Song Xi Chen : Citation Profile


Are you Song Xi Chen?

Peking University

18

H index

23

i10 index

886

Citations

RESEARCH PRODUCTION:

70

Articles

15

Papers

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 31
   Journals where Song Xi Chen has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 25 (2.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch958
   Updated: 2022-01-15    RAS profile: 2021-10-24    
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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)

Bravo, Francesco (10)

LINTON, OLIVER (9)

Scaillet, Olivier (9)

Judge, George (7)

Martins-Filho, Carlos (7)

Cites to:

Fan, Jianqing (17)

Ait-Sahalia, Yacine (15)

Li, Qi (11)

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
Nature Communications15
Journal of Econometrics7
Journal of the American Statistical Association5
Annals of the Institute of Statistical Mathematics5
Biometrics4
Journal of the Royal Statistical Society Series B4
Journal of Multivariate Analysis4
Biometrika3
Environmetrics2
Computational Statistics & Data Analysis2
Statistics & Probability Letters2
Scandinavian Journal of Statistics2
Journal of the American Statistical Association2
Nature2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Journal of Financial Econometrics2

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 (2021 and 2020)


YearTitle of citing document
2021The 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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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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2021Parametric measures of variability induced by risk measures. (2020). Fadina, Tolulope ; Bellini, Fabio ; Wei, Yunran ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2012.05219.

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2021Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

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2021Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783.

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2021Nonparametric Estimation of Truncated Conditional Expectation Functions. (2021). Olma, Tomasz. In: Papers. RePEc:arx:papers:2109.06150.

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2021Non-asymptotic estimation of risk measures using stochastic gradient Langevin dynamics. (2021). Tangpi, Ludovic ; Chu, Jiarui. In: Papers. RePEc:arx:papers:2111.12248.

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2021Robust and efficient semi?supervised estimation of average treatment effects with application to electronic health records data. (2021). Cai, Tianxi ; Ananthakrishnan, Ashwin N ; Cheng, David. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:2:p:413-423.

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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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2020Optimal Estimation for Power of Variance with Application to Gene-Set Testing. (2020). Kunpeng, Huang ; Ruixing, Ming ; Ting, Chen ; Min, Xiao. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:6:p:549-564:n:3.

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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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2020A cost-benefit analysis of capital requirements adjusted for model risk. (2020). Tunaru, Radu ; Fringuellotti, Fulvia ; Farkas, Walter. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301978.

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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). Zhang, Mingjuan ; He, Yong ; Zhou, Wang. 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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2021Two sample tests for high-dimensional autocovariances. (2021). Gates, Katheleen M ; Baek, Changryong ; Pipiras, Vladas ; Leinwand, Benjamin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301584.

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2021Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates. (2021). Fan, YE ; Tian, Maozai ; Ma, Jingyi ; Yu, Zhen ; Zhou, Ping. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302450.

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2021Two-sample test in high dimensions through random selection. (2021). Zhu, Liping ; Xu, Wangli ; Qiu, Tao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:160:y:2021:i:c:s0167947321000529.

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2021A class of Birnbaum–Saunders type kernel density estimators for nonnegative data. (2021). Kakizawa, Yoshihide. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000839.

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2021Two-sample high dimensional mean test based on prepivots. (2021). Hellebuyck, Rafael ; Ayyala, Deepak Nag ; Ghosh, Santu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:163:y:2021:i:c:s0167947321001183.

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2021A more powerful test of equality of high-dimensional two-sample means. (2021). Wang, Haiyan ; Zhang, Huaiyu . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:164:y:2021:i:c:s0167947321001523.

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2021Banks, money, and the zero lower bound on deposit rates. (2021). Kumhof, Michael ; Wang, Xuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:132:y:2021:i:c:s0165188921001433.

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

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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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 ; Linton, Oliver B ; Tang, Haihan. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:431-470.

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2021Bootstrap based probability forecasting in multiplicative error models. (2021). Silvapulle, Mervyn J ; Perera, Indeewara . In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:1-24.

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2021Testing high-dimensional covariance matrices under the elliptical distribution and beyond. (2021). Chen, Jiaqi ; Zheng, Xinghua ; Yang, Xinxin. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:409-423.

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2021A weighted sieve estimator for nonparametric time series models with nonstationary variables. (2021). Linton, Oliver ; Dong, Chaohua ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:909-932.

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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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2021Bias correction for local linear regression estimation using asymmetric kernels via the skewing method. (2021). Hirukawa, Masayuki ; Funke, Benedikt. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:109-130.

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2021A data-driven framework for consistent financial valuation and risk measurement. (2021). Kirkby, Lars J ; Cui, Zhenyu ; Nguyen, Duy. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:381-398.

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2022Market-consistent valuation of natural catastrophe risk. (2022). Braun, Alexander ; Beer, Simone. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003010.

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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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2021Testing high dimensional covariance matrices via posterior Bayes factor. (2021). Xu, Xingzhong ; Wang, Zhendong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x20302554.

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2021Generalized Schott type tests for complete independence in high dimensions. (2021). Cao, Mingxiang ; Xu, Kai ; Liu, Huanyu ; He, Daojiang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:183:y:2021:i:c:s0047259x21000099.

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2021A high dimensional nonparametric test for proportional covariance matrices. (2021). He, Daojiang ; Tian, Yan ; Xu, Kai. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:184:y:2021:i:c:s0047259x21000403.

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2021Asymptotic properties of Bernstein estimators on the simplex. (2021). Ouimet, Frederic. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:185:y:2021:i:c:s0047259x21000622.

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2021Test for high-dimensional mean vector under missing observations. (2021). Yin, Yanqing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000750.

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2021Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components. (2021). Matsuura, Shun ; Tsukuda, Koji. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21001007.

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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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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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2021Modeling the cryptocurrency return distribution via Laplace scale mixtures. (2021). Bagnato, Luca ; Punzo, Antonio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307123.

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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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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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2021Industrial actions and firing regimes: How deregulating worker “Exit” reshapes worker “Voice”. (2021). Belloc, Filippo. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:251-264.

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2021Car following behavioral stochasticity analysis and modeling: Perspective from wave travel time. (2021). Gao, Ziyou ; Wang, Guanying ; Jiang, Rui ; Chen, Danjue ; Zhu, Chenqiang ; Tian, Junfang. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:143:y:2021:i:c:p:160-176.

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2021.

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2021.

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2021The Influence of Potential Infection on the Relationship between Temperature and Confirmed Cases of COVID-19 in China. (2021). He, Qiuqin ; Lin, Weiran. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8504-:d:604526.

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2021An Axiomatic Foundation for the Expected Shortfall. (2021). Zitikis, Riardas ; Wang, Ruodu. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1413-1429.

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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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2021Improving the Estimation and Predictions of Small Time Series Models. (2021). Liu-Evans, Gareth. In: Working Papers. RePEc:liv:livedp:202106.

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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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2020.

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2021Self-inactivating, all-in-one AAV vectors for precision Cas9 genome editing via homology-directed repair in vivo. (2021). Chen, Zexiang ; Ibraheim, Raed ; Maitland, Stacy ; Mintzer, Esther ; Sontheimer, Erik J ; Khokhar, Eraj Shafiq ; Gao, Guangping ; Nelson, Samantha ; Xue, Wen ; Namkung, Suk ; Pai, Athma A ; Rodriguez, Tomas C ; Wang, Dan ; Wolfe, Scot A ; Javeed, Nida ; Tsagkaraki, Emmanouela ; Mir, Aamir ; Cao, Yueying. In: Nature Communications. RePEc:nat:natcom:v:12:y:2021:i:1:d:10.1038_s41467-021-26518-y.

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Find and cut-and-transfer (FiCAT) mammalian genome engineering. (2021). Rahmeh, Amal ; Oliva, Baldomero ; Tagliani, Tommaso ; Jaraba-Wallace, Jessica ; Mir-Pedrol, Julia ; Ivani, Dimitrije ; Pallares-Masmitja, Maria ; Guell, Marc ; Sanchez-Mejias, Avencia. In: Nature Communications. RePEc:nat:natcom:v:12:y:2021:i:1:d:10.1038_s41467-021-27183-x.

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2021Biphasic activation of ?-arrestin 1 upon interaction with a GPCR revealed by methyl-TROSY NMR. (2021). Shimada, Ichio ; Shukla, Arun K ; Dwivedi-Agnihotri, Hemlata ; Pandey, Shubhi ; Ueda, Takumi ; Kofuku, Yutaka ; Shiraishi, Yutaro. In: Nature Communications. RePEc:nat:natcom:v:12:y:2021:i:1:d:10.1038_s41467-021-27482-3.

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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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2020Responsabilidad Social Corporativa como la clave para las empresas exitosas. (2020). de la Vega, Jose Gerardo ; Herrera, Andrea Tolentino. In: Revista de Investigación en ciencias contables y Administrativas. RePEc:snh:journl:v:6:y:2020:i:1:p:116-129.

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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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2021Hypothesis tests for high-dimensional covariance structures. (2021). Aoshima, Makoto ; Yata, Kazuyoshi ; Ishii, Aki. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:3:d:10.1007_s10463-020-00760-5.

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2021Mellin–Meijer kernel density estimation on $${{\mathbb {R}}}^+$$ R +. (2021). Geenens, Gery. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:5:d:10.1007_s10463-020-00772-1.

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2021Empirical likelihood inference for rank regression with doubly truncated data. (2021). Liu, Tianqing ; Yuan, Xiaohui. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:105:y:2021:i:1:d:10.1007_s10182-020-00374-5.

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2021Quantile– based portfolios: post– model– selection estimation with alternative specifications. (2021). Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:3:d:10.1007_s10287-021-00396-7.

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2021A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension. (2021). Zuo, Guoxin ; Zeng, Luanjie ; Liu, Fuxiang. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01030-x.

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2021Bayesian analysis of restricted penalized empirical likelihood. (2021). Wu, Jingjing ; Ghoreishi, Seyed Kamran ; Bayati, Mahdieh. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01046-3.

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2021Adaptive stochastic risk estimation of firm operating profit. (2021). Anakolu, Ethem ; Akca, Ahmet. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:48:y:2021:i:3:d:10.1007_s40812-021-00184-z.

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2021High-dimensional sphericity test by extended likelihood ratio. (2021). Xu, Xingzhong ; Wang, Zhendong. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:8:d:10.1007_s00184-021-00816-3.

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2021A new regression model for positive random variables with skewed and long tail. (2021). Castro, Mario ; Santos-Neto, Manoel ; Bourguignon, Marcelo. In: METRON. RePEc:spr:metron:v:79:y:2021:i:1:d:10.1007_s40300-021-00203-y.

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2021Empirical Likelihood for Spatial Autoregressive Models with Spatial Autoregressive Disturbances. (2021). Qin, Yongsong . In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:1:d:10.1007_s13171-019-00166-3.

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2021Data Dependent Asymmetric Kernels for Estimating the Density Function. (2021). Patil, S B ; Rattihalli, R N. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:1:d:10.1007_s13171-019-00171-6.

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2021Empirical Likelihood for Mixed Regressive, Spatial Autoregressive Model Based on GMM. (2021). Lei, Qingzhu ; Qin, Yongsong . In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:1:d:10.1007_s13171-019-00190-3.

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2021High-Dimensional Linear Models: A Random Matrix Perspective. (2021). Wang, Lili ; Paul, Debashis ; Namdari, Jamshid. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:2:d:10.1007_s13171-020-00219-y.

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2021On Some Smooth Estimators of the Quantile Function for a Stationary Associated Process. (2021). Li, Jun ; Dewan, Isha ; Chaubey, Yogendra P. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:1:d:10.1007_s13571-020-00242-x.

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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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2021Test on the linear combinations of covariance matrices in high-dimensional data. (2021). Zhang, Chao ; Wang, Chen ; Hu, Jiang ; Bai, Zhidong. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:2:d:10.1007_s00362-019-01110-1.

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2021Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration. (2021). Wan, Yanling ; Wang, Zhiwen ; Zhang, Tao. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:3:d:10.1007_s00362-019-01133-8.

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2021A note on a measure of asymmetry. (2021). Klar, Bernhard ; Eberl, Andreas. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:3:d:10.1007_s00362-019-01145-4.

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2021A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix. (2021). Xu, Xingzhong ; Wang, Rui. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-020-01157-5.

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2021Efficient estimation for the volatility of stochastic interest rate models. (2021). Li, Hangyan ; Song, Yuping ; Fang, Yetong. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-020-01166-4.

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2021Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2021). Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202108.

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2021Latent Class Analysis for Estimating an Unknown Population Size – with Application to Censuses. (2021). Peter, Smith ; James, Brown ; Bernard, Baffour. In: Journal of Official Statistics. RePEc:vrs:offsta:v:37:y:2021:i:3:p:673-697:n:3.

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2021On testing for the equality of autocovariance in time series. (2021). Fisher, Thomas J ; Cirkovic, Daniel. In: Environmetrics. RePEc:wly:envmet:v:32:y:2021:i:7:n:e2680.

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2021Out?of?sample performance of bias?corrected estimators for diffusion processes. (2021). Guo, Ziyi. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:2:p:243-268.

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2021Value?at?risk forecasting via dynamic asymmetric exponential power distributions. (2021). Zhao, Zhibiao ; Ou, LU. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:2:p:291-300.

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2021Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:895-925.

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2020Quadratic 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:


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