CHEN, Song Xi
3208 Snedecor , 515-294-2729
Empirical likelihood, Census Estimation, inference for stochastic processes, high dimensional data, financial econometrics.
PhD, Australian National University, Australia, 1993
MS, Beijing Normal University, Beijing, China, 1988
BS, Beijing Normal University, Beijing, China, 1983
Stat 542, Thry of Prob & Statistics
MTRF 9-9:50, Sweeney 1126
Stat 546, Nonparametric Methods
MWF 12:10-1, Physics 0058
- 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.
- "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,