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Sun, Q., Zhou, W.X., and Fan, J. (2020).Adaptive Huber regression,Journal of American Statistical Association, 529, 254–265 Fan, J., Ke, Y., and Wang, K. (2020).Factor-adjusted regularized model selection Journal of Econometrics , 216, 71-85.R-software package Chen, Y., Fan, J., Ma, C., and Yan, Y. (2019).Inference and Uncertainty Quantification for Noisy Matrix Completion.Proc. Natl. Acad. Sci. USA, 116, 22931-22937. Fan, J., Ke, Y., Sun, Q., and Zhou, W.X. (2020).FartTest: Factor-adjusted robust multiple testing with false discovery control.Journal of American Statistical Association, 114, 1880–1893.. Fan, J., Wang, D., Wang, K., and Zhu, Z. (2019).Distributed estimation of principal eigenspaces.Annals of Statistics, 47, 3009-3031. Manuscript Fan, J. and Jiang, T. (2019).Largest entries of sample correlation matrices from equi-correlated normal populations.Annals of Probability , 47, 3321-3374.Manuscript Chen, Y., Fan, J., Ma, C., and Wang, K. (2019).Spectral method and regularized MLE are both optimal for Top-$K$ ranking.Annals of Statistics , 47, 2204-2235.Manuscript Fan, J., Gong, W., and Zhu, Z. (2019).Generalized High-Dimensional Trace Regression via Nuclear Norm Regularization.Journal of Econometrics, 212, 177-202.Manuscript Chen, Y., Chi, Y., Fan, J., and Ma, C. (2019).Gradient descent with random initialization: Fast global convergence for nonconvex phase retrieval.Mathematical Programming, Series B, 176, 5-37Manuscript Chiang, C.H., Dai, W., Fan, J., Hong, H.G., Tu, J. (2019).Robust Measures of Earnings Surprisess.Journal of Finance , 74, 943-983.Manuscript Fan, J. and Kim, D. (2019).Structured Volatility Matrix Estimation for Non-Synchronized High-Frequency Financial Data.Journal of Econometrics , 61-78.Manuscript Kim, D. and Fan, J. (2019).Factor GARCH-Ito models for high-frequency data with application to large volatility matrix prediction.Journal of Econometrics , 208, 395-417 Manuscript Fan, J., Wang, W. and Zhong, Y. (2019).Robust Covariance Estimation for Approximate Factor Models.Journal of Econometrics, 208, 5-22 Manuscript Zhou, T., etal, Ren, Y. (2019).Microvascular endothelial cells engulf myelin debris and promote macrophage recruitment and fibrosis after neural injury Nature Neuroscience, 22, 421-435. Fan, J. and Kim, D. (2018).Robust high-dimensional volatility matrix estimation for high-frequency factor model.Journal of American Statistical Association, 113, 1268-1283. Manuscript Zhou, W.-X., Bose, K., Fan, J. and Liu, H. (2018).A new perspective on robust M-estimation: Finite sample theory and applications to dependence-adjusted multiple testing.Annals of Statistics , 46, 1904-1931.Manuscript Fan, J., Wang, W. and Zhong, Y. (2018).An $\ell_{\infty}$ eigenvector perturbation bound and its application to robust covariance estimation.Journal of Machine Learning Research, to appear. 18, 1-42 Manuscript Li, Q., Cheng, G., Fan, J., and Wang, Y. (2018).Embracing blessing of dimensionality in factor models.Journal of American Statistical Association, 113, 380-389.Manuscript Chen, Z., Fan, J., and Li, R. (2018).Error variance estimation in ultrahigh dimensional additive models.Journal of American Statistical Association, 113, 315-327.Manuscript Avella-Medina, M., Battey, H., Fan, J., and Li, Q. (2018).Robust estimation of high dimensional covariance and precision matrices.Biometrika, 105, 271–284.Manuscript