596 citations · 1.3k across the 18 of their papers we have counts for
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math.ST2013★ 59 cited
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…
math.ST2013★ 64 cited
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…
math.ST2013★ 11 cited
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…