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Song Xi Chen : Citation Profile


Are you Song Xi Chen?

Peking University

16

H index

19

i10 index

551

Citations

RESEARCH PRODUCTION:

40

Articles

13

Papers

RESEARCH ACTIVITY:

   23 years (1993 - 2016). See details.
   Cites by year: 23
   Journals where Song Xi Chen has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 20 (3.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch958
   Updated: 2018-02-17    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 (16)

Otsu, Taisuke (15)

Rombouts, Jeroen (15)

Grammig, Joachim (11)

Yu, Jun (11)

Scaillet, Olivier (9)

Fernandes, Marcelo (8)

Bravo, Francesco (6)

King, Maxwell (6)

Cai, Zongwu (5)

cotter, john (5)

Cites to:

Fan, Jianqing (17)

Ait-Sahalia, Yacine (16)

Li, Qi (11)

GAO, Jiti (11)

Newey, Whitney (8)

Hansen, Lars (7)

Imbens, Guido (6)

merton, robert (5)

Singleton, Kenneth (4)

Cai, Zongwu (4)

Chen, Zhiwu (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
Biometrics4
Journal of Multivariate Analysis4
Journal of the Royal Statistical Society Series B3
Statistics & Probability Letters2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Biometrika2
Computational Statistics & Data Analysis2
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 (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.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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

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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..

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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.

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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.

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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.

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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.

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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.

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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.

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2017A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2017). Grammig, Joachim ; Kuchlin, Eva-Maria. In: CFR Working Papers. RePEc:zbw:cfrwps:1701.

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2017A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2017). Grammig, Joachim ; Kuchlin, Eva-Maria. In: CFS Working Paper Series. RePEc:zbw:cfswop:572.

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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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paper0
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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article34
2011Tests for High-Dimensional Regression Coefficients With Factorial Designs In: Journal of the American Statistical Association.
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article16
2003Information Recovery in a Study With Surrogate Endpoints In: Journal of the American Statistical Association.
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article4
1999Estimation in Independent Observer Line Transect Surveys for Clustered Populations In: Biometrics.
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article0
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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article0
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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article0
2003An empirical likelihood goodness-of-fit test for time series In: Journal of the Royal Statistical Society Series B.
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article25
2000An empirical likelihood goodness-of-fit test for time series.(2000) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 25
paper
2008Improving semiparametric estimation by using surrogate data In: Journal of the Royal Statistical Society Series B.
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article3
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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article0
1999Beta kernel estimators for density functions In: Computational Statistics & Data Analysis.
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article60
2009Combining quantitative trait loci analyses and microarray data: An empirical likelihood approach In: Computational Statistics & Data Analysis.
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article0
2007On the second-order properties of empirical likelihood with moment restrictions In: Journal of Econometrics.
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article14
2007An adaptive empirical likelihood test for parametric time series regression models In: Journal of Econometrics.
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article12
2009Parameter estimation and bias correction for diffusion processes In: Journal of Econometrics.
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article24
2010Nonparametric estimation for a class of Lévy processes In: Journal of Econometrics.
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article1
2014On implied volatility for options—Some reasons to smile and more to correct In: Journal of Econometrics.
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article2
2015High dimensional generalized empirical likelihood for moment restrictions with dependent data In: Journal of Econometrics.
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article6
2014High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data.(2014) In: MPRA Paper.
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2016Testing super-diagonal structure in high dimensional covariance matrices In: Journal of Econometrics.
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article0
2016More powerful tests for sparse high-dimensional covariances matrices In: Journal of Multivariate Analysis.
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article0
1994Empirical Likelihood Confidence Intervals for Linear Regression Coefficients In: Journal of Multivariate Analysis.
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article29
1994Comparing Empirical Likelihood and Bootstrap Hypothesis Tests In: Journal of Multivariate Analysis.
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article6
2003Empirical likelihood confidence region for parameter in the errors-in-variables models In: Journal of Multivariate Analysis.
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article9
1994On the calculation of standard error for quotation in confidence statements In: Statistics & Probability Letters.
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article1
2003Empirical likelihood-based confidence intervals for data with possible zero observations In: Statistics & Probability Letters.
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article1
2006On Bartlett correction of empirical likelihood in the presence of nuisance parameters In: Biometrika.
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article16
2009Effects of data dimension on empirical likelihood In: Biometrika.
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article17
2005Nonparametric Inference of Value-at-Risk for Dependent Financial Returns In: Journal of Financial Econometrics.
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article27
2008Nonparametric Estimation of Expected Shortfall In: Journal of Financial Econometrics.
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article21
2007A test for model specification of diffusion processes In: MPRA Paper.
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paper13
2012Two Sample Tests for High Dimensional Covariance Matrices In: MPRA Paper.
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paper17
2014Band Width Selection for High Dimensional Covariance Matrix Estimation In: MPRA Paper.
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2015Bandwidth Selection for High-Dimensional Covariance Matrix Estimation.(2015) In: Journal of the American Statistical Association.
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article
2010A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing In: MPRA Paper.
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paper41
2014Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation In: MPRA Paper.
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paper8
2014Tests for High Dimensional Generalized Linear Models In: MPRA Paper.
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paper0
2015Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices In: MPRA Paper.
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paper0
2015Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI In: MPRA Paper.
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paper0
1993On the accuracy of empirical likelihood confidence regions for linear regression model In: Annals of the Institute of Statistical Mathematics.
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article27
1998Combined and Least Squares Empirical Likelihood In: Annals of the Institute of Statistical Mathematics.
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article8
2000Probability Density Function Estimation Using Gamma Kernels In: Annals of the Institute of Statistical Mathematics.
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article60
2002Local Linear Smoothers Using Asymmetric Kernels In: Annals of the Institute of Statistical Mathematics.
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article6
1999Local linear smoothers using asymmetric kernels.(1999) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 6
paper
2013Estimation in semiparametric models with missing data In: Annals of the Institute of Statistical Mathematics.
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article1
2009A review on empirical likelihood methods for regression In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article18
2009Rejoinder on: A review on empirical likelihood methods for regression In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article18
2003Nonparametric Statistical Inference of Value At Risk For Financial Time Series In: Research Paper Series.
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paper0

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