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Song Xi Chen - MaRDI portal

Song Xi Chen

From MaRDI portal
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Person:308371

Available identifiers

zbMath Open chen.songxiMaRDI QIDQ308371

List of research outcomes

PublicationDate of PublicationType
Robust relation of streamwise velocity autocorrelation in atmospheric surface layers based on an autoregressive moving average model2024-03-04Paper
Estimating COVID-19 vaccine protection rates via dynamic epidemiological models -- a study of 10 countries2024-01-16Paper
Sharp optimality for high-dimensional covariance testing under sparse signals2024-01-04Paper
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding2023-06-29Paper
Weighted Distributed Estimation under Heterogeneity2022-09-14Paper
Mann–Whitney Test with Adjustments to Pretreatment Variables for Missing Values and Observational Study2022-07-11Paper
Matrix Completion under Low-Rank Missing Mechanism2022-03-04Paper
Distributed statistical inference for massive data2021-12-03Paper
Concentration Inequalities for Statistical Inference2021-09-29Paper
Discussion on: ``The timing and effectiveness of implementing mild interventions of COVID-19 in large industrial regions via a synthetic control method2021-05-03Paper
High-dimensional empirical likelihood inference2021-04-08Paper
Matrix Completion With Covariate Information2019-08-19Paper
Tests for High Dimensional Generalized Linear Models2019-06-12Paper
Two-sample and ANOVA tests for high dimensional means2019-05-10Paper
HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS2018-11-22Paper
Detecting rare and faint signals via thresholding maximum likelihood estimators2018-05-18Paper
Bandwidth Selection for High-Dimensional Covariance Matrix Estimation2017-10-13Paper
Peter Hall's contributions to the bootstrap2016-11-18Paper
Functional coefficient moving average model with application to forecasting Chinese CPI2016-10-26Paper
Testing super-diagonal structure in high dimensional covariance matrices2016-09-06Paper
Nonparametric estimation for a class of Lévy processes2016-08-04Paper
Parameter estimation and bias correction for diffusion processes2016-07-04Paper
More powerful tests for sparse high-dimensional covariances matrices2016-06-03Paper
On the second-order properties of empirical likelihood with moment restrictions2016-05-27Paper
An adaptive empirical likelihood test for parametric time series regression models2016-05-27Paper
On smoothing estimation for seasonal time series with long cycles2015-12-10Paper
Tests for High-Dimensional Regression Coefficients With Factorial Designs2015-06-17Paper
Tests for High-Dimensional Covariance Matrices2015-06-15Paper
Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for the U.S. Census2015-06-11Paper
High dimensional generalized empirical likelihood for moment restrictions with dependent data2015-05-06Paper
On implied volatility for options -- some reasons to smile and more to correct2014-08-07Paper
Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence2014-04-04Paper
Estimation in semiparametric models with missing data2013-11-11Paper
Parameter estimation and model testing for Markov processes via conditional characteristic functions2013-03-07Paper
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation2012-12-10Paper
On the approximate maximum likelihood estimation for diffusion processes2012-09-03Paper
Two sample tests for high-dimensional covariance matrices2012-08-29Paper
Nonparametric regression with discrete covariate and missing values2012-08-18Paper
Properties of Census Dual System Population Size Estimators2012-06-08Paper
Two sample tests for high-dimensional covariance matrices2012-06-05Paper
Asymptotic Quasi-Likelihood Based on Kernel Smoothing for Multivariate Heteroschedastic Models with Correlation2011-12-19Paper
SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION2011-08-16Paper
Measurement Errors in Line Transect Surveys Where Detectability Varies with Distance and Size2011-03-01Paper
Sequential Estimation in Line Transect Surveys2011-03-01Paper
Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes2011-02-01Paper
A review on empirical likelihood methods for regression2011-01-22Paper
Rejoinder on: A review on empirical likelihood methods for regression2011-01-22Paper
ANOVA for longitudinal data with missing values2011-01-19Paper
A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression2010-11-15Paper
A two-sample test for high-dimensional data with applications to gene-set testing2010-03-24Paper
Effects of data dimension on empirical likelihood2009-09-29Paper
Improving Semiparametric Estimation by Using Surrogate Data2009-06-10Paper
https://portal.mardi4nfdi.de/entity/Q36007222009-02-05Paper
On Bartlett correction of empirical likelihood in the presence of nuisance parameters2009-01-15Paper
A test for model specification of diffusion processes2008-03-12Paper
Nonparametric estimation of copula functions for dependence modelling2008-02-15Paper
https://portal.mardi4nfdi.de/entity/Q34319082007-04-13Paper
An Empirical Likelihood Goodness-of-Fit Test for Time Series2005-04-29Paper
Estimation in Independent Observer Line Transect Surveys for Clustered Populations2005-04-13Paper
A Condition for Designing Bus‐Route Type Access Site Surveys to Estimate Recreational Fishing Effort2005-04-13Paper
Measurement Errors in Line Transect Surveys2005-04-11Paper
Coverage accuracy of confidence intervals in nonparametric regression2004-06-22Paper
Information Recovery in a Study With Surrogate Endpoints2004-06-10Paper
Empirical likelihood-based confidence intervals for data with possible zero observations.2004-02-14Paper
Empirical likelihood confidence intervals for local linear smoothers2004-01-27Paper
https://portal.mardi4nfdi.de/entity/Q48017432003-10-14Paper
https://portal.mardi4nfdi.de/entity/Q48017412003-09-02Paper
Confidence Intervals Based on Local Linear Smoother2003-08-07Paper
Local linear smoothers using asymmetric kernels2003-04-27Paper
Empirical likelihood confidence region for parameter in the errors-in-variables models.2003-04-02Paper
https://portal.mardi4nfdi.de/entity/Q45427562002-09-08Paper
https://portal.mardi4nfdi.de/entity/Q45434872002-08-13Paper
https://portal.mardi4nfdi.de/entity/Q49470042001-10-03Paper
Probability density function estimation using gamma kernels2001-05-17Paper
A nonparametric approach to the analysis of two-stage mark-recapture experiments2001-03-11Paper
Beta kernel estimators for density functions2000-01-12Paper
Beta-Bernstein Smoothing for Regression Curves with Compact Support1999-08-10Paper
Beta kernel estimators for density functions1999-08-01Paper
Combined and least squares empirical likelihood1999-06-29Paper
EMPIRICAL LIKELIHOOD‐BASED KERNEL DENSITY ESTIMATION1997-08-07Paper
Studying School Size Effects in Line Transect Sampling Using the Kernel Method1997-08-03Paper
Empirical likelihood confidence intervals for nonparametric density estimation1997-06-22Paper
A Kernel Estimate for the Density of a Biological Population by Using Line Transect Sampling1997-02-12Paper
Comparing empirical likelihood and bootstrap hypothesis tests1994-12-11Paper
On the accuracy of empirical likelihood confidence regions for linear regression model1994-11-20Paper
Empirical likelihood confidence intervals for linear regression coefficients1994-10-11Paper
On the calculation of standard error for quotation in confidence statements1994-03-07Paper
Smoothed empirical likelihood confidence intervals for quantiles1994-02-16Paper

Research outcomes over time


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