Bøker av Jianqing (Princeton University Fan

Gives a comprehensive and systematic account of high-dimensional data analysis, including variable selection via regularization methods and sure independent feature screening methods. It is a valuable reference for researchers involved with model selection, variable selection, machine learning, and risk management.

A compact, master's-level textbook on financial econometrics, focusing on methodology and including real financial data illustrations throughout. The mathematical level is purposely kept moderate, allowing the power of the quantitative methods to be understood without too much technical detail.

This text looks at data-analytic approaches to regression problems arising from many scientific disciplines. The aim of these methods is to relax assumptions on the form of a regression function and to let data search for a suitable function. The available data is also described.