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Roger Fan
Roger Fan
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Title
Cited by
Cited by
Year
The scarcity value of treasury collateral: Repo-market effects of security-specific supply and demand factors
S D’Amico, R Fan, Y Kitsul
Journal of Financial and Quantitative Analysis 53 (5), 2103-2129, 2018
1002018
Joint mean and covariance estimation with unreplicated matrix-variate data
M Hornstein, R Fan, K Shedden, S Zhou
Journal of the American Statistical Association, 2018
162018
Precision matrix estimation with noisy and missing data
R Fan, B Jang, Y Sun, S Zhou
The 22nd international conference on artificial intelligence and statistics …, 2019
92019
Covariance Estimation with Missing and Dependent Data
R Fan
2020
Supplement to “Joint mean and covariance estimation with unreplicated matrix-variate data”
M Hornstein, R Fan, K Shedden, S Zhou
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Articles 1–5