang Han Xinsheng Zhang Han Liu
+ PDF Chat	Robust Inference of Risks of Large Portfolios	2015	Jianqing Fan Fang Han Han Liu Byron Vickers
+	A Direct Estimation of High Dimensional Stationary Vector	2015	Fang Han Huanran Lu Han Liu
+	A Provable Smoothing Approach for High Dimensional Generalized Regression with Applications in Genomics	2015	Fang Han Hongkai Ji Zhicheng Ji Honglang Wang
+	Robust Inference of Risks of Large Portfolios	2015	Jianqing Fan Fang Han Han Liu Byron Vickers
+	Distribution-Free Tests of Independence with Applications to Testing More Structures	2014	Fang Han Han Liu
+ PDF Chat	High Dimensional Semiparametric Scale-Invariant Principal Component Analysis	2014	Fang Han Han Liu
+ PDF Chat	Challenges of Big Data analysis	2014	Jianqing Fan Fang Han Han Liu
+	On the Impact of Dimension Reduction on Graphical Structures	2014	Fang Han Huitong Qiu Han Liu Brian Caffo
+	Distribution-Free Tests of Independence in High Dimensions	2014	Fang Han Shizhe Chen Han Liu
+	High Dimensional Semiparametric Scale-Invariant Principal Component Analysis	2014	Fang Han Han Liu
+	Robust Sparse Principal Component Regression under the High Dimensional Elliptical Model	2013	Fang Han Han Liu
+ PDF Chat	Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data	2013	Fang Han Han Liu
+	Optimal Sparse Principal Component Analysis in High Dimensional Elliptical Model	2013	Fang Han Han Liu
+	A Direct Estimation of High Dimensional Stationary Vector Autoregressions	2013	Fang Han Huanran Lu Han Liu
+	Principal Component Analysis on non-Gaussian Dependent Data	2013	Fang Han Han Liu
+	Transition Matrix Estimation in High Dimensional Time Series	2013	Fang Han Han Liu
+	Optimal Rates of Convergence for Latent Generalized Correlation Matrix Estimation in Transelliptical Distribution	2013	Fang Han Han Liu
+	Optimal Rates of Convergence of Transelliptical Component Analysis	2013	Fang Han Han Liu
+	Sparse Principal Component Analysis for High Dimensional Vector Autoregressive Models	2013	Zhaoran Wang Fang Han Han Liu
+	A Direct Estimation of High Dimensional Stationary Vector Autoregressions	2013	Fang Han Huanran Lu Han Liu
+	Sparse Principal Component Analysis for High Dimensional Multivariate Time Series	2013	Zhaoran Wang Fang Han Han Liu
+	CODA: high dimensional copula discriminant analysis	2013	Fang Han Tuo Zhao Han Liu
+	Sparse Median Graphs Estimation in a High Dimensional Semiparametric Model	2013	Fang Han Han Liu Brian Caffo
+	ECA: High Dimensional Elliptical Component Analysis in non-Gaussian Distributions	2013	Fang Han Han Liu
+	Transelliptical Component Analysis	2012	Fang Han Han Liu
+	Semiparametric Principal Component Analysis	2012	Fang Han Han Liu
+	Transelliptical Graphical Models	2012	Han Liu Fang Han Cun‐Hui Zhang
+	High-dimensional semiparametric Gaussian copula graphical models	2012	Han Liu Fang Han Ming Yuan John Lafferty Larry Wasserman
+	The Nonparanormal SKEPTIC	2012	Han Liu Fang Han Ming Yuan John Lafferty Larry Wasserman
+	The Nonparanormal SKEPTIC	2012	Han Liu Fang Han Ming Yuan Larry Wasserman John Lafferty
+	High Dimensional Semiparametric Gaussian Copula Graphical Models	2012	Han Liu Fang Han Ming Yuan John Lafferty Larry Wasserman
+	High Dimensional Semiparametric Gaussian Copula Graphical Models.	2012	Han Liu Fang Han Ming Yuan John Lafferty Larry Wasserman

Common Coauthors

Coauthor	Papers Together
Han Liu	18
Mathias Drton	14
Hongjian Shi	13
Yandi Shen	9
Han Liu	7
Zhen Miao	5
Ming Yuan	5
Marc Hallin	5
John Lafferty	5
Chao Gao	5
Daniela Witten	5
Cun‐Hui Zhang	4
Jianqing Fan	4
Han Liu	4
Han Liu	4
Honglang Wang	4
Larry Wasserman	4
Yanqin Fan	4
Wei Sun	3
Byron Vickers	3
Hongkai Ji	3
Ramya Korlakai Vinayak	3
Xiao‐Hua Zhou	3
Huanran Lu	3
Zhexiao Lin	3
Weihao Kong	3
Zhicheng Ji	3
Chongzhi Di	2
Sisheng Liu	2
Yuxin Zhu	2
Sheng Xu	2
Brian Caffo	2
Zeng Li	2
Cheng Zhou	2
Qiyang Han	2
Tianchen Qian	2
Han Liu	2
Han Liu	2
Yicheng Li	2
Jianfeng Yao	2
Shizhe Chen	2
Pengtao Li	2
Wen‐Xin Zhou	2
Zhao Ren	2
Weibiao Wu	1
Keunwoo Lim	1
Wei Biao Wu	1
Xinsheng Zhang	1
Xin-Sheng Zhang	1
Brian Caffo	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	High-dimensional semiparametric Gaussian copula graphical models	2012	Han Liu Fang Han Ming Yuan John Lafferty Larry Wasserman	21
+	The Nonparanormal: Semiparametric Estimation of High Dimensional Undirected Graphs	2009	Han Liu John Lafferty Larry Wasserman	17
+	Truncated Power Method for Sparse Eigenvalue Problems	2011	Xiao–Tong Yuan Tong Zhang	16
+	A NEW MEASURE OF RANK CORRELATION	1938	M. G. Kendall	15
+	High Dimensional Inverse Covariance Matrix Estimation via Linear Programming	2010	Ming Yuan	14
+	Regularized rank-based estimation of high-dimensional nonparanormal graphical models	2012	Lingzhou Xue Hui Zou	14
+ PDF Chat	A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation	2011	Tommaso Cai Weidong Liu Xi Luo	14
+ PDF Chat	Regularized estimation of large covariance matrices	2008	Peter J. Bickel Elizaveta Levina	14
+	Sparse principal component analysis and iterative thresholding	2013	Zongming Ma	13
+	Covariance regularization by thresholding	2008	Peter J. Bickel Elizaveta Levina	13
+ PDF Chat	Introduction to the non-asymptotic analysis of random matrices	2012	Roman Vershynin	13
+ PDF Chat	A Class of Statistics with Asymptotically Normal Distribution	1992	Wassily Hoeffding	13
+	High-dimensional graphs and variable selection with the Lasso	2006	Nicolai Meinshausen Peter Bühlmann	13
+	Generalized power method for sparse principal component analysis	2008	Michel Journée Yurii Nesterov Peter Richtárik Rodolphe Sepulchre	12
+	Minimax Rates of Estimation for Sparse PCA in High Dimensions	2012	Vincent Q. Vu Jing Lei	12
+	Limit Theorems for U -rocesses	1999	Víctor H. de la Peña Evarist Giné	11
+ PDF Chat	Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data	2013	Fang Han Han Liu	11
+	Symmetric Multivariate and Related Distributions.	1991	Sanat K. Sarkar Kai-Tai Fang Samuel Kotz Kai-Wang Ng	11
+	Persistence in high-dimensional linear predictor selection and the virtue of overparametrization	2004	Eitan Greenshtein Ya’acov Ritov	10
+ PDF Chat	Limiting behavior of U-statistics for stationary, absolutely regular processes	1976	Ken -ichi Yoshihara	10
+ PDF Chat	Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls	2011	Garvesh Raskutti Martin J. Wainwright Bin Yu	10
+	Ordinal Measures of Association	1958	William Kruskal	10
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson	10
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone	9
+	Sparse inverse covariance estimation with the graphical lasso	2007	Jerome H. Friedman Trevor Hastie R. Tibshirani	9
+ PDF Chat	Efficient Estimation in the Bivariate Normal Copula Model: Normal Margins Are Least Favourable	1997	Chris A. J. Klaassen Jon A. Wellner	9
+ PDF Chat	Optimal rates of convergence for covariance matrix estimation	2010	Tommaso Cai Cun-Hui Zhang Harrison H. Zhou	9
+	Optimal detection of sparse principal components in high dimension	2013	Quentin Berthet Philippe Rigollet	9
+	On measures of association and a related problem	1970	Takemi Yanagimoto	9
+	The Meta-elliptical Distributions with Given Marginals	2002	Hong‐Bin Fang Kai‐Tai Fang Samuel Kotz	9
+	High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity	2012	Po‐Ling Loh Martin J. Wainwright	9
+	Semiparametric Principal Component Analysis	2012	Fang Han Han Liu	8
+	CODA: high dimensional copula discriminant analysis	2013	Fang Han Tuo Zhao Han Liu	8
+ PDF Chat	A Class of Statistics with Asymptotically Normal Distribution	1948	Wassily Hoeffding	8
+	Principal Component Analysis on non-Gaussian Dependent Data	2013	Fang Han Han Liu	8
+	Introduction to Nonparametric Estimation	2008	Alexandre B. Tsybakov	8
+ PDF Chat	A Non-Parametric Test of Independence	1948	Wassily Hoeffding	8
+	Minimax Rates of Estimation for Sparse PCA in High Dimensions	2012	Vincent Q. Vu Jing Lei	8
+	High-dimensional covariance matrix estimation with missing observations	2014	Karim Lounici	8
+ PDF Chat	Bernstein inequality and moderate deviations under strong mixing conditions	2009	Florence Merlevède Magda Peligrad Emmanuel Rio	7
+ PDF Chat	Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix	1993	Zhidong Bai Yanqing Yin	7
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou	7
+ PDF Chat	Central limit theorem and the bootstrap for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>U</mml:mi></mml:math>-statistics of strongly mixing data	2009	Herold Dehling Martin Wendler	7
+	Optimal rates of convergence for sparse covariance matrix estimation	2012	Tommaso Cai Harrison H. Zhou	7
+ PDF Chat	Simultaneous analysis of Lasso and Dantzig selector	2009	Peter J. Bickel Ya’acov Ritov Alexandre B. Tsybakov	7
+ PDF Chat	Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs	2020	Hongjian Shi Mathias Drton Fang Han	7
+ PDF Chat	High-dimensional analysis of semidefinite relaxations for sparse principal components	2009	Arash Amini Martin J. Wainwright	7
+	Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution	2016	Fang Han Han Liu	7
+ PDF Chat	Exponential and Moment Inequalities for U-Statistics	2000	Evarist Giné Rafał Latała Joel Zinn	7
+	Symmetric Multivariate and Related Distributions	1990	Kai‐Tai Fang Samuel Kotz Kai Wang Ng	7