83 citations · 98 across the 2 of their papers we have counts for
2 papers
math.ST2007★ 15 cited
Local partial likelihood estimation in proportional hazards regression
Songnian Chen, Lingzhi Zhou
Fan, Gijbels and King [Ann. Statist. 25 (1997) 1661--1690] considered the estimation of the risk function in the proportional hazards model. Their proposed estimator is base…
math.ST2007★ 83 cited
A test for model specification of diffusion processes
Song Xi Chen, Jiti Gao, Cheng Yong Tang
We propose a test for model specification of a parametric diffusion process based on a kernel estimation of the transitional density of the process. The empirical likelihood is use…