4. Variable Selection for Dual System Census.
US Census Bureau $65,000 from Jan 2010-Dec 2011.
以前研究项目:
1. Empirical Likelihood and Computation, Australian Research Council Large Grant, 1994-1996; $10,000, jointly with B. M. Brown
2. Non-parametric Curve Estimation, Australian Research Council International Exchange grant, 1998-1999, $13,000.
3. Applications of Empirical Likelihood in Semi- and Non-parametric Statistical Inference, National University of Singapore Academic Research Grant, Nov 2002-Nov 2003, $46,306.
4. Computer-Intensive Statistical Methods for Testing Specifications of Financial Market Models, National University of Singapore Academic Research Grant, 17-Dec. 2001 - 31-Dec. 2004, $88,300.
5. A Nonparametric Approach to Population Size Estimation for Multiple Systems Capture-Recapture surveys, National Science Foundation: SES-0518904, 09.2005 - 08. 2009, $280,416,
Co-PIs: S. Nusser and J. Opsomer.
6. A Supplement to NSF SES 0650938 : A Nonparametric Approach to Population Size Estimation for Multiple System Capture-Recapture Surveys
US Census Bureau via NSF $19,080.00
研究成果
发表论文：
[60] P-S Zhong and S. X. Chen (2010). Tests for High Dimensional Regression Coefficients with Factorial Designs. Journal of the American Statistical Association, to appear.
[59] Chen, S.X. and J. Gao (2010). Simultaneous Specification Test for the Mean and Variance Structures for Nonlinear Time Series Regression. Econometric Theory to appear.
[58] Chen, S. X. and P-S Zhong (2010) ANOVA for longitudinal data with missing values. The Annals of Statistics, to appear.
[57] Chen, S.X., Zhang, L-X. and P-S Zhong (2010). Testing high dimensional covariance matrices. Journal of the American Statistical Association to appear.
[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. 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.
[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, 65—81.
[48] Chen, S. X., L. Peng and Y-L, Qin (2009): Effects of Data Dimension on Empirical Likelihood, Biometrika, , 96, 711–722.
[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, 53, 1661–1673.
[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.
[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.
