Edit Profile (opens in new tab) Chen, Xiaohong Compute Distance To: Compute Author ID: chen.xiaohong.2 Published as: Chen, Xiaohong; Chen, XiaoHong Homepage: https://economics.yale.edu/people/faculty/xiaohong-chen External Links: MGP · Wikidata · Google Scholar · dblp · GND Documents Indexed: 74 Publications since 1998 1 Contribution as Editor Co-Authors: 56 Co-Authors with 59 Joint Publications 2,001 Co-Co-Authors 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 all top 5 Serials 21 Journal of Econometrics 9 Econometrica 5 Econometric Theory 4 The Annals of Statistics 2 IEEE Transactions on Information Theory 2 Statistics & Probability Letters 2 Statistica Sinica 2 Journal of Nonparametric Statistics 1 International Journal of Modern Physics B 1 The Canadian Journal of Statistics 1 Computer Methods in Applied Mechanics and Engineering 1 European Journal of Physics 1 Journal of Computational Physics 1 Ukrainian Mathematical Journal 1 Journal of the American Statistical Association 1 Journal of Economic Theory 1 Journal of Multivariate Analysis 1 The Review of Economic Studies 1 Science in China. Series A 1 Economics Letters 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Proceedings of the National Academy of Sciences of the United States of America 1 Computational Statistics and Data Analysis 1 Mathematical Programming. Series A. Series B 1 Journal of Computer and Systems Sciences International 1 Engineering Analysis with Boundary Elements 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Studies in Nonlinear Dynamics and Econometrics 1 The Econometrics Journal 1 Discrete Dynamics in Nature and Society 1 Journal of Applied Statistics 1 Journal of Discrete Mathematical Sciences & Cryptography 1 European Journal of Mechanics. A. Solids 1 Quantitative Economics 1 Journal of Logical and Algebraic Methods in Programming all top 5 Fields 59 Statistics (62-XX) 9 Probability theory and stochastic processes (60-XX) 9 Numerical analysis (65-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Computer science (68-XX) 3 Mechanics of deformable solids (74-XX) 3 Operations research, mathematical programming (90-XX) 2 Functional analysis (46-XX) 2 Fluid mechanics (76-XX) 2 Optics, electromagnetic theory (78-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Partial differential equations (35-XX) 1 Operator theory (47-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications 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 1181.62125Carrasco, Marine; Chen, Xiaohong 175 2002 Efficient estimation of models with conditional moment restrictions containing unknown functions. Zbl 1154.62323Ai, Chunrong; Chen, Xiaohong 155 2003 Estimation of semiparametric models when the criterion function is not smooth. Zbl 1154.62325Chen, Xiaohong; Linton, Oliver; Van Keilegom, Ingrid 130 2003 Semi-nonparametric IV estimation of shape-invariant Engel curves. Zbl 1133.91461Blundell, Richard; Chen, Xiaohong; Kristensen, Dennis 91 2007 Estimation of copula-based semiparametric time series models. Zbl 1337.62201Chen, Xiaohong; Fan, Yanqin 85 2006 Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification. Zbl 1418.62425Chen, Xiaohong; Fan, Yanqin 81 2006 Sieve extremum estimates for weakly dependent data. Zbl 1055.62544Chen, Xiaohong; Shen, Xiaotong 78 1998 Efficient estimation of semiparametric multivariate copula models. Zbl 1120.62312Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor 62 2006 Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals. Zbl 1274.62232Chen, Xiaohong; Pouzo, Demian 56 2012 Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. Zbl 1431.62111Chen, Xiaohong; Pouzo, Demian 44 2009 Semiparametric efficiency in GMM models with auxiliary data. Zbl 1133.62023Chen, Xiaohong; Hong, Han; Tarozzi, Alessandro 39 2008 Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection. Zbl 1077.62032Chen, Xiaohong; Fan, Yanqin 37 2005 Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series. Zbl 1041.62506Chen, Xiaohong; Fan, Yanqin 35 1999 On rate optimality for ill-posed inverse problems in econometrics. Zbl 1218.62028Chen, Xiaohong; Reiss, Markus 35 2011 Nonlinearity and temporal dependence. Zbl 1431.62600Chen, 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 1337.62101Chen, Xiaohong; Christensen, Timothy M. 26 2015 Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables. Zbl 1418.62405Ai, Chunrong; Chen, Xiaohong 26 2007 Efficient estimation of copula-based semiparametric Markov models. Zbl 1191.62140Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping 23 2009 Sieve Wald and QLR inferences on semi/nonparametric conditional moment models. Zbl 1410.62046Chen, Xiaohong; Pouzo, Demian 20 2015 High dimensional generalized empirical likelihood for moment restrictions with dependent data. Zbl 1331.62188Chang, Jinyuan; Chen, Song Xi; Chen, Xiaohong 18 2015 Improved rates and asymptotic normality for nonparametric neural network estimators. Zbl 1098.92502Chen, Xiaohong; White, Halbert 17 1999 Copula-based nonlinear quantile autoregression. Zbl 1182.62175Chen, Xiaohong; Koenker, Roger; Xiao, Zhijie 17 2009 Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. Zbl 1189.62110Carroll, Raymond J.; Chen, Xiaohong; Hu, Yingyao 17 2010 Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models. Zbl 1418.62426Chen, Xiaohong; Hong, Han; Shum, Matthew 15 2007 Statistical inference for multivariate residual copula of GARCH models. Zbl 1153.62068Chan, 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 1283.91144Tao, Minjing; Wang, Yazhen; Chen, Xiaohong 14 2013 Nonlinear principal components and long-run implications of multivariate diffusions. Zbl 1191.62107Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, José 14 2009 Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression. Zbl 1398.62088Chen, Xiaohong; Christensen, Timothy M. 13 2018 Sieve inference on possibly misspecified semi-nonparametric time series models. Zbl 1293.62182Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao 12 2014 Local identification of nonparametric and semiparametric models. Zbl 1410.62198Chen, Xiaohong; Chernozhukov, Victor; Lee, Sokbae; Newey, Whitney K. 12 2014 The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions. Zbl 1443.62418Ai, Chunrong; Chen, Xiaohong 11 2012 Sieve \(M\) inference on irregular parameters. Zbl 1311.62043Chen, Xiaohong; Liao, Zhipeng 9 2014 Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments. Zbl 1255.62111Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur 9 2008 Self-normalized Cramér-type moderate deviations under dependence. Zbl 1359.62060Chen, Xiaohong; Shao, Qi-Man; Wu, Wei Biao; Xu, Lihu 9 2016 Recursive nonparametric estimation for time series. Zbl 1364.94236Huang, Yinxiao; Chen, Xiaohong; Wu, Wei Biao 9 2014 Nonparametric adaptive learning with feedback. Zbl 0910.90002Chen, Xiaohong; White, Halbert 8 1998 Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information. Zbl 1166.62019Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur 8 2009 Monte Carlo confidence sets for identified sets. Zbl 1416.62660Chen, Xiaohong; Christensen, Timothy M.; Tamer, Elie 8 2018 Estimation and model selection of semiparametric multivariate survival functions under general censorship. Zbl 1431.62110Chen, 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 1152.62333Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur 7 2008 Likelihood inference in some finite mixture models. Zbl 1311.62028Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie 6 2014 Averaging of an increasing number of moment condition estimators. Zbl 1441.62643Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver 5 2016 \(\beta\)-mixing and moment properties of RCA models with application to GARCH\((p,q)\). Zbl 0952.62079Carrasco, Marine; Chen, Xiaohong 5 2000 Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space. Zbl 1178.62089Chen, Xiaohong; White, Halbert 5 2002 Overidentification in regular models. Zbl 1408.62034Chen, Xiaohong; Santos, Andres 4 2018 Sieve semiparametric two-step GMM under weak dependence. Zbl 1337.62249Chen, Xiaohong; Liao, Zhipeng 3 2015 A model selection test for bivariate failure-time data. Zbl 1237.62137Chen, Xiaohong; Fan, Yanqin 3 2007 A 3-parameter Gompertz distribution for survival data with competing risks, with an application to breast cancer data. Zbl 07281614Haile, S. R.; Jeong, J.-H.; Chen, X.; Cheng, Y. 3 2016 Semiparametric identification of the bid-ask spread in extended Roll models. Zbl 1388.62361Chen, Xiaohong; Linton, Oliver; Yi, Yanping 3 2017 Asymptotic efficiency of semiparametric two-step GMM. Zbl 1409.62246Ackerberg, Daniel; Chen, Xiaohong; Hahn, Jinyong; Liao, Zhipeng 3 2014 Efficient estimation of semiparametric copula models for bivariate survival data. Zbl 1278.62159Cheng, Guang; Zhou, Lan; Chen, Xiaohong; Huang, Jianhua Z. 2 2014 Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models. Zbl 1471.62458Chen, Xiaohong; Huang, Zhuo; Yi, Yanping 2 2021 Entropy-based closure for probabilistic learning on manifolds. Zbl 1459.62239Soize, 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 1334.62097Carroll, Raymond J.; Chen, Xiaohong; Hu, Yingyao 1 2010 Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions. Zbl 1456.62051Chen, Xiaohong; Pouzo, Demian; Powell, James L. 1 2019 Topology optimization of flexoelectric composites using computational homogenization. Zbl 07414346Chen, X.; Yvonnet, J.; Yao, S.; Park, H. S. 1 2021 Economic design of an integrated adaptive synthetic chart and maintenance management system. Zbl 07416401Wan, Qiang; Wu, Yongzhong; Zhou, Wenhui; Chen, Xiaohong 1 2018 Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models. Zbl 1471.62458Chen, Xiaohong; Huang, Zhuo; Yi, Yanping 2 2021 Topology optimization of flexoelectric composites using computational homogenization. Zbl 07414346Chen, X.; Yvonnet, J.; Yao, S.; Park, H. S. 1 2021 Entropy-based closure for probabilistic learning on manifolds. Zbl 1459.62239Soize, 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 1456.62051Chen, Xiaohong; Pouzo, Demian; Powell, James L. 1 2019 Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression. Zbl 1398.62088Chen, Xiaohong; Christensen, Timothy M. 13 2018 Monte Carlo confidence sets for identified sets. Zbl 1416.62660Chen, Xiaohong; Christensen, Timothy M.; Tamer, Elie 8 2018 Overidentification in regular models. Zbl 1408.62034Chen, Xiaohong; Santos, Andres 4 2018 Economic design of an integrated adaptive synthetic chart and maintenance management system. Zbl 07416401Wan, Qiang; Wu, Yongzhong; Zhou, Wenhui; Chen, Xiaohong 1 2018 Semiparametric identification of the bid-ask spread in extended Roll models. Zbl 1388.62361Chen, Xiaohong; Linton, Oliver; Yi, Yanping 3 2017 Self-normalized Cramér-type moderate deviations under dependence. Zbl 1359.62060Chen, Xiaohong; Shao, Qi-Man; Wu, Wei Biao; Xu, Lihu 9 2016 Averaging of an increasing number of moment condition estimators. Zbl 1441.62643Chen, 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 07281614Haile, 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 1337.62101Chen, Xiaohong; Christensen, Timothy M. 26 2015 Sieve Wald and QLR inferences on semi/nonparametric conditional moment models. Zbl 1410.62046Chen, Xiaohong; Pouzo, Demian 20 2015 High dimensional generalized empirical likelihood for moment restrictions with dependent data. Zbl 1331.62188Chang, Jinyuan; Chen, Song Xi; Chen, Xiaohong 18 2015 Sieve semiparametric two-step GMM under weak dependence. Zbl 1337.62249Chen, Xiaohong; Liao, Zhipeng 3 2015 Sieve inference on possibly misspecified semi-nonparametric time series models. Zbl 1293.62182Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao 12 2014 Local identification of nonparametric and semiparametric models. Zbl 1410.62198Chen, Xiaohong; Chernozhukov, Victor; Lee, Sokbae; Newey, Whitney K. 12 2014 Sieve \(M\) inference on irregular parameters. Zbl 1311.62043Chen, Xiaohong; Liao, Zhipeng 9 2014 Recursive nonparametric estimation for time series. Zbl 1364.94236Huang, Yinxiao; Chen, Xiaohong; Wu, Wei Biao 9 2014 Likelihood inference in some finite mixture models. Zbl 1311.62028Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie 6 2014 Asymptotic efficiency of semiparametric two-step GMM. Zbl 1409.62246Ackerberg, Daniel; Chen, Xiaohong; Hahn, Jinyong; Liao, Zhipeng 3 2014 Efficient estimation of semiparametric copula models for bivariate survival data. Zbl 1278.62159Cheng, Guang; Zhou, Lan; Chen, Xiaohong; Huang, Jianhua Z. 2 2014 Fast convergence rates in estimating large volatility matrices using high-frequency financial data. Zbl 1283.91144Tao, Minjing; Wang, Yazhen; Chen, Xiaohong 14 2013 Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals. Zbl 1274.62232Chen, Xiaohong; Pouzo, Demian 56 2012 The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions. Zbl 1443.62418Ai, Chunrong; Chen, Xiaohong 11 2012 On rate optimality for ill-posed inverse problems in econometrics. Zbl 1218.62028Chen, Xiaohong; Reiss, Markus 35 2011 Nonlinearity and temporal dependence. Zbl 1431.62600Chen, Xiaohong; Hansen, Lars Peter; Carrasco, Marine 27 2010 Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. Zbl 1189.62110Carroll, Raymond J.; Chen, Xiaohong; Hu, Yingyao 17 2010 Estimation and model selection of semiparametric multivariate survival functions under general censorship. Zbl 1431.62110Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang 7 2010 Rejoinder: Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. Zbl 1334.62097Carroll, Raymond J.; Chen, Xiaohong; Hu, Yingyao 1 2010 Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals. Zbl 1431.62111Chen, Xiaohong; Pouzo, Demian 44 2009 Efficient estimation of copula-based semiparametric Markov models. Zbl 1191.62140Chen, Xiaohong; Wu, Wei Biao; Yi, Yanping 23 2009 Copula-based nonlinear quantile autoregression. Zbl 1182.62175Chen, Xiaohong; Koenker, Roger; Xiao, Zhijie 17 2009 Statistical inference for multivariate residual copula of GARCH models. Zbl 1153.62068Chan, Ngai-Hang; Chen, Jian; Chen, Xiaohong; Fan, Yanqin; Peng, Liang 15 2009 Nonlinear principal components and long-run implications of multivariate diffusions. Zbl 1191.62107Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, José 14 2009 Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information. Zbl 1166.62019Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur 8 2009 Semiparametric efficiency in GMM models with auxiliary data. Zbl 1133.62023Chen, Xiaohong; Hong, Han; Tarozzi, Alessandro 39 2008 Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments. Zbl 1255.62111Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur 9 2008 A note on the closed-form identification of regression models with a mismeasured binary regressor. Zbl 1152.62333Chen, Xiaohong; Hu, Yingyao; Lewbel, Arthur 7 2008 Semi-nonparametric IV estimation of shape-invariant Engel curves. Zbl 1133.91461Blundell, Richard; Chen, Xiaohong; Kristensen, Dennis 91 2007 Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables. Zbl 1418.62405Ai, Chunrong; Chen, Xiaohong 26 2007 Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models. Zbl 1418.62426Chen, Xiaohong; Hong, Han; Shum, Matthew 15 2007 A model selection test for bivariate failure-time data. Zbl 1237.62137Chen, Xiaohong; Fan, Yanqin 3 2007 Estimation of copula-based semiparametric time series models. Zbl 1337.62201Chen, Xiaohong; Fan, Yanqin 85 2006 Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification. Zbl 1418.62425Chen, Xiaohong; Fan, Yanqin 81 2006 Efficient estimation of semiparametric multivariate copula models. Zbl 1120.62312Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor 62 2006 Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection. Zbl 1077.62032Chen, Xiaohong; Fan, Yanqin 37 2005 Efficient estimation of models with conditional moment restrictions containing unknown functions. Zbl 1154.62323Ai, Chunrong; Chen, Xiaohong 155 2003 Estimation of semiparametric models when the criterion function is not smooth. Zbl 1154.62325Chen, Xiaohong; Linton, Oliver; Van Keilegom, Ingrid 130 2003 Mixing and moment properties of various GARCH and stochastic volatility models. Zbl 1181.62125Carrasco, Marine; Chen, Xiaohong 175 2002 Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space. Zbl 1178.62089Chen, Xiaohong; White, Halbert 5 2002 \(\beta\)-mixing and moment properties of RCA models with application to GARCH\((p,q)\). Zbl 0952.62079Carrasco, Marine; Chen, Xiaohong 5 2000 Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series. Zbl 1041.62506Chen, Xiaohong; Fan, Yanqin 35 1999 Improved rates and asymptotic normality for nonparametric neural network estimators. Zbl 1098.92502Chen, Xiaohong; White, Halbert 17 1999 Sieve extremum estimates for weakly dependent data. Zbl 1055.62544Chen, Xiaohong; Shen, Xiaotong 78 1998 Nonparametric adaptive learning with feedback. Zbl 0910.90002Chen, Xiaohong; White, Halbert 8 1998 all cited Publications top 5 cited Publications 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 all top 5 Cited in 25 Fields 919 Statistics (62-XX) 178 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 107 Probability theory and stochastic processes (60-XX) 81 Numerical analysis (65-XX) 10 Computer science (68-XX) 9 Operations research, mathematical programming (90-XX) 6 Functional analysis (46-XX) 5 Biology and other natural sciences (92-XX) 4 General and overarching topics; collections (00-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Operator theory (47-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Integral equations (45-XX) 2 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Differential geometry (53-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.