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An adaptive empirical likelihood test for parametric time series regression models
Chen, Song Xi; Gao, Jiti - In: Journal of econometrics 141 (2007) 2, pp. 950-972
Persistent link: https://www.econbiz.de/10003571369
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Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi; Gao, Jiti - In: Econometric theory 27 (2011) 4, pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
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Nonparametric estimation of expected shortfall
Chen, Song Xi - In: Journal of financial econometrics : official journal of … 6 (2008) 1, pp. 87-107
Persistent link: https://www.econbiz.de/10003669257
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Local linear smoothers using asymmetric kernels
Chen, Song Xi - 1999
This paper considers using asymmetric kernels in local linear smoothing to estimate a regression curve with bounded support. The asymmetric kernels are either beta kernels if the curve has a compact support or gamma kernels if the curve is bounded from one end only. While possessing the standard...
Persistent link: https://www.econbiz.de/10009582406
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Local linear smootherns using asymmetric kernels
Chen, Song Xi - 1999
Persistent link: https://www.econbiz.de/10001473132
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Parameter estimation and bias correction for diffusion processes
Tang, Cheng Yong; Chen, Song Xi - In: Journal of econometrics 149 (2009) 1, pp. 65-81
Persistent link: https://www.econbiz.de/10003833732
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Nonparametric estimation for a class of Lévy processes
Chen, Song Xi; Delaigle, Aurore; Hall, Peter - In: Journal of econometrics 157 (2010) 2, pp. 257-271
Persistent link: https://www.econbiz.de/10008663024
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Empirical likelihood methods based on characteristic functions with applications to Lévy processes
Chan, Ngai Hang; Chen, Song Xi; Peng, Liang; Yu, Cindy L. - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1621-1630
Persistent link: https://www.econbiz.de/10003993190
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Local post-stratification in dual system accuracy and coverage evaluation for the US Census
Chen, Song Xi; Tang, Cheng Yong; Mule, Vincent T. - In: Journal of the American Statistical Association : JASA 105 (2010) 489, pp. 105-119
Persistent link: https://www.econbiz.de/10008732202
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Tests for high-dimensional covariance matrices
Chen, Song Xi; Zhang, Li-xin; Zhong, Ping-shou - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 810-819
Persistent link: https://www.econbiz.de/10008736837