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CHEN, Song Xi
Full Professor
3208 Snedecor , 515-294-2729
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Interests
Empirical likelihood, Census Estimation, inference for stochastic processes, high dimensional data, financial econometrics.
Education
PhD, Australian National University, Australia, 1993
MS, Beijing Normal University, Beijing, China, 1988
BS, Beijing Normal University, Beijing, China, 1983
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Recent Publications:
- J.-Y. Chang and S.X. Chen (2011), 'On the approximate maximum likelihood estimation for diffusion processes', The Annals of Statistics , Pages to appear. Accepted
- Chen, S. X., Tang, C. Y. and Mule, V. T. jr (2010), 'Local post-stratification in Dual System Accuracy and Coverage Evaluation for US Census', Journal of the American Statistical Association Vol. 105, Pages 105-119.
- Chen, S. X. and P-S Zhong (2010), 'ANOVA for longitudinal data with missing values', The Annals of Statistics , Pages 3630-3659.
- Chen, S.X., Zhang, L-X. and P-S Zhong (2010), 'Testing high dimensional covariance matrices', Journal of the American Statistical Association , Pages 3630-3659.
- Chen, S. X. and Qin, Y.L. (2010), 'A two sample test for high dimensional data with application to gene-set testing', The Annals of Statistics Vol. 38, Pages 808-835.
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Recent Presentations:
- "Nonparametric Estimation for a Class of Levy Processes", INFORMS,
- "Using Option Prices to enhance estimation efficiency for underlying financial dynamics, at a session Financial Econometrics", JSM 2009, Washington, DC,
- "Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions", JSM 2009, Washington, DC,
- "Nonparametric Estimation for a Class of Levy Processes", IMS-China, Weihai, China,
- "A two sample test for high dimensional data with application to geneset testing", IMS-Pacific Rim, Seoul, Korea,
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