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Details about Song Xi Chen

Homepage:http://www.gsm.pku.edu.cn//faculty/csx.html
Workplace:Guanghua School of Management, Peking University, (more information at EDIRC)

Access statistics for papers by Song Xi Chen.

Last updated 2019-02-07. Update your information in the RePEc Author Service.

Short-id: pch958


Jump to Journal Articles

Working Papers

2015

  1. Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Business & Economic Statistics (2017)
  2. Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI
    MPRA Paper, University Library of Munich, Germany Downloads

2014

  1. Band Width Selection for High Dimensional Covariance Matrix Estimation
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of the American Statistical Association (2015)
  2. High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2015)
  3. Tests for High Dimensional Generalized Linear Models
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of the Royal Statistical Society Series B (2016)
  4. Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (11)

2012

  1. Two Sample Tests for High Dimensional Covariance Matrices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (23)

2010

  1. A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing
    MPRA Paper, University Library of Munich, Germany Downloads View citations (60)
  2. Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads

2007

  1. A test for model specification of diffusion processes
    MPRA Paper, University Library of Munich, Germany Downloads View citations (17)

2003

  1. Nonparametric Statistical Inference of Value At Risk For Financial Time Series
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (1)

2000

  1. An empirical likelihood goodness-of-fit test for time series
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads
    See also Journal Article in Journal of the Royal Statistical Society Series B (2003)

1999

  1. Local linear smoothers using asymmetric kernels
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (1)
    See also Journal Article in Annals of the Institute of Statistical Mathematics (2002)

Journal Articles

2017

  1. Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices
    Journal of Business & Economic Statistics, 2017, 35, (3), 486-498 Downloads
    See also Working Paper (2015)

2016

  1. Improving inflation prediction with the quantity theory
    Economics Letters, 2016, 149, (C), 112-115 Downloads
  2. More powerful tests for sparse high-dimensional covariances matrices
    Journal of Multivariate Analysis, 2016, 149, (C), 124-143 Downloads View citations (1)
  3. Testing super-diagonal structure in high dimensional covariance matrices
    Journal of Econometrics, 2016, 194, (2), 283-297 Downloads
  4. Tests for high dimensional generalized linear models
    Journal of the Royal Statistical Society Series B, 2016, 78, (5), 1079-1102 Downloads
    See also Working Paper (2014)

2015

  1. Bandwidth Selection for High-Dimensional Covariance Matrix Estimation
    Journal of the American Statistical Association, 2015, 110, (511), 1160-1174 Downloads View citations (1)
    See also Working Paper (2014)
  2. High dimensional generalized empirical likelihood for moment restrictions with dependent data
    Journal of Econometrics, 2015, 185, (1), 283-304 Downloads View citations (14)
    See also Working Paper (2014)

2014

  1. On implied volatility for options—Some reasons to smile and more to correct
    Journal of Econometrics, 2014, 179, (1), 1-15 Downloads View citations (3)

2013

  1. Estimation in semiparametric models with missing data
    Annals of the Institute of Statistical Mathematics, 2013, 65, (4), 785-805 Downloads View citations (3)
  2. Mann–Whitney test with adjustments to pretreatment variables for missing values and observational study
    Journal of the Royal Statistical Society Series B, 2013, 75, (1), 81-102 Downloads

2011

  1. Properties of Census Dual System Population Size Estimators
    International Statistical Review, 2011, 79, (3), 336-361 Downloads View citations (1)
  2. Tests for High-Dimensional Regression Coefficients With Factorial Designs
    Journal of the American Statistical Association, 2011, 106, (493), 260-274 Downloads View citations (22)

2010

  1. Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for the U.S. Census
    Journal of the American Statistical Association, 2010, 105, (489), 105-119 Downloads View citations (3)
  2. Nonparametric estimation for a class of Lévy processes
    Journal of Econometrics, 2010, 157, (2), 257-271 Downloads View citations (2)
  3. Tests for High-Dimensional Covariance Matrices
    Journal of the American Statistical Association, 2010, 105, (490), 810-819 Downloads View citations (48)

2009

  1. A review on empirical likelihood methods for regression
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2009, 18, (3), 415-447 Downloads View citations (27)
  2. Combining quantitative trait loci analyses and microarray data: An empirical likelihood approach
    Computational Statistics & Data Analysis, 2009, 53, (5), 1661-1673 Downloads
  3. Effects of data dimension on empirical likelihood
    Biometrika, 2009, 96, (3), 711-722 Downloads View citations (27)
  4. Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes
    Journal of the American Statistical Association, 2009, 104, (488), 1621-1630 Downloads View citations (3)
  5. Parameter estimation and bias correction for diffusion processes
    Journal of Econometrics, 2009, 149, (1), 65-81 Downloads View citations (31)
  6. Rejoinder on: A review on empirical likelihood methods for regression
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2009, 18, (3), 468-474 Downloads View citations (26)

2008

  1. Improving semiparametric estimation by using surrogate data
    Journal of the Royal Statistical Society Series B, 2008, 70, (4), 803-823 Downloads View citations (4)
  2. Nonparametric Estimation of Expected Shortfall
    Journal of Financial Econometrics, 2008, 6, (1), 87-107 Downloads View citations (25)

2007

  1. An adaptive empirical likelihood test for parametric time series regression models
    Journal of Econometrics, 2007, 141, (2), 950-972 Downloads View citations (16)
  2. On the second-order properties of empirical likelihood with moment restrictions
    Journal of Econometrics, 2007, 141, (2), 492-516 Downloads View citations (22)

2006

  1. On Bartlett correction of empirical likelihood in the presence of nuisance parameters
    Biometrika, 2006, 93, (1), 215-220 Downloads View citations (28)

2005

  1. Nonparametric Inference of Value-at-Risk for Dependent Financial Returns
    Journal of Financial Econometrics, 2005, 3, (2), 227-255 Downloads View citations (30)

2003

  1. An empirical likelihood goodness‐of‐fit test for time series
    Journal of the Royal Statistical Society Series B, 2003, 65, (3), 663-678 Downloads View citations (27)
    See also Working Paper (2000)
  2. Empirical likelihood confidence region for parameter in the errors-in-variables models
    Journal of Multivariate Analysis, 2003, 84, (1), 101-115 Downloads View citations (9)
  3. Empirical likelihood-based confidence intervals for data with possible zero observations
    Statistics & Probability Letters, 2003, 65, (1), 29-37 Downloads View citations (2)
  4. Information Recovery in a Study With Surrogate Endpoints
    Journal of the American Statistical Association, 2003, 98, 1052-1062 Downloads View citations (8)

2002

  1. Local Linear Smoothers Using Asymmetric Kernels
    Annals of the Institute of Statistical Mathematics, 2002, 54, (2), 312-323 Downloads View citations (5)
    See also Working Paper (1999)
  2. Sequential Estimation in Line Transect Surveys
    Biometrics, 2002, 58, (2), 263-269 Downloads

2001

  1. Measurement Errors in Line Transect Surveys Where Detectability Varies with Distance and Size
    Biometrics, 2001, 57, (3), 732-742 Downloads View citations (2)

2000

  1. Probability Density Function Estimation Using Gamma Kernels
    Annals of the Institute of Statistical Mathematics, 2000, 52, (3), 471-480 Downloads View citations (72)

1999

  1. A Condition for Designing Bus-Route Type Access Site Surveys to Estimate Recreational Fishing Effort
    Biometrics, 1999, 55, (3), 799-804 Downloads
  2. Beta kernel estimators for density functions
    Computational Statistics & Data Analysis, 1999, 31, (2), 131-145 Downloads View citations (75)
  3. Estimation in Independent Observer Line Transect Surveys for Clustered Populations
    Biometrics, 1999, 55, (3), 754-759 Downloads View citations (1)

1998

  1. Combined and Least Squares Empirical Likelihood
    Annals of the Institute of Statistical Mathematics, 1998, 50, (4), 697-714 Downloads View citations (12)

1996

  1. A Kernel Estimate for the Density of a Biological Population by Using Line Transect Sampling
    Journal of the Royal Statistical Society Series C, 1996, 45, (2), 135-150 Downloads

1994

  1. Comparing Empirical Likelihood and Bootstrap Hypothesis Tests
    Journal of Multivariate Analysis, 1994, 51, (2), 277-293 Downloads View citations (8)
  2. Empirical Likelihood Confidence Intervals for Linear Regression Coefficients
    Journal of Multivariate Analysis, 1994, 49, (1), 24-40 Downloads View citations (33)
  3. On the calculation of standard error for quotation in confidence statements
    Statistics & Probability Letters, 1994, 19, (2), 147-151 Downloads View citations (1)

1993

  1. On the accuracy of empirical likelihood confidence regions for linear regression model
    Annals of the Institute of Statistical Mathematics, 1993, 45, (4), 621-637 Downloads View citations (28)
 
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