596 citations · 1.3k across the 18 of their papers we have counts for
13 papers · 1 filter
Weighted Distributed Estimation under Heterogeneity
Jia Gu, Songxi Chen
This paper considers distributed M-estimation under heterogeneous distributions among distributed data blocks. A weighted distributed estimator is proposed to improve the efficienc…
Concentration Inequalities for Statistical Inference
Huiming Zhang, Song Xi Chen
This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribu…
Distributed Statistical Inference for Massive Data
Song Xi Chen, Liuhua Peng
This paper considers distributed statistical inference for general symmetric statistics %that encompasses the U-statistics and the M-estimators in the context of massive data where…
Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
Ping-Shou Zhong, Song Xi Chen, Minya Xu
We consider two alternative tests to the Higher Criticism test of Donoho and Jin [Ann. Statist. 32 (2004) 962-994] for high-dimensional means under the sparsity of the nonzero mean…
High dimensional generalized empirical likelihood for moment restrictions with dependent data
Jinyuan Chang, Song Xi Chen, Xiaohong Chen
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly depend…
Parameter estimation and model testing for Markov processes via conditional characteristic functions
Song X. Chen, Liang Peng, Cindy L. Yu
Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic…