596 citations · 1.3k across the 18 of their papers we have counts for
4 papers · 1 filter
ANOVA for longitudinal data with missing values
Song Xi Chen, Ping-Shou Zhong
We carry out ANOVA comparisons of multiple treatments for longitudinal studies with missing values. The treatment effects are modeled semiparametrically via a partially linear regr…
Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
Yumou Qiu, Song Xi Chen
Motivated by the latest effort to employ banded matrices to estimate a high-dimensional covariance , we propose a test for being banded with possible diverging bandwidth. Th…
Two sample tests for high-dimensional covariance matrices
Jun Li, Song Xi Chen
We propose two tests for the equality of covariance matrices between two high-dimensional populations. One test is on the whole variance--covariance matrices, and the other is on o…
On the approximate maximum likelihood estimation for diffusion processes
Jinyuan Chang, Song Xi Chen
The transition density of a diffusion process does not admit an explicit expression in general, which prevents the full maximum likelihood estimation (MLE) based on discretely obse…