2004-12 CHEN, Song X. and Hengjian CUI
On the Second Order Properties of Empirical
Likelihood With Moment Restrictions
(abstract pdf)
(paper pdf)
2004-13 CHEN, Song Xi and Cheng Yong TANG
Nonparametric Inference of Value at Risk for Dependent Financial Returns
Dependent Financial Returns
(abstract pdf)
(paper pdf)
2004-14 CHEN, Song Xi
Nonparametric Estimation of Expected Shortfall
(abstract pdf)
(paper pdf)
2004-15 CHEN, Song X. and Jiti GAO
An Adaptive Empirical Likelihood Test for Parametric Time Series Regression Models
(abstract pdf)
(paper pdf)
2004-19 CHEN, Song X. and Jiti GAO
On the Use of the Kernel Method for Specification Test of Diffusion Models
(abstract pdf)
(paper pdf)
2004-24 CHE, P., Tanzy M. LOVE, B. FRAME, K. WANG, Alicia L. CARRIQUIRY and S. HOWELL
Gene Expression Patterns During Somatic Embroyo Development and Germination in Maize HI II Cultures
(abstract pdf)
(paper pdf)
2005-07 CHEN, Song Xi and Tzeeming HUANG
Nonparametric Estimation of Copula Functions for Dependence Modeling
(abstract pdf)
(paper pdf)
2005-08 CHEN, Song Xi and Tzeeming HUANG
Bias and Variance of a Kernel Copula Estimator
(abstract pdf)
(paper pdf)
2006-02 WANG, Dong and Song Xi CHEN
Nonparametric Imputation of Missing Values for Estimating Equation Based Inference
(abstract pdf)
(paper pdf)
2006-03 WANG, Dong and Song Xi CHEN
Nonparametric Imputation of Missing Values for Estimating Equation Based Inference - a Full Report
(abstract pdf)
(paper pdf)
2006-16 CHEN, Song Xi and Chiu Min WONG
Smoothed Block Empirical Likelihood for Quantiles of Weakly Dependent Processes
(abstract pdf)
(paper pdf)
2006-17 CHEN, Song Xi and Ingrid Van Keilegom
A Goodness-of-fit Test for Parametric and Semiparametric Models in Multiresponse Regression
(abstract pdf)
(paper pdf)
2006-21 CHEN, Song Xi and Cheng Yong TANG
Parameter Estimation and Bias Correction for Diffusion Processes
(abstract pdf)
(paper pdf)