Citation Profile (Web of Science): H-Index 25, I-10 Index 43,   Average citations per article: 21.4

 [82] Zuo, T. and S. X. Chen (2016).  Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices. Journal of Business and Economics Statistics, to appear.

[81] Guo, B. and S.X.Chen (2016).   Tests for High Dimensional Generalized Linear Models. Journal of the Royal Statistical Society, Series B. 7810791102

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

[79] Chen, S.X. (2016)  Peter Hall's Contribution to the Bootstrap, The Annals of Statistics, 44, No. 5, 1821–1836. 

[78] 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.

[77] 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.

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

 [75] 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.

 [74] Liang, X., T, Zuo, 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.

[73] 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.

[72] 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.   R-code

[71]  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.  

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

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

[68] 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

[67] 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.

[66]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.

[65] Qiu, Y-M and Chen, S. X. (2012). Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation, The Annals of Statistics, 40, 1285-1314. R-code

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

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


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

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

[60] 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. R-code

[59] Chen, S.X. and J. Gao (201
1).  Simultaneous Specification Test for the Mean and Variance Structures for Nonlinear Time Series regression.  Econometric Theory, 27, 2011, 792843.

[58] 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.

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

[56] 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 .  R-code

[55] Chen, S. X.,  Delaigle, A. and Hall, P. (2010)  Nonparametric estimation for levy-type processes,   Journal of Econometrics157, 257-271.

[54] 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.  R-code

[53] 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.

[52] 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.

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

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

[49] C. Y. Tang and S. X. Chen (2009):  Parameter estimation and bias correction for diffusion processes.   Journal of Econometrics, 149,  6581.

[48] Chen, S. X., L. Peng and Y-L, Qin (2009):   Effects of Data Dimension on Empirical Likelihood,  Biometrika, , 96, 711722.

[47] Wang, D. and S.X. Chen (2009):   Empirical Likelihood for  Estimating Equation with  Missing Values.   The Annals of Statistics, 37, 490517.

[46] 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, 16611673.

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

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

[43] 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.

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

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

[40]  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.

[39] 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.

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

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

[36]  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.

[35] 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.

[34]  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.

[33] 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. 

[32] 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.


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

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

[28] 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.

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

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

[25] 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. 

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

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

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

[21] 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.

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

[19] 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.

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

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

[16] 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.

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

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

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

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

[11] Chen, S.X. (1997). Empirical likelihood for nonparametric density estimation. Aust. J. Statist. 39,47-56

[10] 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.

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

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

[7] 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.

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

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

[4] 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.

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

[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.