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Song Xi Chen

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Personal Details

First Name: Song
Middle Name: Xi
Last Name: Chen
Suffix:

RePEc Short-ID: pch958

Email: [This author has chosen not to make the email address public]
Homepage: http://www.gsm.pku.edu.cn//faculty/csx.html
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Phone:

Affiliation

Guanghua School of Management
Peking University
Location: Beijing, China
Homepage: http://www.gsm.pku.edu.cn/
Email:
Phone:
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Postal:
Handle: RePEc:edi:gspkucn (more details at EDIRC)

Works

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Working papers

  1. Chen, Songxi, 2012. "Two Sample Tests for High Dimensional Covariance Matrices," MPRA Paper 46026, University Library of Munich, Germany.
  2. Song Xi Chen & Jiti Gao, 2010. "Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models," School of Economics Working Papers 2010-28, University of Adelaide, School of Economics.
  3. Chen, Song Xi & Gao, Jiti & Tang, Chenghong, 2005. "A test for model specification of diffusion processes," MPRA Paper 11976, University Library of Munich, Germany, revised Feb 2007.
  4. Song Xi Chen & Cheng Yong Tang, 2003. "Nonparametric Statistical Inference of Value At Risk For Financial Time Series," Research Paper Series 88, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. Chen, Song Xi & Härdle, Wolfgang & Kleinow, Torsten, 2000. "An empirical likelihood goodness-of-fit test for time series," SFB 373 Discussion Papers 2001,1, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  6. Chen, Song Xi, 1999. "Local linear smoothers using asymmetric kernels," SFB 373 Discussion Papers 1999,100, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

Articles

  1. Chen, Song Xi & Xu, Zheng, 2014. "On implied volatility for options—Some reasons to smile and more to correct," Journal of Econometrics, Elsevier, vol. 179(1), pages 1-15.
  2. Song Xi Chen & Jing Qin & Cheng Yong Tang, 2013. "Mann–Whitney test with adjustments to pretreatment variables for missing values and observational study," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(1), pages 81-102, 01.
  3. Song Chen & Ingrid Van Keilegom, 2013. "Estimation in semiparametric models with missing data," Annals of the Institute of Statistical Mathematics, Springer, vol. 65(4), pages 785-805, August.
  4. Tien-Chiang Yeh & Ling-Feng Hsiao & Der-Song Chen & Kang-Ning Huang, 2012. "A study on terrain-induced tropical cyclone looping in East Taiwan: case study of Typhoon Haitang in 2005," Natural Hazards, International Society for the Prevention and Mitigation of Natural Hazards, vol. 63(3), pages 1497-1514, September.
  5. Song Xi Chen & Cheng Yong Tang, 2011. "Properties of Census Dual System Population Size Estimators," International Statistical Review, International Statistical Institute, vol. 79(3), pages 336-361, December.
  6. Zhong, Ping-Shou & Chen, Song Xi, 2011. "Tests for High-Dimensional Regression Coefficients With Factorial Designs," Journal of the American Statistical Association, American Statistical Association, vol. 106(493), pages 260-274.
  7. Chen, Song Xi & Tang, Cheng Yong & Mule, Vincent T., 2010. "Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for the U.S. Census," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 105-119.
  8. Chen, Song X. & Delaigle, Aurore & Hall, Peter, 2010. "Nonparametric estimation for a class of Lévy processes," Journal of Econometrics, Elsevier, vol. 157(2), pages 257-271, August.
  9. Chen, Song Xi & Zhang, Li-Xin & Zhong, Ping-Shou, 2010. "Tests for High-Dimensional Covariance Matrices," Journal of the American Statistical Association, American Statistical Association, vol. 105(490), pages 810-819.
  10. Tang, Cheng Yong & Chen, Song Xi, 2009. "Parameter estimation and bias correction for diffusion processes," Journal of Econometrics, Elsevier, vol. 149(1), pages 65-81, April.
  11. Wang, Dong & Chen, Song Xi, 2009. "Combining quantitative trait loci analyses and microarray data: An empirical likelihood approach," Computational Statistics & Data Analysis, Elsevier, vol. 53(5), pages 1661-1673, March.
  12. Song Xi Chen & Liang Peng & Ying-Li Qin, 2009. "Effects of data dimension on empirical likelihood," Biometrika, Biometrika Trust, vol. 96(3), pages 711-722.
  13. Song Chen & Ingrid Van Keilegom, 2009. "A review on empirical likelihood methods for regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 18(3), pages 415-447, November.
  14. Song Chen & Ingrid Van Keilegom, 2009. "Rejoinder on: A review on empirical likelihood methods for regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 18(3), pages 468-474, November.
  15. Chan, Ngai Hang & Chen, Song Xi & Peng, Liang & Yu, Cindy L., 2009. "Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1621-1630.
  16. Song Xi Chen, 2008. "Nonparametric Estimation of Expected Shortfall," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(1), pages 87-107, Winter.
  17. Song Xi Chen & Denis H. Y. Leung & Jing Qin, 2008. "Improving semiparametric estimation by using surrogate data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(4), pages 803-823.
  18. Chen, Song Xi & Gao, Jiti, 2007. "An adaptive empirical likelihood test for parametric time series regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 950-972, December.
  19. Chen, Song Xi & Cui, Hengjian, 2007. "On the second-order properties of empirical likelihood with moment restrictions," Journal of Econometrics, Elsevier, vol. 141(2), pages 492-516, December.
  20. Song Xi Chen & Hengjian Cui, 2006. "On Bartlett correction of empirical likelihood in the presence of nuisance parameters," Biometrika, Biometrika Trust, vol. 93(1), pages 215-220, March.
  21. Song Xi Chen, 2005. "Nonparametric Inference of Value-at-Risk for Dependent Financial Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 3(2), pages 227-255.
  22. Chen, Song Xi & Qin, Jing, 2003. "Empirical likelihood-based confidence intervals for data with possible zero observations," Statistics & Probability Letters, Elsevier, vol. 65(1), pages 29-37, October.
  23. Song Xi Chen & Wolfgang Härdle & Ming Li, 2003. "An empirical likelihood goodness-of-fit test for time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 663-678.
  24. Cui, Hengjian & Chen, Song Xi, 2003. "Empirical likelihood confidence region for parameter in the errors-in-variables models," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 101-115, January.
  25. Chen S.X. & Leung D.H.Y. & Qin J., 2003. "Information Recovery in a Study With Surrogate Endpoints," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 1052-1062, January.
  26. Song Chen, 2002. "Local Linear Smoothers Using Asymmetric Kernels," Annals of the Institute of Statistical Mathematics, Springer, vol. 54(2), pages 312-323, June.
  27. Song Chen, 2000. "Probability Density Function Estimation Using Gamma Kernels," Annals of the Institute of Statistical Mathematics, Springer, vol. 52(3), pages 471-480, September.
  28. Chen, Song Xi, 1999. "Beta kernel estimators for density functions," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 131-145, August.
  29. Bruce Brown & Song Chen, 1998. "Combined and Least Squares Empirical Likelihood," Annals of the Institute of Statistical Mathematics, Springer, vol. 50(4), pages 697-714, December.
  30. Chen, S. X., 1994. "Empirical Likelihood Confidence Intervals for Linear Regression Coefficients," Journal of Multivariate Analysis, Elsevier, vol. 49(1), pages 24-40, April.
  31. Chen, Song Xi & Hall, Peter, 1994. "On the calculation of standard error for quotation in confidence statements," Statistics & Probability Letters, Elsevier, vol. 19(2), pages 147-151, January.
  32. Chen, S. X., 1994. "Comparing Empirical Likelihood and Bootstrap Hypothesis Tests," Journal of Multivariate Analysis, Elsevier, vol. 51(2), pages 277-293, November.
  33. Song Chen, 1993. "On the accuracy of empirical likelihood confidence regions for linear regression model," Annals of the Institute of Statistical Mathematics, Springer, vol. 45(4), pages 621-637, December.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2010-11-06 2013-04-13. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2010-11-06. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
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