Song Xi Chen : Citation Profile


Are you Song Xi Chen?

Peking University

18

H index

23

i10 index

782

Citations

RESEARCH PRODUCTION:

47

Articles

15

Papers

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 30
   Journals where Song Xi Chen has often published
   Relations with other researchers
   Recent citing documents: 75.    Total self citations: 24 (2.98 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch958
   Updated: 2020-10-24    RAS profile: 2020-08-30    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Song Xi Chen.

Is cited by:

GAO, Jiti (22)

Rombouts, Jeroen (17)

Otsu, Taisuke (15)

Yu, Jun (12)

Grammig, Joachim (11)

Fernandes, Marcelo (10)

Scaillet, Olivier (9)

Bravo, Francesco (8)

LINTON, OLIVER (8)

Martins-Filho, Carlos (7)

Kao, Chihwa (6)

Cites to:

Fan, Jianqing (17)

Ait-Sahalia, Yacine (15)

Li, Qi (12)

GAO, Jiti (11)

Newey, Whitney (8)

Hansen, Lars (7)

Imbens, Guido (6)

merton, robert (5)

Cai, Zongwu (5)

CAI, ZONGWU (5)

Singleton, Kenneth (4)

Main data


Where Song Xi Chen has published?


Journals with more than one article published# docs
Journal of Econometrics7
Journal of the American Statistical Association5
Annals of the Institute of Statistical Mathematics5
Journal of Multivariate Analysis4
Journal of the Royal Statistical Society Series B4
Biometrics4
Statistics & Probability Letters2
Journal of Financial Econometrics2
Journal of the American Statistical Association2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Computational Statistics & Data Analysis2
Biometrika2
Scandinavian Journal of Statistics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany9
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2

Recent works citing Song Xi Chen (2020 and 2019)


YearTitle of citing document
2019A nonparametric copula approach to conditional Value-at-Risk. (2019). Dunn, Richard ; Geenens, Gery. In: Papers. RePEc:arx:papers:1712.05527.

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2019The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

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2019Critical Decisions for Asset Allocation via Penalized Quantile Regression. (2019). Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:1908.04697.

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2020The Impact of the Choice of Risk and Dispersion Measure on Procyclicality. (2020). Kratz, Marie ; Brautigam, Marcel. In: Papers. RePEc:arx:papers:2001.00529.

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2020Non-asymptotic rates for the estimation of risk measures. (2020). Tangpi, Ludovic ; Bartl, Daniel. In: Papers. RePEc:arx:papers:2003.10479.

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2020Bootstrapping $\ell_p$-Statistics in High Dimensions. (2020). Fan, Jianqing ; Giessing, Alexander. In: Papers. RePEc:arx:papers:2006.13099.

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2020Coverage Optimal Empirical Likelihood Inference for Regression Discontinuity Design. (2020). Yu, Zhengfei ; Ma, Jun. In: Papers. RePEc:arx:papers:2008.09263.

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2020Empirical Likelihood Approach for Aligning Information from Multiple Surveys. (2020). Kabziska, Ewa ; Berger, Yves G. In: International Statistical Review. RePEc:bla:istatr:v:88:y:2020:i:1:p:54-74.

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2019Modelling the loss given default distribution via a family of zero‐and‐one inflated mixture models. (2019). Punzo, Antonio ; Tomarchio, Salvatore D. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:4:p:1247-1266.

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2019Variance reduction estimation for return models with jumps using gamma asymmetric kernels. (2019). Shengyi, Zhou ; Weijie, Hou ; Yuping, Song. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:5:p:38:n:5.

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2020Modeling right-skewed financial data streams: A likelihood inference based on the generalized Birnbaum–Saunders mixture model. (2020). Jamalizadeh, Ahad ; Bekker, Andriette ; Hashemi, Farzane ; Naderi, Mehrdad. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:376:y:2020:i:c:s0096300320300783.

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2019Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients. (2019). Yue, MU ; Cheng, Ming-yen ; Li, Jialiang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:222-234.

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2020A high-dimensional spatial rank test for two-sample location problems. (2020). LIU, BINGHUI ; Zhang, Xiaoxu ; Feng, Long. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302440.

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2020Testing proportionality of two high-dimensional covariance matrices. (2020). Zheng, Shurong ; Tian, Guoliang ; Liu, Baisen ; Cheng, Guanghui. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320300530.

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2020High-dimensional two-sample mean vectors test and support recovery with factor adjustment. (2020). Zhou, Wang ; Zhang, Xinsheng ; He, Yong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:151:y:2020:i:c:s0167947320300955.

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2020Jackknife empirical likelihood inference for the Pietra ratio. (2020). Yang, Hanfang ; Su, Yueju ; Zhao, Yichuan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301407.

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2019Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias. (2019). McLeish, Don L ; Boudreault, Mathieu ; Amaya, Diego. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:297-313.

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2020Prediction of volatility based on realized-GARCH-kernel-type models: Evidence from China and the U.S.. (2020). Yu, Jing ; Zhu, Yanjian ; Jiang, Yuexiang ; Wang, Jiazhen. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:428-444.

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2019A brief survey on the choice of parameters for: “Kernel density estimation for time series data”. (2019). Oneill, Robert ; Semeyutin, Artur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304376.

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2019Regularization parameter selection for penalized empirical likelihood estimator. (2019). Sueishi, Naoya ; Ando, Tomohiro. In: Economics Letters. RePEc:eee:ecolet:v:178:y:2019:i:c:p:1-4.

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2019Testing for sphericity in a fixed effects panel data model with time-varying variances. (2019). Peng, Bin ; Shen, Xinyuan ; Ye, Jinqi . In: Economics Letters. RePEc:eee:ecolet:v:181:y:2019:i:c:p:85-89.

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2019Banded spatio-temporal autoregressions. (2019). Gao, Zhaoxing ; Yao, Qiwei ; Wang, Hansheng ; Ma, Yingying . In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:211-230.

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2019GEL estimation and tests of spatial autoregressive models. (2019). Lee, Lung-Fei ; Jin, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:585-612.

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2020Nonparametric filtering of conditional state-price densities. (2020). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:295-325.

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2020Estimation of a multiplicative correlation structure in the large dimensional case. (2020). Hafner, Christian ; Tang, Haihan ; Linton, Oliver B. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:431-470.

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2020A Simple Scale-Invariant Two-Sample Test for High-dimensional Data. (2020). Zhang, Jin-Ting ; Zhu, Tianming. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:131-144.

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2019Nonparametric estimation and testing on discontinuity of positive supported densities: a kernel truncation approach. (2019). Funke, Benedikt ; Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:156-170.

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2019Bond and option prices with permanent shocks. (2019). Al-Zoubi, Haitham A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:272-290.

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2019Stop-loss and leverage in optimal statistical arbitrage with an application to energy market. (2019). Baldi, Tommaso Santagostino ; Baviera, Roberto. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:130-143.

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2019Projection tests for high-dimensional spiked covariance matrices. (2019). Guo, Wenwen ; Cui, Hengjian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:21-32.

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2019Robust two-sample test of high-dimensional mean vectors under dependence. (2019). Wang, Wei ; Tang, Xiang ; Lin, Nan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:312-329.

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2019Penalized generalized empirical likelihood in high-dimensional weakly dependent data. (2019). Xiao, Fengjun ; Tian, Lemeng ; Shi, Haoming ; Zhang, Jia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:270-283.

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2019High-dimensional testing for proportional covariance matrices. (2019). Matsuura, Shun ; Tsukuda, Koji . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:412-420.

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2019A nonparametric test for block-diagonal covariance structure in high dimension and small samples. (2019). Hao, Xinxin ; Xu, Kai. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:551-567.

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2019Calibration estimation of semiparametric copula models with data missing at random. (2019). Hamori, Shigeyuki ; Motegi, Kaiji ; Zhang, Zheng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:85-109.

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2019A two-sample test for the equality of univariate marginal distributions for high-dimensional data. (2019). Hart, Jeffrey D ; de Ua-Alvarez, Jacobo ; Cousido-Rocha, Marta. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x19300521.

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2020A large covariance matrix estimator under intermediate spikiness regimes. (2020). Farne, Matteo ; Montanari, Angela. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:176:y:2020:i:c:s0047259x19301216.

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2020Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings. (2020). Nakagawa, Shigekazu ; Hyodo, Masashi ; Watanabe, Hiroki. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x19303082.

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2020Multivariate tests of independence and their application in correlation analysis between financial markets. (2020). Liu, Binghui ; Zhang, Xiaoxu ; Feng, Long. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302335.

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2020Hedging the exchange rate risk for international portfolios. (2020). Liu, Yong Jun ; Zhang, Weiguo ; Yu, Xing ; Wang, Chao. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:173:y:2020:i:c:p:85-104.

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2019Modeling of recovery rate for a given default by non-parametric method. (2019). Zheng, Wei ; Jin, Chenglu ; Zhou, Hanxian ; Chen, Rongda. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18300507.

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2020Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method. (2020). Lu, Dong ; Li, Yong ; Ding, Ashley ; Huang, Jinbo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300263.

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2020Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations. (2020). Kurisu, Daisuke ; Kato, Kengo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:3:p:1159-1205.

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2019Another bias correction for asymmetric kernel density estimation with a parametric start. (2019). Hirukawa, Masayuki ; Sakudo, Mari . In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:158-165.

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2019On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality. (2019). Niu, Zhenzhen ; Gao, Wei ; Bai, Zhidong ; Hu, Jiang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:338-344.

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2019Nonparametric relative regression under random censorship model. (2019). Yousri, Slaoui ; Salah, Khardani. In: Statistics & Probability Letters. RePEc:eee:stapro:v:151:y:2019:i:c:p:116-122.

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2020Hypothesis testing for the identity of high-dimensional covariance matrices. (2020). Tian, Maozai ; Li, Erqian ; Tao, LI ; Qian, Manling. In: Statistics & Probability Letters. RePEc:eee:stapro:v:161:y:2020:i:c:s016771522030002x.

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2020Tests for regression coefficients in high dimensional partially linear models. (2020). Zhang, Qingzhao ; Ma, Shuangge ; Liu, Yan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:163:y:2020:i:c:s0167715220300754.

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2019Identifying cointegration by eigenanalysis. (2018). Robinson, Peter ; Zhang, Rongmao ; Yao, Qiwei. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87431.

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2020Sparse Travel Time Estimation from Streaming Data. (2020). Dilip, Deepthi Mary ; Freris, Nikolaos M ; Jabari, Saif Eddin. In: Transportation Science. RePEc:inm:ortrsc:v:54:y:2020:i:1:p:1-20.

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2019Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach. (2019). Zhang, Xibin ; Wang, Chuan ; Feng, Guohua . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:51:y:2019:i:1:d:10.1007_s11123-018-0542-x.

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2019Valuation of an option using non-parametric methods. (2019). Tsai, Ming Shann ; Chiang, Shuling . In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:3:d:10.1007_s11147-018-09153-6.

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2020Most Powerful Test against High Dimensional Free Alternatives. (2020). GAO, Jiti ; Jaidee, Sombut ; He, YI. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-13.

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2020Nonparametric testing of lack of dependence in functional linear models. (2020). Zhang, Baoxue ; Lin, Nan ; Hu, Wenjuan. In: PLOS ONE. RePEc:plo:pone00:0234094.

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2019Testing for independence of large dimensional vectors. (2019). Parolya, Nestor ; Dette, Holger ; Bodnar, Taras. In: MPRA Paper. RePEc:pra:mprapa:97997.

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2019Inference about the slope in linear regression: an empirical likelihood approach. (2019). Muller, Ursula U ; Schick, Anton ; Peng, Hanxiang. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:1:d:10.1007_s10463-017-0632-y.

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2019Distance-based classifier by data transformation for high-dimension, strongly spiked eigenvalue models. (2019). Yata, Kazuyoshi ; Aoshima, Makoto. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:3:d:10.1007_s10463-018-0655-z.

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2019Unified estimation of densities on bounded and unbounded domains. (2019). Mynbaev, Kairat ; Martins-Filho, Carlos. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:4:d:10.1007_s10463-018-0663-z.

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2019Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors. (2019). Qi, Yongcheng ; Zhang, Lin ; Wang, Fang. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:4:d:10.1007_s10463-018-0666-9.

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2020An empirical likelihood approach under cluster sampling with missing observations. (2020). Berger, Yves G. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-018-0681-x.

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2020Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance. (2020). Chen, Kun ; Yau, Chun Yip ; Chan, Ngai Hang. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:5:d:10.1007_s10463-019-00723-5.

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2019High dimensional two-sample test based on the inter-point distance. (2019). Tsukada, Shin-ichi . In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-017-0777-4.

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2019Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality. (2019). Himeno, Tetsuto ; Yamada, Takayuki . In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-018-00865-9.

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2019Binary surrogates with stratified samples when weights are unknown. (2019). Huang, Yu-Min. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:2:d:10.1007_s00180-018-0838-3.

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2019Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment. (2019). Perna, Cira ; la Rocca, Michele ; Albano, Giuseppina . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00237-y.

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2019Tests for the linear hypothesis in semi-functional partial linear regression models. (2019). Zhao, Peixin ; Zhu, Shuzhi. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:82:y:2019:i:2:d:10.1007_s00184-018-0680-1.

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2019Local linear regression with reciprocal inverse Gaussian kernel. (2019). Xiao, Juxia ; Li, XU ; Shi, Jianhong ; Song, Weixing. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:82:y:2019:i:6:d:10.1007_s00184-019-00717-6.

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2019Local linear smoothers using inverse Gaussian regression. (2019). Xiao, Juxia ; Shi, Jianhong ; Li, XU. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:4:d:10.1007_s00362-017-0871-2.

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2020Nonparametric kernel estimation of CVaR under $$\alpha $$α-mixing sequences. (2020). Luo, Zhongde. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:2:d:10.1007_s00362-017-0952-2.

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2019Plug-in marginal estimation under a general regression model with missing responses and covariates. (2019). Perez-Gonzalez, Ana ; Gonzalez-Manteiga, Wenceslao ; Boente, Graciela ; Bianco, Ana M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:1:d:10.1007_s11749-018-0591-5.

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2019Weighted likelihood estimation of multivariate location and scatter. (2019). Agostinelli, Claudio ; Greco, Luca. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:3:d:10.1007_s11749-018-0596-0.

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2019Two-sample test for sparse high-dimensional multinomial distributions. (2019). Plunkett, Amanda ; Park, Junyong. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:3:d:10.1007_s11749-018-0600-8.

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2019Asymptotics for the linear kernel quantile estimator. (2019). Yu, Wei ; Wu, YI ; Wang, Xuejun ; Hu, Shuhe ; Yang, Wenzhi. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:4:d:10.1007_s11749-019-00627-9.

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2019Quadratic shrinkage for large covariance matrices. (2019). Wolf, Michael ; Ledoit, Olivier. In: ECON - Working Papers. RePEc:zur:econwp:335.

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Works by Song Xi Chen:


YearTitleTypeCited
2010Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models In: School of Economics Working Papers.
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2013Estimation in semiparametric models with missing data In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
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paper3
2013Estimation in semiparametric models with missing data.(2013) In: Annals of the Institute of Statistical Mathematics.
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2019Analyzing Chinas Consumer Price Index Comparatively with that of United States In: Papers.
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2009Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes In: Journal of the American Statistical Association.
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article3
2010Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for the U.S. Census In: Journal of the American Statistical Association.
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article3
2010Tests for High-Dimensional Covariance Matrices In: Journal of the American Statistical Association.
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article53
2011Tests for High-Dimensional Regression Coefficients With Factorial Designs In: Journal of the American Statistical Association.
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article23
2003Information Recovery in a Study With Surrogate Endpoints In: Journal of the American Statistical Association.
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article5
1999Estimation in Independent Observer Line Transect Surveys for Clustered Populations In: Biometrics.
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article1
1999A Condition for Designing Bus-Route Type Access Site Surveys to Estimate Recreational Fishing Effort In: Biometrics.
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article0
2001Measurement Errors in Line Transect Surveys Where Detectability Varies with Distance and Size In: Biometrics.
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article2
2002Sequential Estimation in Line Transect Surveys In: Biometrics.
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article0
2011Properties of Census Dual System Population Size Estimators In: International Statistical Review.
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article1
2003An empirical likelihood goodness‐of‐fit test for time series In: Journal of the Royal Statistical Society Series B.
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article26
2000An empirical likelihood goodness-of-fit test for time series.(2000) In: SFB 373 Discussion Papers.
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2008Improving semiparametric estimation by using surrogate data In: Journal of the Royal Statistical Society Series B.
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2013Mann–Whitney test with adjustments to pretreatment variables for missing values and observational study In: Journal of the Royal Statistical Society Series B.
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2016Tests for high dimensional generalized linear models In: Journal of the Royal Statistical Society Series B.
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article3
2014Tests for High Dimensional Generalized Linear Models.(2014) In: MPRA Paper.
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1996A Kernel Estimate for the Density of a Biological Population by Using Line Transect Sampling In: Journal of the Royal Statistical Society Series C.
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1999Beta‐Bernstein Smoothing for Regression Curves with Compact Support In: Scandinavian Journal of Statistics.
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article17
2002Confidence Intervals Based on Local Linear Smoother In: Scandinavian Journal of Statistics.
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1999Beta kernel estimators for density functions In: Computational Statistics & Data Analysis.
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article83
2009Combining quantitative trait loci analyses and microarray data: An empirical likelihood approach In: Computational Statistics & Data Analysis.
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2016Improving inflation prediction with the quantity theory In: Economics Letters.
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2007On the second-order properties of empirical likelihood with moment restrictions In: Journal of Econometrics.
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article22
2007An adaptive empirical likelihood test for parametric time series regression models In: Journal of Econometrics.
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