Manuscripts: 

Yu, C. L, Chen, S . X. and Peng, L.: Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions.

Chen, S. X. and Y. L. Qin: A two sample test for high dimensional data with application to geneset testing.

Chen, S. X. and  C. Y. Tang: Local Post-Stratification for Dual System Estimation of US Census.

C. Y. Tang and S. X. Chen:  Parameter estimation and bias correction for diffusion processes.  Being revised for Journal of Econometrics.

Chen, S. X. and Van Keilegom, I.  Empirical likelihood test for a class of regression models.  Being revised for Bernoulli.

Chen, S. X. and L. Peng:   Effects of Data Dimension on Empirical Likelihood, full report under revision for Biometrika.

Recent Publications:

Wang, D. and Chen, S. X. (2008): Combining quantitative trait loci analyses and microarray data, an empirical likelihood approach, Computational Statistics and Data Analysis.

Wang, Dong and S.X. Chen (2008):   Empirical Likelihood for  Estimating Equation with  Missing Values the Annals of Statistics, to appear.

Chen, S. X., Leung, D. Y. H. and  J. Qin (2008):  Improved Semiparametric Estimation Using Surrogate Data.    Journal of the Royal Statistical Society, Series B,  to appear. 

Chen, S.X. and Chiumin Wong (2008): Smoothed Block Empirical Likelihood for Quantiles of Weakly Dependent Processes, Statist Sinica, to appear.

Chen, S.X (2008): ``Nonparametric Estimation of Expected Shortfall".  Journal of Financial Econometrics, 6, 87-107.

Chen, S.X., J. Gao and C. Y.  Tang (2008) ``A Test for Model Specification of Diffusion Processes". Report. The Annals of Statistics 36, 167-198;     Formerly Chen and Gao  ``On the Use of the Kernel Method for Specification Testing of Diffusion Processes".

Chen, S. X. and T. Huang (2007) ``Nonparametric Estimation of Copula Functions for Dependent Modeling".  Canadian Journal of Statistics, 35, 265-282.

Chen, S.X. and H.-J., Cui  (2007) ``On the second order properties of empirical likelihood with moment restrictions"  full report,   Journal of Econometrics, 141, 492-516. 

Chen, S.X. and J. Gao (2007)  ``An Adaptive Empirical Likelihood Test For Time Series Models", paper, full report,  Journal of Econometrics, 141, 950-972. 

Chen, S.X. and H.-J., Cui (2006) `` On Bartlett Correction of Empirical Likelihood in the Presence of Nuisance Parameters",    Biometrika, 93, 215-220.  FULL REPORT

Chen, S. X. and J. Qin (2006) ``An empirical likelihood method for mixture models with incomplete classifications".  Statistica Sinica, 16, 1101-1115.

Chen, S.X. and C. Y. Tang (2005) ``Nonparametric Inference of Value at Risk for dependent Financial Returns",   Journal of Financial Econometircs, 3, 227-255.

Chen, S. X. and Hall, P. (2003).  EFFECTS OF BAGGING AND BIAS CORRECTION ON ESTIMATORS DEFINED BY ESTIMATING EQUATIONS, Statistica Sinica, 13, 97-109. 

Song Xi Chen, Denis H.Y. Leung, and Jing Qin (2003) ``Information Recovery in a Study with Surrogate Endpoints", JASA, 98, 1052-1062.