← All authors Song Xi Chen Tsinghua University (per OpenAlex) · ORCID · OpenAlex
90 papers in scope · 89 published · 1 on the econ.EM arXiv · 5,261 citations · h-index 35 (over the papers listed here)
Papers (1 of 90)
Optimally adaptive test for high dimensional hypotheses via minimax deficiency
published 2026 · Journal of the American Statistical Association · 1 citations
with Juliao Qiu, Yumou Qiu
Versatile differentially private learning for general loss functions
published 2026 · The Annals of Statistics
with Qilong Lu, Yumou Qiu
Self-normalized Cramér type moderate deviation theorem for Gaussian approximation
published 2025 · The Annals of Statistics · 1 citations
with Jingkun Qiu, Qi-Man Shao
Exploring temperature and humidity environment combined with air quality index, black carbon, the short-term effect of combined exposure on respiratory disease mortality in Southwest China
published 2025 · PLoS ONE · 3 citations
with Hengyu Su, Di Wu, K. Guo, Huifang Xie
Segmented Linear Regression Trees
published 2025 · Acta Mathematica Sinica English Series · 1 citations
with Xiangyu Zheng
Statistical inference for decentralized federated learning
published 2024 · The Annals of Statistics · 5 citations
with Jia Gu
Statistical inference for four-regime segmented regression models
published 2024 · The Annals of Statistics · 1 citations
with Yan Han
Ensembled Seizure Detection Based on Small Training Samples
published 2023 · IEEE Transactions on Signal Processing · 7 citations
with Pei Feng Tong, Hao Zhan
Dynamic synthetic control method for evaluating treatment effects in auto-regressive processes
published 2023 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 6 citations
with Xiangyu Zheng
Sharp optimality for high-dimensional covariance testing under sparse signals
published 2023 · The Annals of Statistics · 1 citations
with Yumou Qiu, Shuyi Zhang
Multivariate Calibrations with Auxiliary Information
published 2023 · Statistica Sinica
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
published 2022 · Journal of Econometrics · 5 citations
with Bin Guo, Yumou Qiu
Distributed statistical inference for massive data
published 2021 · The Annals of Statistics · 31 citations · first circulated 2018
with Liuhua Peng
Discussion on “The timing and effectiveness of implementing mild interventions of COVID-19 in large industrial regions via a synthetic control method” by Tian et al.
published 2020 · Statistics and Its Interface
with Xianyu Zheng
Inference for variance risk premium
published 2020 · China Finance Review International · 5 citations
with Shuang Zhang, Lei Lü
High-dimensional empirical likelihood inference
published 2020 · Biometrika · 20 citations
working paper 2019 · arXiv
Two-sample and ANOVA tests for high dimensional means
published 2019 · The Annals of Statistics · 52 citations
with Jun Li, Ping-Shou Zhong
Partitioning Structure Learning for Segmented Linear Regression Trees
published 2019 · Neural Information Processing Systems · 1 citations
with Xiangyu Zheng
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Detecting rare and faint signals via thresholding maximum likelihood estimators
published 2018 · The Annals of Statistics · 9 citations
with Yumou Qiu, Dan Nettleton
HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS
published 2018 · Statistica Sinica · 6 citations
with Jing He
Matrix Completion With Covariate Information
published 2017 · Journal of the American Statistical Association · 27 citations
with Xiaojun Mao, Raymond K. W. Wong
Improving inflation prediction with the quantity theory
published 2016 · Economics Letters · 7 citations
Peter Hall’s contributions to the bootstrap
published 2016 · The Annals of Statistics · 8 citations
Testing super-diagonal structure in high dimensional covariance matrices
published 2016 · Journal of Econometrics · 7 citations
with Jing He
More powerful tests for sparse high-dimensional covariances matrices
published 2016 · Journal of Multivariate Analysis · 11 citations
with Liuhua Peng, Wen Zhou
Tests for High Dimensional Generalized Linear Models
published 2016 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 55 citations
with Bin Guo
Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices
published 2015 · Journal of Business and Economic Statistics · 2 citations
Functional coefficient moving average model with application to forecasting Chinese CPI
published 2015 · Statistica Sinica · 6 citations · first circulated 2014
High dimensional generalized empirical likelihood for moment restrictions with dependent data
published 2014 · Journal of Econometrics · 64 citations · first circulated 2013
Bandwidth Selection for High-Dimensional Covariance Matrix Estimation
published 2014 · Journal of the American Statistical Association · 14 citations
with Yumou Qiu
Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
published 2013 · The Annals of Statistics · 60 citations
with Ping-Shou Zhong, Minya Xu
On implied volatility for options—Some reasons to smile and more to correct
published 2013 · Journal of Econometrics · 22 citations
with Zheng Xu
Parameter estimation and model testing for Markov processes via conditional characteristic functions
published 2013 · Bernoulli · 11 citations
On smoothing estimation for seasonal time series with long cycles
published 2013 · Statistics and Its Interface · 1 citations
with Zheng Xu
Estimation in semiparametric models with missing data
published 2012 · Annals of the Institute of Statistical Mathematics · 10 citations
Mann–Whitney Test with Adjustments to Pretreatment Variables for Missing Values and Observational Study
published 2012 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2 citations
with Jing Qin
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
published 2012 · The Annals of Statistics · 68 citations
with Yumou Qiu
Two sample tests for high-dimensional covariance matrices
published 2012 · The Annals of Statistics · 226 citations
with Jun Li
On the approximate maximum likelihood estimation for diffusion processes
published 2011 · The Annals of Statistics · 43 citations
Properties of Census Dual System Population Size Estimators
published 2011 · International Statistical Review · 5 citations
SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION
published 2011 · Econometric Theory · 11 citations · first circulated 2010
Tests for High-Dimensional Regression Coefficients With Factorial Designs
published 2011 · Journal of the American Statistical Association · 138 citations
with Ping-Shou Zhong
Nonparametric regression with discrete covariate and missing values
published 2011 · Statistics and Its Interface · 6 citations
ANOVA for longitudinal data with missing values
published 2010 · The Annals of Statistics · 63 citations
with Ping-Shou Zhong
Tests for High-Dimensional Covariance Matrices
published 2010 · Journal of the American Statistical Association · 348 citations
with Lixin Zhang, Ping-Shou Zhong, Bin Guo, Yumou Qiu
Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for the U.S. Census
published 2010 · Journal of the American Statistical Association · 15 citations
A two-sample test for high-dimensional data with applications to gene-set testing
published 2010 · The Annals of Statistics · 593 citations
with Yingli Qin
Nonparametric estimation for a class of Lévy processes
published 2010 · Journal of Econometrics · 24 citations
with Aurore Delaigle, Peter Hall
Asymptotic Quasi-Likelihood Based on Kernel Smoothing for Multivariate Heteroschedastic Models with Correlation
published 2010 · American Journal of Mathematical and Management Sciences · 5 citations
with Raed Alzghool, Yan-Xia Lin
Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes
published 2009 · Journal of the American Statistical Association · 16 citations
A review on empirical likelihood methods for regression
published 2009 · Test · 162 citations
Rejoinder on: A review on empirical likelihood methods for regression
published 2009 · Test · 5 citations
Effects of data dimension on empirical likelihood
published 2009 · Biometrika · 97 citations
with Liang Peng, Yuliang Qin
Parameter estimation and bias correction for diffusion processes
published 2008 · Journal of Econometrics · 157 citations
Improving Semiparametric Estimation by Using Surrogate Data
published 2008 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 36 citations
with Denis H. Y. Leung, Jing Qin
Combining quantitative trait loci analyses and microarray data: An empirical likelihood approach
published 2008 · Computational Statistics & Data Analysis · 3 citations
with Dong Wang
A test for model specification of diffusion processes
published 2008 · The Annals of Statistics · 83 citations · first circulated 2007
Nonparametric Estimation of Expected Shortfall
published 2007 · Journal of Financial Econometrics · 160 citations
Nonparametric estimation of copula functions for dependence modelling
published 2007 · Canadian Journal of Statistics · 165 citations
with Tzee-Ming Huang
An adaptive empirical likelihood test for parametric time series regression models
published 2007 · Journal of Econometrics · 71 citations
On the second-order properties of empirical likelihood with moment restrictions
published 2006 · Journal of Econometrics · 82 citations
with Hengjian Cui
On Bartlett correction of empirical likelihood in the presence of nuisance parameters
published 2006 · Biometrika · 96 citations
with Hengjian Cui
Nonparametric Inference of Value-at-Risk for Dependent Financial Returns
published 2005 · Journal of Financial Econometrics · 146 citations
Information Recovery in a Study With Surrogate Endpoints
published 2003 · Journal of the American Statistical Association · 36 citations
with Denis H. Y. Leung, Jing Qin
Coverage Accuracy of Confidence Intervals in Nonparametric Regression
published 2003 · Acta Mathematicae Applicatae Sinica English Series · 4 citations
with Yongsong Qin
Empirical likelihood-based confidence intervals for data with possible zero observations
published 2003 · Statistics & Probability Letters · 18 citations
with Jing Qin
An Empirical Likelihood Goodness-of-Fit Test for Time Series
published 2003 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 113 citations · first circulated 2000
Empirical likelihood confidence region for parameter in the errors-in-variables models
published 2003 · Journal of Multivariate Analysis · 66 citations
with Hengjian Cui
Local Linear Smoothers Using Asymmetric Kernels
published 2002 · Annals of the Institute of Statistical Mathematics · 32 citations
Sequential Estimation in Line Transect Surveys
published 2002 · Biometrics · 5 citations
with Paul Yip, Yong Zhou
Confidence Intervals Based on Local Linear Smoother
published 2002 · Scandinavian Journal of Statistics · 18 citations
with Yong Song Qin
Measurement Errors in Line Transect Surveys Where Detectability Varies with Distance and Size
published 2001 · Biometrics · 35 citations
with Ann Cowling
Empirical likelihood confidence intervals for local linear smoothers
published 2000 · Biometrika · 77 citations
Probability Density Function Estimation Using Gamma Kernels
published 2000 · Annals of the Institute of Statistical Mathematics · 371 citations
A nonparametric approach to the analysis of two-stage mark-recapture experiments
published 2000 · Biometrika · 24 citations
A Condition for Designing Bus‐Route Type Access Site Surveys to Estimate Recreational Fishing Effort
published 1999 · Biometrics · 6 citations
with Jodie L. Woolcock
Estimation in Independent Observer Line Transect Surveys for Clustered Populations
published 1999 · Biometrics · 15 citations
Beta kernel estimators for density functions
published 1999 · Computational Statistics & Data Analysis · 373 citations
Beta‐Bernstein Smoothing for Regression Curves with Compact Support
published 1999 · Scandinavian Journal of Statistics · 81 citations
with B. M. Brown
Combined and Least Squares Empirical Likelihood
published 1998 · Annals of the Institute of Statistical Mathematics · 28 citations
with B. M. Brown
Measurement Errors in Line Transect Surveys
published 1998 · Biometrics · 44 citations
EMPIRICAL LIKELIHOOD‐BASED KERNEL DENSITY ESTIMATION
published 1997 · Australian Journal of Statistics · 30 citations
Studying School Size Effects in Line Transect Sampling Using the Kernel Method
published 1996 · Biometrics · 26 citations
Empirical likelihood confidence intervals for nonparametric density estimation
published 1996 · Biometrika · 104 citations
Comparing Empirical Likelihood and Bootstrap Hypothesis Tests
published 1994 · Journal of Multivariate Analysis · 19 citations
Empirical Likelihood Confidence Intervals for Linear Regression Coefficients
published 1994 · Journal of Multivariate Analysis · 118 citations
On the calculation of standard error for quotation in confidence statements
published 1994 · Statistics & Probability Letters · 3 citations
with Peter Hall
Smoothed Empirical Likelihood Confidence Intervals for Quantiles
published 1993 · The Annals of Statistics · 218 citations
with Peter Hall
On the accuracy of empirical likelihood confidence regions for linear regression model
published 1993 · Annals of the Institute of Statistical Mathematics · 111 citations
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