Song Xi Chen : Citation Profile


Are you Song Xi Chen?

Peking University

17

H index

22

i10 index

692

Citations

RESEARCH PRODUCTION:

44

Articles

13

Papers

RESEARCH ACTIVITY:

   24 years (1993 - 2017). See details.
   Cites by year: 28
   Journals where Song Xi Chen has often published
   Relations with other researchers
   Recent citing documents: 104.    Total self citations: 22 (3.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch958
   Updated: 2019-10-15    RAS profile: 2019-02-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Chen, Xiaohong (2)

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 (20)

Otsu, Taisuke (15)

Rombouts, Jeroen (15)

Yu, Jun (12)

Grammig, Joachim (11)

Scaillet, Olivier (9)

LINTON, OLIVER (8)

Fernandes, Marcelo (8)

Kao, Chihwa (6)

Baltagi, Badi (6)

Zhang, Xibin (6)

Cites to:

Fan, Jianqing (17)

Ait-Sahalia, Yacine (16)

Li, Qi (12)

GAO, Jiti (11)

Newey, Whitney (8)

Hansen, Lars (7)

Chen, Xiaohong (6)

Imbens, Guido (6)

CAI, ZONGWU (5)

Cai, Zongwu (5)

merton, robert (5)

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
Journal of the Royal Statistical Society Series B4
Biometrics4
Computational Statistics & Data Analysis2
Biometrika2
Journal of Financial Econometrics2
Statistics & Probability Letters2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2

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 (2018 and 2017)


YearTitle of citing document
2017A Joint Quantile and Expected Shortfall Regression Framework. (2017). Dimitriadis, Timo ; Bayer, Sebastian. In: Papers. RePEc:arx:papers:1704.02213.

Full description at Econpapers || Download paper

2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Camilo, Daniela Castro ; Wadsworth, Jennifer . In: Papers. RePEc:arx:papers:1709.01198.

Full description at Econpapers || Download paper

2017A nonparametric copula approach to conditional Value-at-Risk. (2017). Geenens, Gery ; Dunn, Richard . In: Papers. RePEc:arx:papers:1712.05527.

Full description at Econpapers || Download paper

2018Algorithmic Trading with Fitted Q Iteration and Heston Model. (2018). Le, Son . In: Papers. RePEc:arx:papers:1805.07478.

Full description at Econpapers || Download paper

2018Change-Point Testing and Estimation for Risk Measures in Time Series. (2018). Fan, Lin ; Pelger, Markus ; Glynn, Peter W. In: Papers. RePEc:arx:papers:1809.02303.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018A Residual Bootstrap for Conditional Expected Shortfall. (2018). Telg, Sean ; Heinemann, Alexander. In: Papers. RePEc:arx:papers:1811.11557.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering. (2017). Chang, Jinyuan ; Wang, Lan ; Zhou, Wen-Xin . In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:1:p:31-41.

Full description at Econpapers || Download paper

2017Simulation†based hypothesis testing of high dimensional means under covariance heterogeneity. (2017). Chang, Jinyuan ; Zhou, Wen ; Zheng, Chao. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:4:p:1300-1310.

Full description at Econpapers || Download paper

2017Two-sample testing in high dimensions. (2017). Stadler, Nicolas ; Mukherjee, Sach . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:1:p:225-246.

Full description at Econpapers || Download paper

2017Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation. (2017). Chaudhuri, Sanjay ; Yin, Teng ; Mondal, Debashis . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:1:p:293-320.

Full description at Econpapers || Download paper

2017Location-invariant Multi-sample U-tests for Covariance Matrices with Large Dimension. (2017). Ahmad, Rauf M. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:2:p:500-523.

Full description at Econpapers || Download paper

2017Group Tests for High-dimensional Failure Time Data with the Additive Hazards Models. (2017). Dandan, Jiang ; Jianguo, Sun . In: The International Journal of Biostatistics. RePEc:bpj:ijbist:v:13:y:2017:i:1:p:10:n:12.

Full description at Econpapers || Download paper

2017Empirical Likelihood in Nonignorable Covariate-Missing Data Problems. (2017). Yanmei, Xie ; Biao, Zhang . In: The International Journal of Biostatistics. RePEc:bpj:ijbist:v:13:y:2017:i:1:p:20:n:6.

Full description at Econpapers || Download paper

2018On risk measuring in the variance-gamma model. (2018). Roman, Ivanov . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:35:y:2018:i:1-2:p:23-33:n:2.

Full description at Econpapers || Download paper

2018High Dimensional Semiparametric Moment Restriction Models. (2018). Dong, C ; Linton, O ; Gao, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1881.

Full description at Econpapers || Download paper

2017Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators. (2017). Lillo, Rosa Elvira ; Garceran, Elisa Cabana ; Rodas, Henry Laniado . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24613.

Full description at Econpapers || Download paper

2017Power in High-dimensional testing Problems. (2017). Kock, Anders ; Preinerstorfer, David. In: Working Papers ECARES. RePEc:eca:wpaper:2013/260442.

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

2018Jackknife empirical likelihood method for multiply robust estimation with missing data. (2018). Chen, Sixia ; Haziza, David. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:127:y:2018:i:c:p:258-268.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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

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.

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

2018Exponentially tilted likelihood inference on growing dimensional unconditional moment models. (2018). Tang, Niansheng ; Zhao, Puying ; Yan, Xiaodong. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:57-74.

Full description at Econpapers || Download paper

2018A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2018). Grammig, Joachim ; Kuchlin, Eva-Maria. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:6-33.

Full description at Econpapers || Download paper

2018Confidence regions for entries of a large precision matrix. (2018). Chang, Jinyuan ; Zou, Tao ; Yao, Qiwei ; Qiu, Yumou . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:57-82.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018ARC algorithm: A novel approach to forecast and manage daily electrical maximum demand. (2018). Wu, Da-Chun ; Chen, Jie ; Razban, Ali ; Amini, Amin . In: Energy. RePEc:eee:energy:v:154:y:2018:i:c:p:383-389.

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

2018Compound unimodal distributions for insurance losses. (2018). Punzo, Antonio ; Maruotti, Antonello ; Bagnato, Luca. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:81:y:2018:i:c:p:95-107.

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

2017Some high-dimensional one-sample tests based on functions of interpoint distances. (2017). Sarkar, Soham ; Saha, Enakshi ; Ghosh, Anil K. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:161:y:2017:i:c:p:83-95.

Full description at Econpapers || Download paper

2018Asymptotic normality of quadratic forms with random vectors of increasing dimension. (2018). Peng, Hanxiang ; Schick, Anton. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:164:y:2018:i:c:p:22-39.

Full description at Econpapers || Download paper

2018Efficient test-based variable selection for high-dimensional linear models. (2018). Gong, Siliang ; Liu, Yufeng ; Zhang, Kai. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:166:y:2018:i:c:p:17-31.

Full description at Econpapers || Download paper

2018Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations. (2018). Wang, Chunlin ; Li, Pengfei ; Marriott, Paul. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:166:y:2018:i:c:p:182-197.

Full description at Econpapers || Download paper

2018On two-sample mean tests under spiked covariances. (2018). Wang, Rui ; Xu, Xingzhong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:225-249.

Full description at Econpapers || Download paper

2018A U-classifier for high-dimensional data under non-normality. (2018). Ahmad, Rauf M ; Pavlenko, Tatjana. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:269-283.

Full description at Econpapers || Download paper

2018Hotelling’s T2 in separable Hilbert spaces. (2018). Pini, Alessia ; Vantini, Simone ; Stamm, Aymeric. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:284-305.

Full description at Econpapers || Download paper

2018On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings. (2018). Hyodo, Masashi ; Seo, Takashi ; Watanabe, Hiroki. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:160-173.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Generalized Cauchy model of sea level fluctuations with long-range dependence. (2017). Li, Ming. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:484:y:2017:i:c:p:309-335.

Full description at Econpapers || Download paper

2018A review of uncertainty representations and metaverification of uncertainty assessment techniques for renewable energies. (2018). Gensler, Andre ; Vogt, Stephan ; Sick, Bernhard. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:96:y:2018:i:c:p:352-379.

Full description at Econpapers || Download paper

2017Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models. (2017). Zhao, LI ; Xu, Xingzhong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:119-126.

Full description at Econpapers || Download paper

2017A note on the unbiased estimator of Σ2. (2017). Zhou, BU ; Guo, Jia. In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:141-146.

Full description at Econpapers || Download paper

2018Signed rank based empirical likelihood for the symmetric location model. (2018). Du, Xiaojie ; Schick, Anton. In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:40-45.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Confidence regions for entries of a large precision matrix. (2018). Zou, Tao ; Yao, Qiwei ; Qiu, Yumou ; Chang, Jinyuan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87513.

Full description at Econpapers || Download paper

2018Impact of Informal Job-search on Wages for University Graduates in Egypt and Jordan. (2018). Elamin, Obbey Ahmed. In: Working Papers. RePEc:erg:wpaper:1272.

Full description at Econpapers || Download paper

2017Discriminant analysis in small and large dimensions. (2017). Parolya, Nestor ; Ngailo, Edward ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2017_006.

Full description at Econpapers || Download paper

2017A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions. (2017). Horowitz, Joel L ; Krishnamurthy, Anand . In: CeMMAP working papers. RePEc:ifs:cemmap:01/17.

Full description at Econpapers || Download paper

2018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; Gao, Jiti ; Dong, Chaohua. In: CeMMAP working papers. RePEc:ifs:cemmap:04/18.

Full description at Econpapers || Download paper

2018Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature. (2018). Tian, Dingshi ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201807.

Full description at Econpapers || Download paper

2018Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles. (2018). Sun, Edward ; Yu, Min-Teh ; Wang, Yu-Jen. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9708-2.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017High dimensional semiparametric moment restriction models. (2017). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-17.

Full description at Econpapers || Download paper

2018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-23.

Full description at Econpapers || Download paper

2018Series estimation for single-index models under constraints. (2018). GAO, Jiti ; Peng, Bin ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-5.

Full description at Econpapers || Download paper

2017Conditional moment models with data missing at random. (2017). Hristache, M ; Patilea, V. In: Biometrika. RePEc:oup:biomet:v:104:y:2017:i:3:p:735-742..

Full description at Econpapers || Download paper

2018Unified estimation of densities on bounded and unbounded domains. (2018). Martins-Filho, Carlos ; Mynbayev, Kairat. In: MPRA Paper. RePEc:pra:mprapa:87044.

Full description at Econpapers || Download paper

2018The Grid Bootstrap for Continuous Time Models. (2018). Yu, Jun ; Xiao, Weilin ; Lui, Yiu Lim. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2018_020.

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

2018Robust variable selection for finite mixture regression models. (2018). Tang, Qingguo ; Karunamuni, R J. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:3:d:10.1007_s10463-017-0602-4.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Asset allocation strategies based on penalized quantile regression. (2018). Caporin, Massimiliano ; Paterlini, Sandra ; Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3.

Full description at Econpapers || Download paper

2018Birnbaum–Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data. (2018). Ziane, Yasmina ; Adjabi, Smail ; Zougab, Nabil. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0712-8.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data. (2018). Fang, Jianglin ; Lu, Xuewen ; Liu, Wanrong. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:3:d:10.1007_s00184-018-0642-7.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Multivariate Density Estimation Using a Multivariate Weighted Log-Normal Kernel. (2018). Igarashi, Gaku. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:80:y:2018:i:2:d:10.1007_s13171-018-0125-y.

Full description at Econpapers || Download paper

2017High dimensional extension of the growth curve model and its application in genetics. (2017). Jana, Sayantee ; HAMID, JEMILA SEID ; Rosen, Dietrich ; Balakrishnan, Narayanaswamy. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:2:d:10.1007_s10260-016-0369-4.

Full description at Econpapers || Download paper

2017Empirical likelihood ratio in penalty form and the convex hull problem. (2017). Baragona, Roberto ; Cucina, Domenico ; Battaglia, Francesco. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:4:d:10.1007_s10260-017-0382-2.

Full description at Econpapers || Download paper

2018Adjusted blockwise empirical likelihood for long memory time series models. (2018). Jiang, Feifan ; Wang, Lihong. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:2:d:10.1007_s10260-017-0403-1.

Full description at Econpapers || Download paper

2018Quantile regression and its empirical likelihood with missing response at random. (2018). Shen, YU ; Liang, Han-Ying. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:2:d:10.1007_s00362-016-0784-5.

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

2017Testing and support recovery of multiple high-dimensional covariance matrices with false discovery rate control. (2017). Xia, Yin. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:4:d:10.1007_s11749-017-0533-7.

Full description at Econpapers || Download paper

2018A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data. (2018). Hyodo, Masashi ; Nishiyama, Takahiro. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:3:d:10.1007_s11749-017-0567-x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model. (2017). Kao, Chihwa ; Baltagi, Badi ; Wang, FA. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:853-882.

Full description at Econpapers || Download paper

2017Jackknife empirical likelihood for the error variance in linear models. (2017). Lin, Hui-Ling ; Zhao, Yichuan ; Wang, Dongliang. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:2:p:151-166.

Full description at Econpapers || Download paper

2017Varying kernel marginal density estimator for a positive time series. (2017). Balakrishna, N ; Koul, Hira L. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:3:p:531-552.

Full description at Econpapers || Download paper

2017Local orthogonal polynomial expansion for density estimation. (2017). Amali, D P ; Trindade, Alexandre A ; Volobouev, Igor. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:29:y:2017:i:4:p:806-830.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

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]
article45
2011Tests for High-Dimensional Regression Coefficients With Factorial Designs In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article19
2003Information Recovery in a Study With Surrogate Endpoints In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article5
1999Estimation in Independent Observer Line Transect Surveys for Clustered Populations In: Biometrics.
[Full Text][Citation analysis]
article1
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]
article2
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]
article1
2003An empirical likelihood goodness‐of‐fit test for time series In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]
article26
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: 26
paper
2008Improving semiparametric estimation by using surrogate data In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]
article4
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
2016Tests for high dimensional generalized linear models In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]
article0
2014Tests for High Dimensional Generalized Linear Models.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1996A Kernel Estimate for the Density of a Biological Population by Using Line Transect Sampling In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]
article0
1999Beta kernel estimators for density functions In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article75
2009Combining quantitative trait loci analyses and microarray data: An empirical likelihood approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article0
2016Improving inflation prediction with the quantity theory In: Economics Letters.
[Full Text][Citation analysis]
article0
2007On the second-order properties of empirical likelihood with moment restrictions In: Journal of Econometrics.
[Full Text][Citation analysis]
article18
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]
article30
2010Nonparametric estimation for a class of Lévy processes In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
2014On implied volatility for options—Some reasons to smile and more to correct In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
2015High dimensional generalized empirical likelihood for moment restrictions with dependent data In: Journal of Econometrics.
[Full Text][Citation analysis]
article17
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: 17
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]
article1
1994Empirical Likelihood Confidence Intervals for Linear Regression Coefficients In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article30
1994Comparing Empirical Likelihood and Bootstrap Hypothesis Tests In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article8
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]
article2
2006On Bartlett correction of empirical likelihood in the presence of nuisance parameters In: Biometrika.
[Full Text][Citation analysis]
article22
2009Effects of data dimension on empirical likelihood In: Biometrika.
[Full Text][Citation analysis]
article23
2005Nonparametric Inference of Value-at-Risk for Dependent Financial Returns In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article30
2008Nonparametric Estimation of Expected Shortfall In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article26
2007A test for model specification of diffusion processes In: MPRA Paper.
[Full Text][Citation analysis]
paper15
2012Two Sample Tests for High Dimensional Covariance Matrices In: MPRA Paper.
[Full Text][Citation analysis]
paper21
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]
paper57
2014Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation In: MPRA Paper.
[Full Text][Citation analysis]
paper11
2015Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices.(2017) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
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]
article11
2000Probability Density Function Estimation Using Gamma Kernels In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
article73
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]
article3
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]
article25
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]
article24
2003Nonparametric Statistical Inference of Value At Risk For Financial Time Series In: Research Paper Series.
[Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team