Song Xi Chen : Citation Profile


Are you Song Xi Chen?

Peking University

15

H index

19

i10 index

516

Citations

RESEARCH PRODUCTION:

40

Articles

13

Papers

RESEARCH ACTIVITY:

   23 years (1993 - 2016). See details.
   Cites by year: 22
   Journals where Song Xi Chen has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 19 (3.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch958
   Updated: 2017-04-22    RAS profile: 2017-03-26    
   Missing citations? Add them    Incorrect content? Let us know

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 (15)

Rombouts, Jeroen (15)

Otsu, Taisuke (14)

Grammig, Joachim (11)

Yu, Jun (11)

Scaillet, Olivier (9)

Fernandes, Marcelo (8)

Bravo, Francesco (6)

King, Maxwell (6)

Zhang, Xibin (5)

cotter, john (5)

Cites to:

Fan, Jianqing (17)

Ait-Sahalia, Yacine (16)

GAO, Jiti (11)

Li, Qi (11)

Hansen, Lars (7)

Newey, Whitney (7)

Imbens, Guido (6)

merton, robert (5)

Cai, Zongwu (4)

Singleton, Kenneth (4)

Lo, Andrew (3)

Main data


Where Song Xi Chen has published?


Journals with more than one article published# docs
Journal of Econometrics7
Annals of the Institute of Statistical Mathematics5
Journal of the American Statistical Association5
Journal of Multivariate Analysis4
Biometrics4
Journal of the Royal Statistical Society Series B3
Biometrika2
Journal of Financial Econometrics2
Statistics & Probability Letters2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Computational Statistics & Data Analysis2

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 (2017 and 2016)


YearTitle of citing document
2016On the coverage bound problem of empirical likelihood methods for time series. (2016). Zhang, Xianyang ; Shao, Xiaofeng . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:78:y:2016:i:2:p:395-421.

Full description at Econpapers || Download paper

2016Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide. (2016). Chen, Xiaohong ; Qiu, Yin Jia . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2032.

Full description at Econpapers || Download paper

2016Confidence intervals for ARMA–GARCH Value-at-Risk: The case of heavy tails and skewness. (2016). Spierdijk, Laura . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:545-559.

Full description at Econpapers || Download paper

2016Linking Tukey’s legacy to financial risk measurement. (2016). Vijverberg, Wim ; Tapinar, Suleyman . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:595-615.

Full description at Econpapers || Download paper

2016Functional regression approximate Bayesian computation for Gaussian process density estimation. (2016). Rodrigues, G S ; Sisson, S A ; Nott, David J. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:103:y:2016:i:c:p:229-241.

Full description at Econpapers || Download paper

2017Density estimation on manifolds with boundary. (2017). Berry, Tyrus ; Sauer, Timothy . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:107:y:2017:i:c:p:1-17.

Full description at Econpapers || Download paper

2016Empirical likelihood confidence regions for one- or two- samples with doubly censored data. (2016). Shen, Junshan ; Liu, Chunling ; Yuen, Kam Chuen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:93:y:2016:i:c:p:285-293.

Full description at Econpapers || Download paper

2016Jackknife empirical likelihood test for high-dimensional regression coefficients. (2016). Zang, Yangguang ; Zhang, Qingzhao ; Li, Qizhai . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:94:y:2016:i:c:p:302-316.

Full description at Econpapers || Download paper

2016Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions. (2016). Ikeda, Yuki ; Srivastava, Muni S ; Kubokawa, Tatsuya . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:95:y:2016:i:c:p:95-108.

Full description at Econpapers || Download paper

2016A high-dimension two-sample test for the mean using cluster subspaces. (2016). Pan, Meng ; Zhang, Jie . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:97:y:2016:i:c:p:87-97.

Full description at Econpapers || Download paper

2016A generalized likelihood ratio test for normal mean when p is greater than n. (2016). Zhao, Junguang ; Xu, Xingzhong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:99:y:2016:i:c:p:91-104.

Full description at Econpapers || Download paper

2017Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation. (2017). Li, Leon . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:116-135.

Full description at Econpapers || Download paper

2016GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference. (2016). Prokhorov, Artem ; Hill, Jonathan B. In: Journal of Econometrics. RePEc:eee:econom:v:190:y:2016:i:1:p:18-45.

Full description at Econpapers || Download paper

2016Information theory for maximum likelihood estimation of diffusion models. (2016). Choi, Hwan-sik . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:110-128.

Full description at Econpapers || Download paper

2016Double asymptotics for explosive continuous time models. (2016). Yu, Jun. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:35-53.

Full description at Econpapers || Download paper

2016Estimating dynamic equilibrium models using mixed frequency macro and financial data. (2016). van der Wel, Michel ; Posch, Olaf ; Christensen, Bent Jesper. In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:116-137.

Full description at Econpapers || Download paper

2016Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients. (2016). Parrella, Maria Lucia ; Dou, Baojun ; Yao, Qiwei . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:369-382.

Full description at Econpapers || Download paper

2016Testing a single regression coefficient in high dimensional linear models. (2016). Wang, Hansheng ; Li, Runze ; Zhong, Ping-Shou ; Lan, Wei ; Tsai, Chih-Ling . In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:1:p:154-168.

Full description at Econpapers || Download paper

2016Conditional Value-at-Risk: Semiparametric estimation and inference. (2016). Wang, Chuan-Sheng ; Zhao, Zhibiao . In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:1:p:86-103.

Full description at Econpapers || Download paper

2017Asymptotics for recurrent diffusions with application to high frequency regression. (2017). Kim, Jihyun ; Park, Joon Y. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:37-54.

Full description at Econpapers || Download paper

2017Optimal multivariate quota-share reinsurance: A nonparametric mean-CVaR framework. (2017). Sun, Haoze ; Zhang, YI ; Weng, Chengguo . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:197-214.

Full description at Econpapers || Download paper

2016Frontiers in VaR forecasting and backtesting. (2016). Ruiz, Esther ; Nieto, Maria Rosa . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:475-501.

Full description at Econpapers || Download paper

2016Inference for high-dimensional differential correlation matrices. (2016). Cai, Tony T ; Zhang, Anru . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:107-126.

Full description at Econpapers || Download paper

2016Shrinkage-based diagonal Hotelling’s tests for high-dimensional small sample size data. (2016). Dong, Kai ; Genton, Marc G ; Tong, Tiejun ; Pang, Herbert . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:143:y:2016:i:c:p:127-142.

Full description at Econpapers || Download paper

2016Testing covariates in high dimension linear regression with latent factors. (2016). Fang, Kuangnan ; Lan, Wei ; Ding, Yue . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:144:y:2016:i:c:p:25-37.

Full description at Econpapers || Download paper

2016High-dimensional multivariate repeated measures analysis with unequal covariance matrices. (2016). Harrar, Solomon W ; Kong, Xiaoli . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:145:y:2016:i:c:p:1-21.

Full description at Econpapers || Download paper

2016Sharp minimax tests for large Toeplitz covariance matrices with repeated observations. (2016). Butucea, Cristina ; Zgheib, Rania . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:164-176.

Full description at Econpapers || Download paper

2016A simpler spatial-sign-based two-sample test for high-dimensional data. (2016). Li, Yang ; Zou, Changliang ; Wang, Zhaojun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:192-198.

Full description at Econpapers || Download paper

2016Exact and asymptotic tests on a factor model in low and large dimensions with applications. (2016). Bodnar, Taras ; Reiss, Markus . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:125-151.

Full description at Econpapers || Download paper

2016Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data. (2016). Cai, Tony T ; Zhang, Anru . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:150:y:2016:i:c:p:55-74.

Full description at Econpapers || Download paper

2016High-dimensional inference on covariance structures via the extended cross-data-matrix methodology. (2016). Yata, Kazuyoshi ; Aoshima, Makoto . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:151:y:2016:i:c:p:151-166.

Full description at Econpapers || Download paper

2016Empirical likelihood confidence tubes for functional parameters in plug-in estimation. (2016). Varron, Davit . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:152:y:2016:i:c:p:100-118.

Full description at Econpapers || Download paper

2016Tests for large-dimensional covariance structure based on Rao’s score test. (2016). Jiang, Dandan . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:152:y:2016:i:c:p:28-39.

Full description at Econpapers || Download paper

2017Mean vector testing for high-dimensional dependent observations. (2017). Ayyala, Deepak Nag ; Roy, Anindya ; Park, Junyong . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:136-155.

Full description at Econpapers || Download paper

2017Linear hypothesis testing in high-dimensional one-way MANOVA. (2017). Zhang, Jin-Ting ; Zhou, Bu ; Guo, Jia . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:200-216.

Full description at Econpapers || Download paper

2017High-dimensional rank tests for sphericity. (2017). Feng, Long ; LIU, BINGHUI . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:217-233.

Full description at Econpapers || Download paper

2017Testing block-diagonal covariance structure for high-dimensional data under non-normality. (2017). Yamada, Yuki ; Nishiyama, Takahiro ; Hyodo, Masashi . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:155:y:2017:i:c:p:305-316.

Full description at Econpapers || Download paper

2017Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions. (2017). Jiang, Hui ; Wang, Shaochen . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:156:y:2017:i:c:p:57-69.

Full description at Econpapers || Download paper

2017High-dimensional tests for functional networks of brain anatomic regions. (2017). Xie, Jichun ; Kang, Jian . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:156:y:2017:i:c:p:70-88.

Full description at Econpapers || Download paper

2016Statistical analysis of digital images of periodic fibrous structures using generalized Hurst exponent distributions. (2016). Blachowicz, Tomasz ; Domino, Krzysztof ; Ehrmann, Andrea . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:452:y:2016:i:c:p:167-177.

Full description at Econpapers || Download paper

2016On testing whether burn-in is required under the long-run average cost. (2016). Mohammadi, Faezeh ; Lai, Chin-Diew ; Izadi, Muhyiddin . In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:217-224.

Full description at Econpapers || Download paper

2016Performance of discrete associated kernel estimators through the total variation distance. (2016). Kokonendji, Celestin C ; Varron, Davit . In: Statistics & Probability Letters. RePEc:eee:stapro:v:110:y:2016:i:c:p:225-235.

Full description at Econpapers || Download paper

2016A note on tests for high-dimensional covariance matrices. (2016). Mao, Guangyu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:117:y:2016:i:c:p:89-92.

Full description at Econpapers || Download paper

2016Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels. (2016). Hirukawa, Masayuki ; Sakudo, Mari . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:28-:d:72225.

Full description at Econpapers || Download paper

2016Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation. (2016). Peng, Bin ; Baltagi, Badi ; Kao, Chihwa . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:44-:d:82088.

Full description at Econpapers || Download paper

2016Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries. (2016). Härdle, Wolfgang ; Chen, Cathy Yi-Hsuan ; Hardle, Wolfgang Karl ; Chiang, Thomas C. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-001.

Full description at Econpapers || Download paper

2016Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model. (2016). Baltagi, Badi ; Kao, Chihwa ; Wang, FA. In: Center for Policy Research Working Papers. RePEc:max:cprwps:189.

Full description at Econpapers || Download paper

2016Jackknife empirical likelihood for linear transformation models with right censoring. (2016). Yang, Hanfang ; Zhao, Yichuan ; Liu, Shen . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:68:y:2016:i:5:d:10.1007_s10463-015-0528-7.

Full description at Econpapers || Download paper

2017Conditional sure independence screening by conditional marginal empirical likelihood. (2017). Hu, Qinqin ; Lin, LU. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:1:d:10.1007_s10463-015-0534-9.

Full description at Econpapers || Download paper

2017On testing the equality of high dimensional mean vectors with unequal covariance matrices. (2017). Wang, Wei ; Hu, Jiang ; Bai, Zhidong . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:69:y:2017:i:2:d:10.1007_s10463-015-0543-8.

Full description at Econpapers || Download paper

2016On two simple and effective procedures for high dimensional classification of general populations. (2016). Li, Zhaoyuan ; Yao, Jianfeng . In: Statistical Papers. RePEc:spr:stpapr:v:57:y:2016:i:2:d:10.1007_s00362-015-0660-8.

Full description at Econpapers || Download paper

2016Distribution-free high-dimensional two-sample tests based on discriminating hyperplanes. (2016). Ghosh, Anil K ; Biswas, Munmun . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:25:y:2016:i:3:d:10.1007_s11749-015-0467-x.

Full description at Econpapers || Download paper

2017Test on the linear combinations of mean vectors in high-dimensional data. (2017). Bai, Zhi Dong ; Zou, Kexin ; Yin, Yanqing ; Li, Huiqin ; Hu, Jiang . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:1:d:10.1007_s11749-016-0505-3.

Full description at Econpapers || Download paper

2016.

Full description at Econpapers || Download paper

Works by Song Xi Chen:


YearTitleTypeCited
2010Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models In: School of Economics Working Papers.
[Full Text][Citation analysis]
paper0
2009Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article3
2010Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for the U.S. Census In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article3
2010Tests for High-Dimensional Covariance Matrices In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article32
2011Tests for High-Dimensional Regression Coefficients With Factorial Designs In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article12
2003Information Recovery in a Study With Surrogate Endpoints In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article3
1999Estimation in Independent Observer Line Transect Surveys for Clustered Populations In: Biometrics.
[Full Text][Citation analysis]
article0
1999A Condition for Designing Bus-Route Type Access Site Surveys to Estimate Recreational Fishing Effort In: Biometrics.
[Full Text][Citation analysis]
article0
2001Measurement Errors in Line Transect Surveys Where Detectability Varies with Distance and Size In: Biometrics.
[Full Text][Citation analysis]
article0
2002Sequential Estimation in Line Transect Surveys In: Biometrics.
[Full Text][Citation analysis]
article0
2011Properties of Census Dual System Population Size Estimators In: International Statistical Review.
[Full Text][Citation analysis]
article0
2003An empirical likelihood goodness-of-fit test for time series In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]
article23
2000An empirical likelihood goodness-of-fit test for time series.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2008Improving semiparametric estimation by using surrogate data In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]
article3
2013Mann–Whitney test with adjustments to pretreatment variables for missing values and observational study In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]
article0
1999Beta kernel estimators for density functions In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article55
2009Combining quantitative trait loci analyses and microarray data: An empirical likelihood approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article0
2007On the second-order properties of empirical likelihood with moment restrictions In: Journal of Econometrics.
[Full Text][Citation analysis]
article13
2007An adaptive empirical likelihood test for parametric time series regression models In: Journal of Econometrics.
[Full Text][Citation analysis]
article12
2009Parameter estimation and bias correction for diffusion processes In: Journal of Econometrics.
[Full Text][Citation analysis]
article25
2010Nonparametric estimation for a class of Lévy processes In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2014On implied volatility for options—Some reasons to smile and more to correct In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
2015High dimensional generalized empirical likelihood for moment restrictions with dependent data In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
2014High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2016Testing super-diagonal structure in high dimensional covariance matrices In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2016More powerful tests for sparse high-dimensional covariances matrices In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article0
1994Empirical Likelihood Confidence Intervals for Linear Regression Coefficients In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article29
1994Comparing Empirical Likelihood and Bootstrap Hypothesis Tests In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article6
2003Empirical likelihood confidence region for parameter in the errors-in-variables models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article9
1994On the calculation of standard error for quotation in confidence statements In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article1
2003Empirical likelihood-based confidence intervals for data with possible zero observations In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article1
2006On Bartlett correction of empirical likelihood in the presence of nuisance parameters In: Biometrika.
[Full Text][Citation analysis]
article15
2009Effects of data dimension on empirical likelihood In: Biometrika.
[Full Text][Citation analysis]
article16
2005Nonparametric Inference of Value-at-Risk for Dependent Financial Returns In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article25
2008Nonparametric Estimation of Expected Shortfall In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article19
2007A test for model specification of diffusion processes In: MPRA Paper.
[Full Text][Citation analysis]
paper13
2012Two Sample Tests for High Dimensional Covariance Matrices In: MPRA Paper.
[Full Text][Citation analysis]
paper16
2014Band Width Selection for High Dimensional Covariance Matrix Estimation In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2015Bandwidth Selection for High-Dimensional Covariance Matrix Estimation.(2015) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2010A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing In: MPRA Paper.
[Full Text][Citation analysis]
paper36
2014Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation In: MPRA Paper.
[Full Text][Citation analysis]
paper7
2014Tests for High Dimensional Generalized Linear Models In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2015Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2015Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI In: MPRA Paper.
[Full Text][Citation analysis]
paper0
1993On the accuracy of empirical likelihood confidence regions for linear regression model In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
article27
1998Combined and Least Squares Empirical Likelihood In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
article8
2000Probability Density Function Estimation Using Gamma Kernels In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
article60
2002Local Linear Smoothers Using Asymmetric Kernels In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
article6
1999Local linear smoothers using asymmetric kernels.(1999) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2013Estimation in semiparametric models with missing data In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
article0
2009A review on empirical likelihood methods for regression In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
article16
2009Rejoinder on: A review on empirical likelihood methods for regression In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
article16
2003Nonparametric Statistical Inference of Value At Risk For Financial Time Series In: Research Paper Series.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 6 2017. Contact: CitEc Team