2020

  • 1

    Zheng, X-Y. and Chen, S.X. (2020) Dynamic Synthetic Control Method for Evaluating Effects of Air Pollution Alerts. [pdf] 

  • 2

    Zheng, X-Y., Guo, B., He, J. and Chen, S.X. (2020) Effects of COVID-19 Control Measures on Air Quality in North China, Envirionmentrics (Discussion Paper) to appear [pdf] 

  • 3

    吴煌坚,林伟,孔磊,唐晓,王威,王自发,陈松蹊 (2020) 一种基于集合最优插值的排放源快速反演方法, 《气候与环境研究》, 接受。 [pdf] 

  • 4

    Shaomin Li, Rui Liu and Song Xi Chen(2020) Radiative Effects of Particular Matters on Ozone Pollution in Six Northern China Cities, revised for Journal of Geophysical Research [pdf] 

  • 5

    Gu, J., Yan, H., Huang, J., Zhu, Y., Sun, H., Qiu, Y. and S. X. Chen(2020). Comparing Containment Measures among Nations by Epidemiological Effects of COVID-19. National Science Review, to appear. [pdf] 

  • 6

    Wu, H., Zheng, X., Zhu, J., Lin, W., Zheng, H., Chen, X., Wang, W., Wang, Z., and S. X. Chen (2020). Improving PM2.5 forecasts in China suing an initial error transport model, Environmental Science and Technology, 54(17), 10493-10501. [pdf] 

  • 7

    Yating Wan, Minya Xu, Hui Huang and Song Xi Chen(2020) A spatio-temporal model for the analysis and prediction of fine particulate matter concentration in Beijing, Enviromentrics, to appear. [pdf] 

  • 8

    Shuyi Zhang, Song Xi Chen, Bin Guo, Hengfang Wang, Wei Lin (2020) Regional Air-Quality Assessment That Adjusts for Meteorological Confounding​, Science China Mathematics (in Chinese) 50, 527-558. [pdf] 

  • 9

    Ziping Xu, Song Xi Chen, Xiaoqing Wu (2020) Meteorological Change and Impacts on Air Pollution Results from North China, Journal of Geophysics Research-Atmosphere, 125 (16), e2020JD032423. [pdf] 

  • 10

    Haoxuan Sun, Yumou Qiu, Han Yan, Yaxuan Huang, Yuru Zhu, Jia Gu and Song Xi Chen(2020) Tracking Reproductivity of COVID-19 Epidemic in China with Varying Coefficient SIR Model (with discussion), Journal of Data Science 18 (3), 455–472. [pdf] 

  • 11

    Mao, X-J., Wong, R. K-W and Chen, S. X. (2020) Matrix Completion under Low-Rank Missing Mechanism, Statistica Sinica, to appear. [pdf] 

  • 2019

  • 1

    Zheng, XY and Chen, S.X.(2019), Partitioning Structure Learning for Segmented Linear Regression Trees, Advances in Neural Information Processing Systems (NeurIPS), 2019. 

  • 2

    Shuang Zhang, Song Xi Chen, Lei Lu(2019), Inference for Variance Risk Premium [pdf] 

  • 3

    Mao, X., Chen, SX and Wong, R.(2019) Matrix Completion with Covariate Information, Journal of the American Statistical Association, 2019, VOL. 114, NO. 525, 198–210, Theory and Methods [pdf] 

  • 4

    S.X. Chen, J. Li and P.-S. Zhong (2019), Two-Sample and ANOVA Tests for High Dimensional Means, The Annals of Statistics, Vol. 47, No. 3, 1443-1474. [pdf] Code 

  • 2018

  • 1

    Li, HB, Wu, JW., Wang, AX, Li, X, Chen, SX, Wang, TQ, Amsalu, E., Gao, Q., Luo, YX, Yang, XH., Wang, W, Guo, J., Guo, YM, Guo, XH. (2018). Effects of ambient carbon monoxide on daily hospitalizations for cardiovascular disease: a time-stratified case-crossover study of 460,938 cases in Beijing, China from 2013 to 2017, ENVIRONMENTAL HEALTH, 17:82. [pdf] 

  • 2

    Lei Chen, Bin Guo, Jiasheng Huang, Hengfang Wang, Shuyi Zhang and Song Xi Chen (2018). Assessing Air-Quality in Beijing-Tianjin-Hebei Region: the Method and Mixed Tales of PM2.5 and O3. Atmospheric Environment 193 (2018) 290–301. [pdf] 

  • 3

    Qiu, Y., Chen, S.X. and Nettleton, D.(2018)Detecting Rare and Faint Signals via Thresholding Maximum Likelihood Estimators, Annals of Statistics, 46, 895-923.  [pdf] 

  • 4

    Jing He and Song Xi Chen (2018). High-Dimensional Two-Sample Covariance Matrix Testing via Super-Diagonals. Statistica Sinica 28 (2018), 2671-2696 [pdf] 

  • 2017

  • 1

    Tao Zou & Song Xi Chen (2017) Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices, Journal of Business & Economic Statistics, 35:3, 486-498 [pdf] 

  • 2

    Zhang S, Guo B, Dong A, He J, Xu Z, Chen SX. 2017 Cautionary tales on air-quality improvement in Beijing. Proc. R. Soc. A 20170457. [pdf] 

  • 2016

  • 1

    Guo, B. and S.X.Chen (2016). Tests for High Dimensional Generalized Linear Models. Journal of the Royal Statistical Society, Series B. 78, 1079–1102. [pdf] Code 

  • 2

    Wang, Y., Tu, Y-D and S. X. Chen (2016) Improving inflation prediction with the quantity theory. Economics Letters, 149, 112-115. [pdf] 

  • 3

    Chen, S.X. (2016) Peter Hall's Contribution to the Bootstrap, The Annals of Statistics, 44, No. 5, 1821_1836. [pdf] 

  • 4

    Liang, X., Li, S., Zhang, SY, Huang, H. and S.X. Chen (2016). PM2.5 Data Reliability, Consistency and  Air Quality Assessment in Five Chinese Cities,  Journal of Geophysical Research:Atmosphere,  121, 10,220_10,236. [pdf] 

  • 5

    Peng, LH, S.X. Chen and W, Zhou (2016) More Powerful Tests for Sparse High-Dimensional Covariances Matrices, Journal of Multivariate Analysis,  149, 124-143. [pdf] Code 

  • 6

    He, J. and S. X. Chen (2016) Testing Super-Diagonal Structure in High Dimensional Covariance Matrices, Journal of Econometrics, 194,  283-297 [pdf] Code 

  • 7

    Chen, S.X., Lei, L.-H. and Tu, Y-D (2016). Functional Coefficient Moving Average Models with applications to forecasting Chinese CPI, Statistica Sinica, 26, 1649-1672.  [pdf] 

  • 2015

  • 1

    Liang, X., T. Zou, B. Guo, S. Li, H. Zhang, S. Zhang, H. Huang and S. X. Chen. (2015). Assessing Beijing's PM2.5 Pollution: Severity, Weather Impact, APEC and Winter Heating, Proceedings of the Royal Society A, 471, 20150257. [pdf] 

  • 2

    Chang, J-Y, Chen, S.X. and X. Chen (2015). High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data. Journal of Econometrics, 185, 283-304. [pdf] 

  • 3

    Qiu, Y-M and Chen, S.X. (2015)  Band Width Selection for High Dimensional Covariance Matrix Estimation. Journal of the American Statistical Association, 110, 1160-1174. [pdf] Code 

  • 2014

  • 1

    Chen, S.X. and Z. Xu (2014). On Implied Volatility for Options - Some Reasons to Smile and More to Correct. Journal of Econometrics, 179, 1-15. [pdf] 

  • 2013

  • 1

    Chen, S.X. and Z. Xu (2013). On smoothing estimation for seasonal time series with long cycles, Statistics and Its Interface, 6, 435-447. [pdf] 

  • 2

    Chen, S. X., Peng, L. and C. L. Yu (2013). Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions, Bernoulli, 19, 228-251. [pdf] 

  • 3

    Chen, S. X. and Van Keilegom, I. (2013). Estimation in semiparametric models with missing data. Annals of the Institute of Statistical Mathematics, 65, 785-805. [pdf] 

  • 4

    Chen, S. X., Tang, C.Y. and J. Qin (2013). Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study, Journal of the Royal Statistical Society, Series B., 75, 81-102. [pdf] 

  • 5

    Zhong, P-S, Chen, S. X. and Xu M. (2013). Tests alternative to higher criticism for high dimensional means under sparsity and column-wise dependence, Annals of Statistics, 41, 2820-2851. [pdf] Code 

  • 2012

  • 1

    Qiu, Y-M and Chen, S. X. (2012). Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation, TheAnnals of Statistics, 40, 1285-1314. [pdf] Code 

  • 2

    Li, J. and S. X. Chen (2012). Two Sample Tests for High Dimensional Covariance Matrices, The Annals of Statistics, 40, 908-940. [pdf] Code 

  • 2011

  • 1

    Chen, S. X. and C. Y. Tang (2011). Nonparametric Regression with Discrete Covariates and Missing Value. Statistics and Its Interface, 4, 463-474. [pdf] 

  • 2

     J. Chang and S.X. Chen (2011). On the approximate maximum likelihood estimation for diffusion processes. The Annals of Statistics, 39, 2820-2851. [pdf] 

  • 3

    Chen, S. X. and C. Y. Tang (2011). Properties of Census Dual System Population Size Estimators. International Statistical Review, 79, 336-361. [pdf] 

  • 4

    P-S Zhong and S. X. Chen (2011). Tests for High Dimensional Regression Coefficients with Factorial Designs. Journal of the American Statistical Association, 106, 260-274. [pdf] Code 

  • 5

    Chen, S.X. and J. Gao (2011).  Simultaneous Specification Test for the Mean and Variance Structures for Nonlinear Time Series regression. Econometric Theory, 27, 2011, 792_843. [pdf] 

  • 2010

  • 1

    Alzghool, R., Y-X Lin and S. X. Chen (2010). Asymptotic Quasi-likelihood Based on Kernel Smoothing for Multivariate Heteroskedastic Models with Correlation, American Journal Of Mathematical And Management Sciences,  30, 147-177. [pdf] 

  • 2

    Chen, S. X. and P-S Zhong (2010). ANOVA for longitudinal data with missing values. The Annals of Statistics, 38, 3630-3659. [pdf] 

  • 3

    Chen, S.X., Zhang, L-X. and P-S Zhong (2010). Testing high dimensional covariance matrices. Journal of the American Statistical Association, 105, 810-819. [pdf] Code 

  • 4

    Chen, S. X., Delaigle, A. and Hall, P. (2010). Nonparametric estimation for a class of levy processes, Journal of Econometrics, 157, 257-271. [pdf] 

  • 5

    Chen, S. X. and Y. L. Qin (2010). A two sample test for high dimensional data with application to gene-set testing, The Annals of Statistics, 38, 808-835. [pdf] Code 

  • 6

    Chen, S. X., C. Y. Tang and V. T. Mule Jr. (2010). Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for US Census,  Journal of the American Statistical Association, Application & Case Studies, 105, 105-119. [pdf] 

  • 2009

  • 1

    Chan, N-H, Chen, S.X., Peng, L. and C. L. Yu (2009). Empirical Likelihood Methods Based on Characteristic Functions with Applications to L'evy Processes. Journal of the American Statistical Association, 104, 1621-1630. [pdf] 

  • 2

    Chen, S. X. and I. Van Keilegom (2009). A review on empirical likelihood for regressions (with discussions), Test, 3, 415-447 . [pdf] 

  • 3

    Chen, S. X. and Van Keilegom, I. (2009). Empirical likelihood test for a class of regression models. Bernoulli, 15, 955-976. [pdf] 

  • 4

    Chen, S. X., L. Peng and Y-L, Qin (2009). Effects of Data Dimension on Empirical Likelihood, Biometrika, 96, 711_722. [pdf] 

  • 5

    Wang, D. and S.X. Chen (2009). Empirical Likelihood for  Estimating Equation with Missing Values. The Annals of Statistics, 37, 490_517. [pdf] 

  • 6

    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. [pdf] 

  • 7

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

  • 8

    C. Y. Tang and S. X. Chen (2009). Parameter estimation and bias correction for diffusion processes. Journal of Econometrics, 149, 65-81. [pdf] 

  • 2008

  • 1

    Chen, S. X., Leung, D. Y. H. and J. Qin (2008). Improving Semiparametric Estimation Using Surrogate Data. Journal of the Royal Statistical Society, Series B, 70, 803-823. [pdf] 

  • 2

    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. [pdf] 

  • 3

    Chen, S.X: (2008). Nonparametric Estimation of Expected Shortfall. Journal of Financial Econometrics, 6, 87-107. [pdf] 

  • 2007

  • 1

    Chen, S. X. and T. Huang (2007). Nonparametric Estimation of Copula Functions for Dependent Modeling. Canadian Journal of Statistics, 35, 265-282. [pdf] 

  • 2

      Chen, S.X. and H.-J., Cui (2007). On the second order properties of empirical likelihood with moment restrictions , Journal of Econometrics, 141, 492-516. [pdf] 

  • 3

    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. [pdf] 

  • 2006

  • 1

    Chen, S.X. and H.-J., Cui (2006). On Bartlett Correction of Empirical Likelihood in the Presence of Nuisance Parameters, Biometrika, 93, 215-220. [pdf] 

  • 2

    Chen, S.X. and Qin, J. (2006). An Empirical likelihood Method in Mixture Models with Incomplete Classifications, Statistica Sinica,16, 1101-1115. [pdf] 

  • 2005

  • 1

    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. [pdf] 

  • 2003

  • 1

    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. [pdf] 

  • 2

    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. [pdf] 

  • 3

    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.  [pdf] 

  • 4

    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. [pdf] 

  • 5

    Chen, S. X. and Hall, P. (2003). Effects of bagging and bias correction on estimators defined by estimating equations, Statistica Sinica,13, 97-109. [pdf] 

  • 6

    Chen, S. X and Cui, H-J. (2003). An extended empirical likelihood for generalized linear models. Statistica Sinica, 13, 69-81.  [pdf] 

  • 7

    Cui, H-J and Chen, S.X. (2003).Empirical likelihood confidence regions for parameter in the errors-in-variables models, Journal of Multivariate Analysis, 84 (1), 101-115. [pdf] 

  • 2002

  • 1

    Chen, S. X. and Qin, Yong Song (2002). Confidence interval based on a local linear smoother. Scand. J. Statist., 29, 89-99. [pdf] 

  • 2

    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.  [pdf] 

  • 3

    Chen, S. X. (2002). Local linear smoothers using asymmetric kernels. Ann. Inst. Statist. Math., 54, 312-323.  [pdf] 

  • 4

    Chen, S. X, Yip, P. and Zhou, Y. (2002). Sequential line transect surveys. Biometrics, 58, 263-269. [pdf] 

  • 5

    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. 

  • 2001

  • 1

    Chen, S. X. and Cowling, A. (2001). Measurement Errors in Line Transect Surveys where Detection varies with Distance and Size. Biometrics, 57, 732-742. [pdf] 

  • 2000

  • 1

    Chen, S. X. and Qin, Yong Song (2000). Empirical Likelihood confidence interval for a local linear smoother. Biometrika, 87, 946-953.  [pdf] 

  • 2

    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. [pdf] 

  • 3

    Chen, S. X. (2000). Gamma kernel estimators for density functions. Ann. Inst. Statist. Math. 52, 471-480.  [pdf] 

  • 4

    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. [pdf] 

  • 5

    Chen, S. X. (2000). Beta kernel smoothers for regression curves. Statistica Sinica.10, 73-91. [pdf] 

  • 1999

  • 1

    Chen, S. X. (1999). Beta kernel estimators for density functions. Computational Statistics and Data Analysis, 31, 131-145. [pdf] 

  • 2

    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. [pdf] 

  • 3

    Chen, S. X. (1999). Estimation in independent observer line transect surveys for clustered populations. Biometrics, 55 , No. 3, 754-759. [pdf] 

  • 4

    Brown, B. M. and Chen, S. X. (1999). Beta-Bernstein smoothing for regression curves with compact support. Scand. J. Statist. . 26, 47-59. [pdf] 

  • 1998

  • 1

    Brown, B. M. and Chen, S. X. (1998). Combined Empirical Likelihood. Ann. Inst. Statist. Math, 50, 697-714. [pdf] 

  • 2

    Chen, S.X. (1998). Measurement errors in line transect surveys. Biometrics, 54, 899-908. [pdf] 

  • 1997

  • 1

    Chen, S.X. (1997). Empirical likelihood-based kernel density estimation. Aust. J. Statist. , 39,47-56 [pdf] 

  • 1996

  • 1

    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. 

  • 2

    Chen, S.X. (1996). Empirical likelihood confidence intervals for nonparametric density estimation. Biometrika, 83, 329-341. [pdf] 

  • 3

    Chen, S.X. (1996). Studying school size effects in line transect sampling using the kernel method. Biometrics , 52, 1283-94. [pdf] 

  • 4

    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. [pdf] 

  • 1994

  • 1

    Chen, S.X. (1994). Comparing empirical likelihood and bootstrap hypothesis tests. J. Mult. Anal, 51, 277-293. [pdf] 

  • 2

    Chen, S.X. (1994). Empirical likelihood confidence intervals for linear regression coefficients. J. Mult. Anal. 49, 24-40. [pdf] 

  • 3

    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. [pdf] 

  • 1993

  • 1

    Chen, S.X. and Hall, P. (1993). Smoothed empirical likelihood confidence intervals for quantiles. Ann. Of Statistics, 21,1166-1181. [pdf] 

  • 2

    Chen, S.X. (1993). On the coverage accuracy of empirical likelihood confidence regions for linear regression model. Annals of Institute of Statistical Mathematics, 45, 621-637. [pdf] 

  • 1990

  • 1

    Chen, S.X., Smith, P.J., Shafi, M. and Vere-Jones, D. (1990). Some improvements to conventional importance sampling techniques for coded system using Viterbi decoding. Electronics Letters, 26, 802-806. [pdf]