Publications
[54] Chen, S. X. and I. Van Keilegom
(2009) A review on empirical likelihood for regressions (with discussions),
Test, to appear.
[53] Chan, N-H, Chen, S.X., Peng, L. and C. L. Yu: Empirical Likelihood
Methods Based on Characteristic Functions with Applications to L\'evy Processes, Journal of the American Statistical
Association to appear.
[52] Chen, S. X. and Y. L. Qin (2009) A two sample test for high
dimensional data with application to gene-set testing, The
Annals of Statistics to appear.
[51] Chen, S. X., C. Y. Tang and V. T. Mule Jr. (2009) : Local Post-Stratification in Dual System Accuracy
and Coverage Evaluation for US Census, Journal of the American
Statistical Association, Application & Case Studies, to appear.
[50] Chen, S. X. and Van Keilegom, I.
(2009) Empirical likelihood test for a class of
regression models. Bernoulli
to appear
[49] C. Y. Tang
and S. X. Chen (2009): Parameter estimation and bias correction for
diffusion processes. Journal
of Econometrics, 149, 65—81.
[48] Chen, S. X., L. Peng and Y-L,
Qin (2009): Effects of Data Dimension on Empirical Likelihood, Biometrika, 96, 711–722.
[47] Wang, D. and S.X. Chen (2009): Empirical Likelihood for
Estimating Equation with Missing Values Annals of Statistics, 37, 490–517.
[46] Wang, D. and Chen,
S. X. (2009): Combining quantitative trait
loci analyses and microarray data, an empirical likelihood approach, Computational Statistics and Data Analysis, 53, 1661–1673.
[45] Chen, S.X. and Chiumin Wong (2009):
Smoothed
Block Empirical Likelihood for Quantiles of
Weakly Dependent Processes, Statist
Sinica, 19, 71-82.
[44] 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, 70,
803-823.
[43] Chen, S.X., J. Gao
and C. Y. Tang (2008) ``A Test
for Model Specification of Diffusion Processes".
The Annals of Statistics, 36, 167-198.
[42] Chen, S.X: (2008) ``Nonparametric Estimation of Expected Shortfall". Journal of Financial Econometrics,
6, 87-107.
[41] Chen, S. X. and T. Huang (2007) ``Nonparametric
Estimation of Copula Functions for Dependent Modeling". Canadian Journal of Statistics,
35, 265-282.
[40] 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.
[39] 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.
[38] Chen, S.X. and H.-J., Cui (2006) `` On Bartlett Correction
of Empirical Likelihood in the Presence of Nuisance Parameters", Biometrika,
93, 215-220.
[37] Chen, S.X. and Qin, J. (2006). An Empirical likelihood
Method in Mixture Models with Incomplete Classifications, Statistica Sinica, 16, 1101-1115.
[36] Chen, S. X. and Tang, C. Y.
(2005). Nonparametric
Inference of Value at Risk for dependent Financial Returns. Journal of Financial Econometrics, 3,
227-255.
[35] Chen, S. X. and Qin,
Y-S. (2003). Coverage accuracy of confidence
intervals in nonparametric regression. Acta
Math. Appl. Sin. Engl. Ser. 19,
387--396.
[34] Chen, S. X., D. H. Y. Leung and
Qin, J. (2003) Information Recovery in a Study with Surrogate
Endpoints. Journal of the American Statistical Association, 98, 1052--1062.
[33] Chen, S. X. and Qin, J. (2003)
Empirical likelihood based confidence intervals for
data with possible zero observations. Statistics
and Probability Letters, 65, 29-37.
[32]
Chen, S. X., Haredle,
W. and Li, M. (2003). An empirical likelihood
goodness-of-fit test for time series. Journal of The
Royal Statistical Society, Series
B, 65, 663-678.
[31] Chen, S. X. and Hall, P. (2003). EFFECTS OF BAGGING AND
BIAS CORRECTION ON ESTIMATORS DEFINED BY ESTIMATING EQUATIONS, Statistica
Sinica, 13, 97-109.
[30] Chen, S. X and Cui, H-J. (2003). An extended empirical likelihood for generalized
linear models. Statistica Sinica, 13, 69-81.
[29] Cui, H-J and Chen, S.X. (2003). Empirical
likelihood confidence regions for parameter in the error-in-variable
models, Journal of Multivariate Analysis, 84 (1), 101-115.
[28] Chen, S. X., Hardle, W. and Kleinow, T. (2002). An empirical
likelihood goodness-of-fit test for diffusions. Applied
quantitative finance, 259--281, Springer, Berlin.
[27] Chen, S. X, Yip, P. and Zhou, Y. (2002)
Sequential line transect surveys. Biometrics, 58,
263-269.
[26] Chen, S. X. (2002). Local linear smoothers
using asymmetric kernels.
Ann. Inst. Statist. Math., 54, 312-323.
[25] Chen, S. X. and Lloyd, C. J.(2002).
Estimation of population size based on biased samples using nonparametric
binary regression. Statist. Sinica, 12, 505-518.
[24]
Chen, S. X. and Qin, Yong Song (2002). Confidence interval based on a local
linear smoother. Scand. J. Statist., 29, 89-99.
[23]
Chen, S. X. and Cowling, A. (2001). Measurement Errors in
Line Transect Surveys where Detection varies with Distance and Size.
Biometrics, 57, 732-742.
[22]
Chen, S. X. and Qin, Yong Song (2000). Empirical
Likelihood confidence interval for a local linear smoother. Biometrika, 87, 946-953.
[21]
Chen, S. X. and Lloyd, C. J. (2000). A non-parametric
approach to the analysis of two stage mark-recapture experiments. Biometrika, 87, 633-649.
[20]
Chen, S. X. (2000) Gamma kernel estimators for density functions. Ann. Inst. Statist. Math.
52,471-480.
[19]
Chen, S. X. (2000) Animal abundance estimation for independent observer
line transect surveys. Special Issue of Environmental
and Ecological Statistics: Statistical Ecology and Forest Biometry 7 , No. 3, 285-299.
[18]
Chen, S. X. (2000) Beta kernel smoothers for regression curves. Statistica Sinica . 10, 73-91.
[17]
Chen, S. X. (1999) Beta kernel estimators for density functions. Computational
Statistics and Data Analysis, 31 ,
131-145.
[16]
Chen, S. X. and Woolcock, J. (1999) A condition for designing bus-route type access site
surveys to estimate recreational fishing effort. Biometrics
. 55, No. 3, 799-804.
[15]
Chen, S. X. (1999) Estimation in independent observer line transect surveys
for clustered populations. Biometrics 55 ,
No. 3, 754-759.
[14] Brown, B. M. and Chen, S. X. (1999) Beta-Bernstein smoothing for
regression curves with compact support. Scand. J. Statist. . 26 , 47-59.
[13] Brown, B. M. and Chen, S. X. (1998) Combined Empirical Likelihood. Ann. Inst. Statist. Math.
50 , 697-714.
[12] Chen, S.X. (1998). Measurement errors in line transect surveys. Biometrics . 54, 899-908.
[11]
Chen, S.X. (1997). Empirical likelihood for nonparametric
density estimation. Aust. J. Statist. 39,47-56
[10] Chen, S.X. and Polacheck, T. (1996) Kernel
estimates of mean school size for IWC minke whale
data. Report of International Whaling Commission 46
, 341-348.
[9] Chen, S.X. (1996) Empirical likelihood confidence intervals for
nonparametric density estimation. Biometrika
83 , 329-341.
[8] Chen, S.X. (1996) Studying school size effects in line transect sampling using the kernel method. Biometrics
52, 1283-94.
[7]
Chen, S.X. (1996) A kernel estimate for density of
a biological population using line transect sampling. Royal Statistical
Society Ser. C: Applied Statistics 45, 135-150.
[6] Chen, S.X. (1994) Comparing empirical likelihood and bootstrap
hypothesis tests. J. Mult. Anal. 51, 277-293.
[5]
Chen, S.X. (1994). Empirical likelihood confidence
intervals for linear regression coefficients. J. Mult. Anal. 49, 24-40.
[4] Chen, S.X. and Hall, P. (1994). On the calculation of
standard error for quotation in confidence statements. statistics and Probability Letters 19
147-151.
[3] Chen, S.X. and Hall, P. (1993). Smoothed empirical likelihood confidence intervals for quantiles. Ann.