Manuscripts: 

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

Chen, S. X. and C. Y. Tang:  Nonparametric Regression with Discrete Covariates and Missing Value. 

Chen, S. X. and C. Y. Tang:  Properties of Census Dual System Population Size Estimators.

Recent Publications: 

 

Chen, S.X. and J. Gao (2010). Simultaneous Specification Test for the Mean and Variance Structures for Nonlinear Time Series Regression. Econometric Theory to appear.

Chen, S. X. and P-S Zhong (2010), ANOVA for longitudinal data with missing values. The Annals of Statistics, to appear.

Chen, S.X., Zhang, L-X. and P-S Zhong (2010), Testing high dimensional covariance matrices. Journal of the American Statistical Association to appear.

Chen, S. X. Delaigle, A. and Hall, P. (2010)  Nonparametric estimation for levy-type processes,   Journal of Econometrics, to appear.

Chan, N-H, Chen, S.X.,  Peng, L. and C. L. Yu (2010): Empirical Likelihood Methods Based on Characteristic Functions with Applications to L\'evy Processes, Journal of the American Statistical Association to appear.

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.

Chen, S. X. and Van Keilegom, I. (2009)  Empirical likelihood test for a class of regression models.  Bernoulli to appear

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.

C. Y. Tang and S. X. Chen (2009):  Parameter estimation and bias correction for diffusion processes.   Journal of Econometrics, 149,  6581.

Chen, S. X., L. Peng and Y-L, Qin (2009):   Effects of Data Dimension on Empirical Likelihood, Biometrika 96, 711722

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, 16611673.

 

Wang, Dong and S.X. Chen (2009):   Empirical Likelihood for  Estimating Equation with  Missing Values the Annals of Statistics, 37, No. 1, 490517.

Chen, S.X. and Chiumin Wong (2009): Smoothed Block Empirical Likelihood for Quantiles of Weakly Dependent Processes, Statist Sinica, 19, 71-82.

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.

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 ``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 restrictionsfull 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 reportJournal 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.