陈松蹊 |
|||||||
| 教师照片 | |||||||
| 教师名称 | 陈松蹊 | ||||||
| 工作单位1（学校） | 北京大学 | ||||||
| 工作单位2（院系） | 光华管理学院商务统计与经济计量系 | ||||||
| 陈松蹊 主要研究领域 | 金融计量学；经济计量学；风险度量；统计学在人口普查中的应用 | ||||||
| 职称 | 教授 | ||||||
| 职务 | |||||||
| 陈松蹊 简介 |
1993年获得 Australian National University统计学博士. Victoria University of Wellington统计与运筹学硕士. 北京师范大学数理统计硕士. 北京师范大学数学专业学士. |
||||||
| 陈松蹊 代表性学术成果 |
[56] Chen, S. X., Delaigle, A. and Hall, P. (2010) Nonparametric estimation for levy-type processes, Journal of Econometrics, to appear. [55] 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, to appear. [54] Chen, S. X. , C. Y. Tang and V. T. Mule, jr. (2009) Local post-stratification and diagnostics in Dual System Accuracy and Coverage Evaluation for US Census, Journal of the American Statistical Association, Application and Case Study Section. To appear [53] 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, to appear. [52] Chen, S. X. and Y-L Qin (2009) A Two Sample Test for Ultra High Dimensional Data with Applications to Gene Sets Testing. the Annals of Statistics to appear. [51] Chen, S. X. and I. Van Keilegom (2009) Empirical Likelihood Test for a Class of Regression Models, Bernoulli, 15, 955-976. [50] Chen, S. X. and I. Van Keilegom (2009) A review on empirical likelihood for regressions (with discussions), Test, to appear. [49] Chen, S. X., L. Peng and Y-L, Qin (2009) Effects of Dimensionality on empirical likelihood, Biometrika, , 96, 711–722. [48] C. Yong Tang and Chen, S. X. (2009), Parameter estimation and bias correction of diffusion processes, Journal of Econometrics, 149, 65—81. [47] Wang, D. and S.X. Chen (2009): Empirical Likelihood for Estimating Equation with Missing Values the Annals of Statistics, 37, 490–517. [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, to appear. [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" full report, 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. [31] Chen, S. X. and Hall, P. (2003). EFFECTS OF BAGGING AND BIAS CORRECTION ON ESTIMATORS DEFINED BY ESTIMATING EQUATIONS, Statistica Sinica, 13, 97-109. [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. Statist. 21, 1166-1181. [2] Chen, S.X. (1993). On the coverage accuracy of empirical likelihood confidence regions for linear regression model. Ann. Inst. Statist. Math. 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. |
||||||
| 论坛币 | 1 个 | ||||||
| 上传时间 | 2010-6-25 15:17 | ||||||
此条信息还没有任何评论，现在就编写第一条评论 |
|||||||
京ICP备16021002-2号 京B2-20170662号
京公网安备 11010802022788号
论坛法律顾问：王进律师
知识产权保护声明
免责及隐私声明
