Manuscripts: 

Chen, S. X. Gelaigle, A. and Hall, P.  Nonparametric estimation for levy-type processes, Revised for the Annals of Statistics.

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.

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 gene-set testing.

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

Chen, S. X., C. Y. Tang and V. T. Mule Jr.: Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for US Census, being revised for Journal of the American Statistical Association.

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

Recent Publications: 

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

Chen, S. X., L. Peng and Y-L, Qin (2008):   Effects of Data Dimension on Empirical Likelihood,  tentatively accepted by Biometrika.

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 ``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.