209 citations · 673 across the 20 of their papers we have counts for
Showing 2014 · math.STShow all
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math.ST2014★ 143 cited
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators Under Weak Dependence and Weak Conditions
Xiaohong Chen, Timothy Christensen
We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal uniform (i.e. sup-norm) convergence rate of…
math.ST2014★ 1 cited
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models
Xiaohong Chen, Demian Pouzo
This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, which include all of the (nonline…
math.ST2014★ 3 cited
Self-normalized Cramér Type Moderate Deviations under Dependence
Xiaohong Chen, Qi-Man Shao, Wei Biao Wu
We establish a Cramér-type moderate deviation result for self-normalized sums of weakly dependent random variables, where the moment requirement is much weaker than the non-self-no…