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Song Xi Chen

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Personal Details

First Name:Song
Middle Name:Xi
Last Name:Chen
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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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Location: Beijing, China
Homepage: http://www.gsm.pku.edu.cn/
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Handle: RePEc:edi:gspkucn (more details at EDIRC)
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  1. Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2014. "High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data," MPRA Paper 59640, University Library of Munich, Germany.
  2. Chen, Song Xi & Guo, Bin, 2014. "Tests for High Dimensional Generalized Linear Models," MPRA Paper 59816, University Library of Munich, Germany.
  3. Chen, Song Xi & Li, Jun & Zhong, Pingshou, 2014. "Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation," MPRA Paper 59815, University Library of Munich, Germany.
  4. Qiu, Yumou & Chen, Song Xi, 2014. "Band Width Selection for High Dimensional Covariance Matrix Estimation," MPRA Paper 59641, University Library of Munich, Germany.
  5. Chen, Songxi, 2012. "Two Sample Tests for High Dimensional Covariance Matrices," MPRA Paper 46026, University Library of Munich, Germany.
  6. 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.
  7. Chen, Song Xi & Qin, Yingli, 2010. "A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing," MPRA Paper 59642, University Library of Munich, Germany.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  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 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.
  3. 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.
  4. 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.
  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. 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.
  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 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. Song Xi Chen, 2008. "Nonparametric Estimation of Expected Shortfall," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(1), pages 87-107, Winter.
  16. 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.
  17. 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.
  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. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. Song Xi Chen & Paul S. F. Yip & Yong Zhou, 2002. "Sequential Estimation in Line Transect Surveys," Biometrics, The International Biometric Society, vol. 58(2), pages 263-269, 06.
  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 Xi Chen & Ann Cowling, 2001. "Measurement Errors in Line Transect Surveys Where Detectability Varies with Distance and Size," Biometrics, The International Biometric Society, vol. 57(3), pages 732-742, 09.
  28. 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.
  29. Song Xi Chen & Jodie L. Woolcock, 1999. "A Condition for Designing Bus-Route Type Access Site Surveys to Estimate Recreational Fishing Effort," Biometrics, The International Biometric Society, vol. 55(3), pages 799-804, 09.
  30. Chen, Song Xi, 1999. "Beta kernel estimators for density functions," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 131-145, August.
  31. Song Xi Chen, 1999. "Estimation in Independent Observer Line Transect Surveys for Clustered Populations," Biometrics, The International Biometric Society, vol. 55(3), pages 754-759, 09.
  32. 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.
  33. 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.
  34. Chen, S. X., 1994. "Comparing Empirical Likelihood and Bootstrap Hypothesis Tests," Journal of Multivariate Analysis, Elsevier, vol. 51(2), pages 277-293, November.
  35. Chen, S. X., 1994. "Empirical Likelihood Confidence Intervals for Linear Regression Coefficients," Journal of Multivariate Analysis, Elsevier, vol. 49(1), pages 24-40, April.
  36. 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.
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (6) 2010-11-06 2013-04-13 2014-11-22 2014-11-22 2014-11-28 2014-12-03. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2010-11-06
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