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Author ID: chen.xiaohong.2 Recent zbMATH articles by "Chen, Xiaohong"
Published as: Chen, Xiaohong; Chen, XiaoHong
Homepage: https://economics.yale.edu/people/faculty/xiaohong-chen
External Links: MGP · Wikidata · Google Scholar · dblp · GND
all top 5

Co-Authors

1 single-authored
8 Fan, Yanqin
6 Pouzo, Demian
5 Hu, Yingyao
4 Liao, Zhipeng
4 Linton, Oliver Bruce
4 Yi, Yanping
3 Ai, Chunrong
3 Carrasco, Marine
3 Christensen, Timothy M.
3 Hansen, Lars Peter
3 Lewbel, Arthur
3 White, Halbert Lynn jun.
3 Wu, Wei Biao
2 Carroll, Raymond James
2 Hong, Han
2 Tamer, Elie
2 Xiao, Zhijie
1 Ackerberg, Daniel A.
1 Aden, N. M.
1 Alian, A. R.
1 An, Qingxian
1 Blundell, Richard W.
1 Chan, Ngai Hang
1 Chang, Jinyuan
1 Chen, Jian
1 Chen, Songxi
1 Cheng, Guang
1 Chernozhukov, Victor
1 Curtright, Thomas L.
1 Gao, Fuchang
1 Ghanem, Roger G.
1 Haddad, M. J.
1 Hahn, Jinyong
1 Haile, S. R.
1 Hansen, Peter G.
1 Huan, Xun
1 Huang, Jianhua Z.
1 Huang, Yinxiao
1 Huang, Zhuo
1 Jacho-Chávez, David Tomás
1 Karaev, Sanjar
1 Khadka, D. B.
1 Koenker, Roger W.
1 Kristensen, Dennis
1 Lacaze, Guilhem
1 Lee, Sokbae
1 Lucanu, Dorel
1 Matveev, Ivan A.
1 Meguid, Shaker A.
1 Najm, Habib N.
1 Newey, Whitney Kent
1 Oefelein, Joseph C.
1 Peng, Liang
1 Ponomareva, Maria
1 Powell, James L.
1 Reiß, Markus
1 Roşu, Grigore
1 Safta, Cosmin
1 Santos, Andrés
1 Scheinkman, José Alexandre
1 Schneeberger, Stefan
1 Shao, Qi-Man
1 Shen, Xiaotong
1 Shi, Cailin
1 Shum, Matthew
1 Soize, Christian
1 Sun, Yixiao
1 Swanson, Norman Rasmus
1 Tao, Minjing
1 Tao, Xiangyang
1 Tarozzi, Alessandro
1 Toint, Philippe L.
1 Tsyrennikov, Viktor
1 Van Keilegom, Ingrid
1 Vane, Zachary P.
1 Wan, Qiang
1 Wang, Yazhen
1 Wu, Baoyindureng
1 Wu, Yongzhong
1 Xiong, Beibei
1 Xu, Lihu
1 Ying, Zhiliang
1 Yvonnet, Julien
1 Zhou, Lan
1 Zhou, Wenhui

Publications by Year

Citations contained in zbMATH Open

57 Publications have been cited 1,523 times in 972 Documents Cited by Year
Mixing and moment properties of various GARCH and stochastic volatility models. Zbl 1181.62125
Carrasco, Marine; Chen, Xiaohong
175
2002
Efficient estimation of models with conditional moment restrictions containing unknown functions. Zbl 1154.62323
Ai, Chunrong; Chen, Xiaohong
155
2003
Estimation of semiparametric models when the criterion function is not smooth. Zbl 1154.62325
Chen, Xiaohong; Linton, Oliver; Van Keilegom, Ingrid
130
2003
Semi-nonparametric IV estimation of shape-invariant Engel curves. Zbl 1133.91461
Blundell, Richard; Chen, Xiaohong; Kristensen, Dennis
91
2007
Estimation of copula-based semiparametric time series models. Zbl 1337.62201
Chen, Xiaohong; Fan, Yanqin
85
2006
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification. Zbl 1418.62425
Chen, Xiaohong; Fan, Yanqin
81
2006
Sieve extremum estimates for weakly dependent data. Zbl 1055.62544
Chen, Xiaohong; Shen, Xiaotong
78
1998
Efficient estimation of semiparametric multivariate copula models. Zbl 1120.62312
Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor
62
2006
Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals. Zbl 1274.62232
Chen, Xiaohong; Pouzo, Demian
56
2012
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. Zbl 1431.62111
Chen, Xiaohong; Pouzo, Demian
44
2009
Semiparametric efficiency in GMM models with auxiliary data. Zbl 1133.62023
Chen, Xiaohong; Hong, Han; Tarozzi, Alessandro
39
2008
Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection. Zbl 1077.62032
Chen, Xiaohong; Fan, Yanqin
37
2005
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series. Zbl 1041.62506
Chen, Xiaohong; Fan, Yanqin
35
1999
On rate optimality for ill-posed inverse problems in econometrics. Zbl 1218.62028
Chen, Xiaohong; Reiss, Markus
35
2011
Nonlinearity and temporal dependence. Zbl 1431.62600
Chen, Xiaohong; Hansen, Lars Peter; Carrasco, Marine
27
2010
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions. Zbl 1337.62101
Chen, Xiaohong; Christensen, Timothy M.
26
2015
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables. Zbl 1418.62405
Ai, Chunrong; Chen, Xiaohong
26
2007
Efficient estimation of copula-based semiparametric Markov models. Zbl 1191.62140
Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping
23
2009
Sieve Wald and QLR inferences on semi/nonparametric conditional moment models. Zbl 1410.62046
Chen, Xiaohong; Pouzo, Demian
20
2015
High dimensional generalized empirical likelihood for moment restrictions with dependent data. Zbl 1331.62188
Chang, Jinyuan; Chen, Song Xi; Chen, Xiaohong
18
2015
Improved rates and asymptotic normality for nonparametric neural network estimators. Zbl 1098.92502
Chen, Xiaohong; White, Halbert
17
1999
Copula-based nonlinear quantile autoregression. Zbl 1182.62175
Chen, Xiaohong; Koenker, Roger; Xiao, Zhijie
17
2009
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. Zbl 1189.62110
Carroll, Raymond J.; Chen, Xiaohong; Hu, Yingyao
17
2010
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models. Zbl 1418.62426
Chen, Xiaohong; Hong, Han; Shum, Matthew
15
2007
Statistical inference for multivariate residual copula of GARCH models. Zbl 1153.62068
Chan, Ngai-Hang; Chen, Jian; Chen, Xiaohong; Fan, Yanqin; Peng, Liang
15
2009
Fast convergence rates in estimating large volatility matrices using high-frequency financial data. Zbl 1283.91144
Tao, Minjing; Wang, Yazhen; Chen, Xiaohong
14
2013
Nonlinear principal components and long-run implications of multivariate diffusions. Zbl 1191.62107
Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, José
14
2009
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression. Zbl 1398.62088
Chen, Xiaohong; Christensen, Timothy M.
13
2018
Sieve inference on possibly misspecified semi-nonparametric time series models. Zbl 1293.62182
Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao
12
2014
Local identification of nonparametric and semiparametric models. Zbl 1410.62198
Chen, Xiaohong; Chernozhukov, Victor; Lee, Sokbae; Newey, Whitney K.
12
2014
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions. Zbl 1443.62418
Ai, Chunrong; Chen, Xiaohong
11
2012
Sieve \(M\) inference on irregular parameters. Zbl 1311.62043
Chen, Xiaohong; Liao, Zhipeng
9
2014
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments. Zbl 1255.62111
Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur
9
2008
Self-normalized Cramér-type moderate deviations under dependence. Zbl 1359.62060
Chen, Xiaohong; Shao, Qi-Man; Wu, Wei Biao; Xu, Lihu
9
2016
Recursive nonparametric estimation for time series. Zbl 1364.94236
Huang, Yinxiao; Chen, Xiaohong; Wu, Wei Biao
9
2014
Nonparametric adaptive learning with feedback. Zbl 0910.90002
Chen, Xiaohong; White, Halbert
8
1998
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information. Zbl 1166.62019
Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur
8
2009
Monte Carlo confidence sets for identified sets. Zbl 1416.62660
Chen, Xiaohong; Christensen, Timothy M.; Tamer, Elie
8
2018
Estimation and model selection of semiparametric multivariate survival functions under general censorship. Zbl 1431.62110
Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang
7
2010
A note on the closed-form identification of regression models with a mismeasured binary regressor. Zbl 1152.62333
Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur
7
2008
Likelihood inference in some finite mixture models. Zbl 1311.62028
Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie
6
2014
Averaging of an increasing number of moment condition estimators. Zbl 1441.62643
Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver
5
2016
\(\beta\)-mixing and moment properties of RCA models with application to GARCH\((p,q)\). Zbl 0952.62079
Carrasco, Marine; Chen, Xiaohong
5
2000
Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space. Zbl 1178.62089
Chen, Xiaohong; White, Halbert
5
2002
Overidentification in regular models. Zbl 1408.62034
Chen, Xiaohong; Santos, Andres
4
2018
Sieve semiparametric two-step GMM under weak dependence. Zbl 1337.62249
Chen, Xiaohong; Liao, Zhipeng
3
2015
A model selection test for bivariate failure-time data. Zbl 1237.62137
Chen, Xiaohong; Fan, Yanqin
3
2007
A 3-parameter Gompertz distribution for survival data with competing risks, with an application to breast cancer data. Zbl 07281614
Haile, S. R.; Jeong, J.-H.; Chen, X.; Cheng, Y.
3
2016
Semiparametric identification of the bid-ask spread in extended Roll models. Zbl 1388.62361
Chen, Xiaohong; Linton, Oliver; Yi, Yanping
3
2017
Asymptotic efficiency of semiparametric two-step GMM. Zbl 1409.62246
Ackerberg, Daniel; Chen, Xiaohong; Hahn, Jinyong; Liao, Zhipeng
3
2014
Efficient estimation of semiparametric copula models for bivariate survival data. Zbl 1278.62159
Cheng, Guang; Zhou, Lan; Chen, Xiaohong; Huang, Jianhua Z.
2
2014
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models. Zbl 1471.62458
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping
2
2021
Entropy-based closure for probabilistic learning on manifolds. Zbl 1459.62239
Soize, C.; Ghanem, R.; Safta, C.; Huan, X.; Vane, Z. P.; Oefelein, J.; Lacaze, G.; Najm, H. N.; Tang, Q.; Chen, X.
1
2019
Rejoinder: Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. Zbl 1334.62097
Carroll, Raymond J.; Chen, Xiaohong; Hu, Yingyao
1
2010
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions. Zbl 1456.62051
Chen, Xiaohong; Pouzo, Demian; Powell, James L.
1
2019
Topology optimization of flexoelectric composites using computational homogenization. Zbl 07414346
Chen, X.; Yvonnet, J.; Yao, S.; Park, H. S.
1
2021
Economic design of an integrated adaptive synthetic chart and maintenance management system. Zbl 07416401
Wan, Qiang; Wu, Yongzhong; Zhou, Wenhui; Chen, Xiaohong
1
2018
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models. Zbl 1471.62458
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping
2
2021
Topology optimization of flexoelectric composites using computational homogenization. Zbl 07414346
Chen, X.; Yvonnet, J.; Yao, S.; Park, H. S.
1
2021
Entropy-based closure for probabilistic learning on manifolds. Zbl 1459.62239
Soize, C.; Ghanem, R.; Safta, C.; Huan, X.; Vane, Z. P.; Oefelein, J.; Lacaze, G.; Najm, H. N.; Tang, Q.; Chen, X.
1
2019
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions. Zbl 1456.62051
Chen, Xiaohong; Pouzo, Demian; Powell, James L.
1
2019
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression. Zbl 1398.62088
Chen, Xiaohong; Christensen, Timothy M.
13
2018
Monte Carlo confidence sets for identified sets. Zbl 1416.62660
Chen, Xiaohong; Christensen, Timothy M.; Tamer, Elie
8
2018
Overidentification in regular models. Zbl 1408.62034
Chen, Xiaohong; Santos, Andres
4
2018
Economic design of an integrated adaptive synthetic chart and maintenance management system. Zbl 07416401
Wan, Qiang; Wu, Yongzhong; Zhou, Wenhui; Chen, Xiaohong
1
2018
Semiparametric identification of the bid-ask spread in extended Roll models. Zbl 1388.62361
Chen, Xiaohong; Linton, Oliver; Yi, Yanping
3
2017
Self-normalized Cramér-type moderate deviations under dependence. Zbl 1359.62060
Chen, Xiaohong; Shao, Qi-Man; Wu, Wei Biao; Xu, Lihu
9
2016
Averaging of an increasing number of moment condition estimators. Zbl 1441.62643
Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver
5
2016
A 3-parameter Gompertz distribution for survival data with competing risks, with an application to breast cancer data. Zbl 07281614
Haile, S. R.; Jeong, J.-H.; Chen, X.; Cheng, Y.
3
2016
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions. Zbl 1337.62101
Chen, Xiaohong; Christensen, Timothy M.
26
2015
Sieve Wald and QLR inferences on semi/nonparametric conditional moment models. Zbl 1410.62046
Chen, Xiaohong; Pouzo, Demian
20
2015
High dimensional generalized empirical likelihood for moment restrictions with dependent data. Zbl 1331.62188
Chang, Jinyuan; Chen, Song Xi; Chen, Xiaohong
18
2015
Sieve semiparametric two-step GMM under weak dependence. Zbl 1337.62249
Chen, Xiaohong; Liao, Zhipeng
3
2015
Sieve inference on possibly misspecified semi-nonparametric time series models. Zbl 1293.62182
Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao
12
2014
Local identification of nonparametric and semiparametric models. Zbl 1410.62198
Chen, Xiaohong; Chernozhukov, Victor; Lee, Sokbae; Newey, Whitney K.
12
2014
Sieve \(M\) inference on irregular parameters. Zbl 1311.62043
Chen, Xiaohong; Liao, Zhipeng
9
2014
Recursive nonparametric estimation for time series. Zbl 1364.94236
Huang, Yinxiao; Chen, Xiaohong; Wu, Wei Biao
9
2014
Likelihood inference in some finite mixture models. Zbl 1311.62028
Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie
6
2014
Asymptotic efficiency of semiparametric two-step GMM. Zbl 1409.62246
Ackerberg, Daniel; Chen, Xiaohong; Hahn, Jinyong; Liao, Zhipeng
3
2014
Efficient estimation of semiparametric copula models for bivariate survival data. Zbl 1278.62159
Cheng, Guang; Zhou, Lan; Chen, Xiaohong; Huang, Jianhua Z.
2
2014
Fast convergence rates in estimating large volatility matrices using high-frequency financial data. Zbl 1283.91144
Tao, Minjing; Wang, Yazhen; Chen, Xiaohong
14
2013
Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals. Zbl 1274.62232
Chen, Xiaohong; Pouzo, Demian
56
2012
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions. Zbl 1443.62418
Ai, Chunrong; Chen, Xiaohong
11
2012
On rate optimality for ill-posed inverse problems in econometrics. Zbl 1218.62028
Chen, Xiaohong; Reiss, Markus
35
2011
Nonlinearity and temporal dependence. Zbl 1431.62600
Chen, Xiaohong; Hansen, Lars Peter; Carrasco, Marine
27
2010
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. Zbl 1189.62110
Carroll, Raymond J.; Chen, Xiaohong; Hu, Yingyao
17
2010
Estimation and model selection of semiparametric multivariate survival functions under general censorship. Zbl 1431.62110
Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang
7
2010
Rejoinder: Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. Zbl 1334.62097
Carroll, Raymond J.; Chen, Xiaohong; Hu, Yingyao
1
2010
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. Zbl 1431.62111
Chen, Xiaohong; Pouzo, Demian
44
2009
Efficient estimation of copula-based semiparametric Markov models. Zbl 1191.62140
Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping
23
2009
Copula-based nonlinear quantile autoregression. Zbl 1182.62175
Chen, Xiaohong; Koenker, Roger; Xiao, Zhijie
17
2009
Statistical inference for multivariate residual copula of GARCH models. Zbl 1153.62068
Chan, Ngai-Hang; Chen, Jian; Chen, Xiaohong; Fan, Yanqin; Peng, Liang
15
2009
Nonlinear principal components and long-run implications of multivariate diffusions. Zbl 1191.62107
Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, José
14
2009
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information. Zbl 1166.62019
Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur
8
2009
Semiparametric efficiency in GMM models with auxiliary data. Zbl 1133.62023
Chen, Xiaohong; Hong, Han; Tarozzi, Alessandro
39
2008
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments. Zbl 1255.62111
Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur
9
2008
A note on the closed-form identification of regression models with a mismeasured binary regressor. Zbl 1152.62333
Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur
7
2008
Semi-nonparametric IV estimation of shape-invariant Engel curves. Zbl 1133.91461
Blundell, Richard; Chen, Xiaohong; Kristensen, Dennis
91
2007
Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables. Zbl 1418.62405
Ai, Chunrong; Chen, Xiaohong
26
2007
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models. Zbl 1418.62426
Chen, Xiaohong; Hong, Han; Shum, Matthew
15
2007
A model selection test for bivariate failure-time data. Zbl 1237.62137
Chen, Xiaohong; Fan, Yanqin
3
2007
Estimation of copula-based semiparametric time series models. Zbl 1337.62201
Chen, Xiaohong; Fan, Yanqin
85
2006
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification. Zbl 1418.62425
Chen, Xiaohong; Fan, Yanqin
81
2006
Efficient estimation of semiparametric multivariate copula models. Zbl 1120.62312
Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor
62
2006
Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection. Zbl 1077.62032
Chen, Xiaohong; Fan, Yanqin
37
2005
Efficient estimation of models with conditional moment restrictions containing unknown functions. Zbl 1154.62323
Ai, Chunrong; Chen, Xiaohong
155
2003
Estimation of semiparametric models when the criterion function is not smooth. Zbl 1154.62325
Chen, Xiaohong; Linton, Oliver; Van Keilegom, Ingrid
130
2003
Mixing and moment properties of various GARCH and stochastic volatility models. Zbl 1181.62125
Carrasco, Marine; Chen, Xiaohong
175
2002
Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space. Zbl 1178.62089
Chen, Xiaohong; White, Halbert
5
2002
\(\beta\)-mixing and moment properties of RCA models with application to GARCH\((p,q)\). Zbl 0952.62079
Carrasco, Marine; Chen, Xiaohong
5
2000
Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series. Zbl 1041.62506
Chen, Xiaohong; Fan, Yanqin
35
1999
Improved rates and asymptotic normality for nonparametric neural network estimators. Zbl 1098.92502
Chen, Xiaohong; White, Halbert
17
1999
Sieve extremum estimates for weakly dependent data. Zbl 1055.62544
Chen, Xiaohong; Shen, Xiaotong
78
1998
Nonparametric adaptive learning with feedback. Zbl 0910.90002
Chen, Xiaohong; White, Halbert
8
1998
all top 5

Cited by 1,292 Authors

34 Chen, Xiaohong
27 Linton, Oliver Bruce
20 Van Keilegom, Ingrid
17 Hu, Yingyao
13 Escanciano, Juan Carlos
13 Lee, Sangyeol
13 Lewbel, Arthur
12 Florens, Jean-Pierre
12 Li, Qi
11 Fan, Yanqin
11 Horváth, Lajos
10 Hill, Jonathan B.
10 Kristensen, Dennis
10 Sun, Jianguo
9 Ai, Chunrong
9 Aue, Alexander
9 Hu, Tao
9 White, Halbert Lynn jun.
8 Bouezmarni, Taoufik
8 Breunig, Christoph
8 Chesneau, Christophe
8 Czado, Claudia
8 Hoderlein, Stefan G. N.
8 Lee, Sokbae
8 Liao, Zhipeng
8 Mammen, Enno
8 Otsu, Taisuke
7 Gao, Jiti
7 Peng, Liang
7 Simoni, Anna
7 Su, Liangjun
6 Bravo, Francesco
6 Cai, Zongwu
6 Gagliardini, Patrick
6 Jacho-Chávez, David Tomás
6 Kim, Donggyu
6 Kim, Kyoo il
6 Okhrin, Ostap
6 Patilea, Valentin
6 Quessy, Jean-François
6 Shiu, Ji-Liang
6 Song, Kyungchul
6 Wied, Dominik
5 Bücher, Axel
5 Carroll, Raymond James
5 Chang, Jinyuan
5 Chen, Songxi
5 Dong, Chaohua
5 Galvao, Antonio F. jun.
5 Hong, Han
5 Johannes, Jan
5 Lee, Oesook
5 Medeiros, Marcelo C.
5 Min, Aleksey
5 Na, Okyoung
5 Phillips, Peter Charles Bonest
5 Rémillard, Bruno N.
5 Renault, Eric
5 Rothe, Christoph
5 Shao, Qi-Man
5 Shum, Matthew
5 Wu, Wei Biao
5 Zhang, Yuanqing
4 Beare, Brendan K.
4 Cheng, Guang
4 Coppejans, Mark
4 El Ghouch, Anouar
4 Fermanian, Jean-David
4 Fernandes, Marcelo
4 Frazier, David T.
4 Genest, Christian
4 Gospodinov, Nikolay
4 Hafner, Christian Matthias
4 Horowitz, Joel L.
4 Kojadinovic, Ivan
4 Kokoszka, Piotr S.
4 Lee, Jiyeon
4 Pouzo, Demian
4 Rodríguez-Póo, Juan Manuel
4 Rombouts, Jeroen V. K.
4 Schennach, Susanne M.
4 Song, Suyong
4 Sperlich, Stefan
4 Sun, Yixiao
4 Tang, Niansheng
4 Van Bellegem, Sébastien
4 Whang, Yoon-Jae
4 Xiao, Zhijie
4 Yao, Qiwei
4 Yi, Yanping
4 Zähle, Henryk
4 Zhao, Puying
4 Zhao, Shishun
4 Zhou, Yong
3 Abegaz, Fentaw
3 Aït-Sahalia, Yacine
3 Beutner, Eric
3 Bouzebda, Salim
3 Carrasco, Marine
3 Cattaneo, Matias D.
...and 1,192 more Authors
all top 5

Cited in 113 Serials

292 Journal of Econometrics
98 Econometric Theory
41 The Annals of Statistics
39 Journal of Multivariate Analysis
39 Econometric Reviews
33 Computational Statistics and Data Analysis
22 Journal of Nonparametric Statistics
21 Economics Letters
20 Bernoulli
20 Electronic Journal of Statistics
17 Statistics & Probability Letters
16 Journal of Statistical Planning and Inference
15 Communications in Statistics. Theory and Methods
14 Insurance Mathematics & Economics
14 Journal of Time Series Analysis
14 Communications in Statistics. Simulation and Computation
12 Journal of the American Statistical Association
9 Journal of the Korean Statistical Society
8 Scandinavian Journal of Statistics
8 Journal of Applied Statistics
7 Journal of Statistical Computation and Simulation
7 Stochastic Processes and their Applications
7 Lifetime Data Analysis
7 Quantitative Finance
7 Journal of Econometric Methods
6 The Canadian Journal of Statistics
6 Metrika
6 European Journal of Operational Research
6 Test
6 Statistical Papers
6 Statistica Sinica
6 The Econometrics Journal
6 Dependence Modeling
5 Annals of the Institute of Statistical Mathematics
5 Journal of Economic Dynamics & Control
5 Science China. Mathematics
4 Computational Statistics
4 Mathematical Methods of Statistics
4 Statistical Inference for Stochastic Processes
3 Biometrics
3 Acta Mathematicae Applicatae Sinica. English Series
3 Statistics
3 Extremes
3 Methodology and Computing in Applied Probability
3 Journal of Statistical Theory and Practice
3 AStA. Advances in Statistical Analysis
3 Sankhyā. Series A
3 Quantitative Economics
2 Biometrical Journal
2 Journal of Computational and Applied Mathematics
2 Journal of Economic Theory
2 Journal of Mathematical Economics
2 Mathematical and Computer Modelling
2 Journal of Inequalities and Applications
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 International Journal of Theoretical and Applied Finance
2 Statistical Modelling
2 Mathematical Biosciences and Engineering
2 Statistical Methodology
2 Journal of Probability and Statistics
2 Random Matrices: Theory and Applications
2 SIAM/ASA Journal on Uncertainty Quantification
2 Japanese Journal of Statistics and Data Science
1 Advances in Applied Probability
1 Inverse Problems
1 Journal of Computational Physics
1 Journal of Mathematical Analysis and Applications
1 Automatica
1 International Journal of Mathematics and Mathematical Sciences
1 International Economic Review
1 Journal of Applied Probability
1 Journal of Optimization Theory and Applications
1 Kybernetika
1 Metron
1 Monatshefte für Mathematik
1 Statistica Neerlandica
1 Operations Research Letters
1 Journal of Computational Mathematics
1 Probability Theory and Related Fields
1 Journal of Theoretical Probability
1 Science in China. Series A
1 Neural Networks
1 Machine Learning
1 Neural Computation
1 The Annals of Applied Probability
1 Games and Economic Behavior
1 Pattern Recognition
1 SIAM Journal on Optimization
1 Computational Optimization and Applications
1 Applied Mathematics. Series B (English Edition)
1 Applied and Computational Harmonic Analysis
1 Monte Carlo Methods and Applications
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Australian & New Zealand Journal of Statistics
1 Far East Journal of Applied Mathematics
1 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics
1 Acta Mathematica Sinica. English Series
1 Scandinavian Actuarial Journal
1 Journal of Systems Science and Complexity
1 Journal of Machine Learning Research (JMLR)
...and 13 more Serials

Citations by Year

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