Access Statistics for Song Xi Chen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing 0 0 2 37 0 2 10 80
A test for model specification of diffusion processes 0 0 0 22 0 1 6 122
An empirical likelihood goodness-of-fit test for time series 0 0 1 94 0 0 10 508
Analyzing China's Consumer Price Index Comparatively with that of United States 0 0 10 10 0 3 16 16
Band Width Selection for High Dimensional Covariance Matrix Estimation 0 0 0 27 0 1 9 62
Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices 0 0 3 21 0 0 6 30
Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI 0 0 4 67 0 0 14 82
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data 0 0 2 50 0 0 7 73
Local linear smoothers using asymmetric kernels 0 0 1 27 0 0 8 110
Nonparametric Statistical Inference of Value At Risk For Financial Time Series 0 0 0 0 1 1 4 338
Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models 0 0 0 69 0 1 3 238
Tests for High Dimensional Generalized Linear Models 0 0 1 48 0 3 9 90
Two Sample Tests for High Dimensional Covariance Matrices 0 0 3 46 2 5 25 111
Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation 0 0 3 28 1 3 14 101
Total Working Papers 0 0 30 546 4 20 141 1,961


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Condition for Designing Bus-Route Type Access Site Surveys to Estimate Recreational Fishing Effort 0 0 0 2 0 0 2 13
A Kernel Estimate for the Density of a Biological Population by Using Line Transect Sampling 0 0 1 1 0 1 3 4
A review on empirical likelihood methods for regression 0 1 4 144 0 1 6 279
An adaptive empirical likelihood test for parametric time series regression models 0 0 0 31 0 2 5 113
An empirical likelihood goodness‐of‐fit test for time series 0 0 0 114 0 0 8 411
Bandwidth Selection for High-Dimensional Covariance Matrix Estimation 0 0 2 3 1 1 5 23
Beta kernel estimators for density functions 3 7 25 252 6 15 54 649
Beta‐Bernstein Smoothing for Regression Curves with Compact Support 0 0 0 42 0 1 5 126
Combined and Least Squares Empirical Likelihood 0 1 1 23 0 2 4 63
Combining quantitative trait loci analyses and microarray data: An empirical likelihood approach 0 0 0 18 0 0 2 46
Comparing Empirical Likelihood and Bootstrap Hypothesis Tests 0 0 0 32 2 5 5 84
Confidence Intervals Based on Local Linear Smoother 0 0 0 0 0 0 1 1
Effects of data dimension on empirical likelihood 0 1 2 11 0 1 7 67
Empirical Likelihood Confidence Intervals for Linear Regression Coefficients 0 0 0 47 0 0 9 201
Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes 0 1 1 13 0 1 3 44
Empirical likelihood confidence region for parameter in the errors-in-variables models 0 0 0 22 0 0 0 66
Empirical likelihood-based confidence intervals for data with possible zero observations 0 0 0 17 1 1 2 60
Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices 0 0 1 2 0 3 9 18
Estimation in Independent Observer Line Transect Surveys for Clustered Populations 0 0 0 0 0 0 1 10
Estimation in semiparametric models with missing data 0 0 1 16 0 0 2 50
High dimensional generalized empirical likelihood for moment restrictions with dependent data 0 0 1 17 0 0 4 60
Improving inflation prediction with the quantity theory 0 0 2 12 0 1 12 34
Improving semiparametric estimation by using surrogate data 0 0 0 19 0 0 2 54
Information Recovery in a Study With Surrogate Endpoints 0 0 0 6 0 0 1 28
Local Linear Smoothers Using Asymmetric Kernels 0 0 0 32 0 0 1 60
Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for the U.S. Census 0 0 0 7 0 0 1 37
Mann–Whitney test with adjustments to pretreatment variables for missing values and observational study 0 0 0 6 0 0 0 31
Matrix Completion With Covariate Information 0 0 1 1 0 0 6 6
Measurement Errors in Line Transect Surveys Where Detectability Varies with Distance and Size 0 0 0 0 0 0 0 7
More powerful tests for sparse high-dimensional covariances matrices 0 0 1 4 0 1 3 15
Nonparametric Estimation of Expected Shortfall 0 0 2 46 1 2 11 138
Nonparametric Inference of Value-at-Risk for Dependent Financial Returns 0 1 1 142 0 1 5 322
Nonparametric estimation for a class of Lévy processes 1 1 1 39 1 2 7 115
On Bartlett correction of empirical likelihood in the presence of nuisance parameters 0 0 0 10 0 1 4 64
On implied volatility for options—Some reasons to smile and more to correct 0 0 1 30 0 1 5 130
On the accuracy of empirical likelihood confidence regions for linear regression model 0 0 0 29 0 1 2 77
On the calculation of standard error for quotation in confidence statements 0 0 0 4 0 1 3 116
On the second-order properties of empirical likelihood with moment restrictions 0 0 0 21 1 1 3 80
Parameter estimation and bias correction for diffusion processes 0 0 11 117 3 8 42 397
Probability Density Function Estimation Using Gamma Kernels 0 3 5 147 1 6 18 575
Properties of Census Dual System Population Size Estimators 0 0 0 1 0 0 3 18
Rejoinder on: A review on empirical likelihood methods for regression 0 0 0 4 0 0 3 35
Sequential Estimation in Line Transect Surveys 0 0 0 0 0 0 2 7
Testing super-diagonal structure in high dimensional covariance matrices 0 0 0 14 0 0 8 76
Tests for High-Dimensional Covariance Matrices 0 1 2 42 0 1 8 105
Tests for High-Dimensional Regression Coefficients With Factorial Designs 0 2 4 31 0 2 11 147
Tests for high dimensional generalized linear models 0 1 1 5 0 3 8 21
Total Journal Articles 4 20 71 1,576 17 66 306 5,083


Statistics updated 2020-07-04