陈松蹊

系别：商务统计与经济计量系
职称：教授
办公电话：86-10-62750427
Email：csx@gsm.pku dot edu dot cn

教授简介
北京大学讲席教授, 商务统计与经济计量系系主任、
北京大学统计科学中心联席主任 (http://www.stat-center.pku.edu.cn/stat-center/index.html).
1993年澳大利亚国立大学统计学博士. Iowa State University统计学终身教授。
国家首批“千人计划”入选者，加盟北大后主要致力于商务统计与经济计量学学科建设及北大统计学研究队伍的建设工作。
他是 数理统计学会(Institute of Mathematical Statistics) 资深会员（fellow），
美国统计学会会士（fellow）
国际统计学会 (International Statistics Institute) 当选会员 （elected member）。　
他现在是The Annals of Statistics(统计年鉴) 副主编；
Statistics and Its Interface 的联席主编。

研究领域
金融计量学
经济计量学
风险度量
统计学在人口普查中的应用
随机过程统计推断
高维数据分析
抽样方法

教育背景
1993    澳大利亚国立大学    统计学    博士
1990    惠灵顿维多利亚大学    统计与运筹学    硕士
1988    北京师范大学    数理统计    硕士
1983    北京师范大学    数学    学士

研究成果
论文发表
Chen, S. X. and C.Y. Tang (2011). Nonparametric Regression with Discrete Covariates and Missing Value.  Statistics and Its Interface, to appear.

Chen, S. X., Peng, L. and  C. L. Yu (2011). Parameter Estimation and Model Testing for Markov  Processes via Conditional Characteristic Functions, Bernoulli, to appear.

J.-Y. Chang and S.X. Chen (2011). On the approximate maximum likelihood estimation for diffusion processes. The Annals of Statistics, to appear.

Chen, S. X. and C. Y. Tang (2011). Properties of Census Dual System Population Size Estimators. International Statistical Review, to appear.

P-S Zhong and S. X. Chen (2011). Tests for High Dimensional Regression Coefficients with Factorial Designs. Journal of the American Statistical Association, 106, 260-274.
Chen, S.X. and J. Gao (2011).   Simultaneous Specification Test for the Mean and Variance Structures for Nonlinear Time Series Regression.  Econometric Theory, 27,  792–843. 

Alzghool, R. , Y-X Lin and S. X. Chen (2010) Asymptotic Quasi-likelihood Based on Kernel Smoothing for Multivariate Heteroskedastic Models with Correlation, AMERICAN JOURNAL OF MATHEMATICAL AND MANAGEMENT SCIENCEs, 30, 147-177.

Chen, S.X., Zhang, L-X. and P-S Zhong (2010).  Testing high dimensional covariance matrices. Journal of the American Statistical Association, 105, 810-819 .

Chen, S. X.,  Delaigle, A. and Hall, P. (2010)  Nonparametric estimation for levy-type processes,   Journal of Econometrics,  157, 257-271.

Chen, S. X. and P-S Zhong (2010)　ANOVA for longitudinal data with missing values. The Annals of Statistics, 38, 3630-3659.
P-S Zhong and S. X. Chen (2010). Tests for High Dimensional Regression Coefficients with Factorial Designs. Journal of the American Statistical Association, to appear.
Chen, S.X. and J. Gao (2010).   Simultaneous Specification Test for the Mean and Variance Structures for Nonlinear Time Series Regression. Econometric Theory to appear.
Chen, S. X. and P-S Zhong (2010)ANOVA for longitudinal data with missing values. The Annals of Statistics, to appear.
Chen, S.X., Zhang, L-X. and P-S Zhong (2010).  Testing high dimensional covariance matrices. Journal of the American Statistical Association to appear.
Chen, S. X., Delaigle, A. and Hall, P. (2010) Nonparametric estimation for levy-type processes,   Journal of Econometrics, to appear.
Alzghool, R. , Y-X Lin and S. X. Chen (2010) Asymptotic Quasi-likelihood Based on Kernel Smoothing for Multivariate Heteroskedastic Models with Correlation, AMERICAN JOURNAL OF MATHEMATICAL AND MANAGEMENT SCIENCEs, to appear.
Chen, S. X. and Y. L. Qin (2010) A two sample test for high dimensional data with application to gene-set testing,   The Annals of Statistics, 38, 808-835.
Chen, S. X., C. Y. Tang and V. T. Mule Jr. (2010) : Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for US Census,  Journal of the American Statistical Association, Application & Case Studies, 105, 105-119.
Chan, N-H, Chen, S.X., Peng, L. and C. L. Yu (2009), Empirical Likelihood Methods Based on Characteristic Functions with Applications to L\'evy Processes. Journal of the American Statistical Association, 104, 1621-1630.
Chen, S. X. and I. Van Keilegom (2009) A review on empirical likelihood for regressions (with discussions), Test, 3, 415-447 .
Chen, S. X. and Van Keilegom, I. (2009) Empirical likelihood test for a class of regression models. Bernoulli, 15, 955-976.
C. Y. Tang and S. X. Chen (2009): Parameter estimation and bias correction for diffusion processes.   Journal of Econometrics, 149, 65—81.
Chen, S. X., L. Peng and Y-L, Qin (2009):   Effects of Data Dimension on Empirical Likelihood, Biometrika, , 96, 711–722.
Wang, D. and S.X. Chen (2009):   Empirical Likelihood for Estimating Equation with Missing Values   the Annals of Statistics, 37, 490–517.
Wang, D. and Chen, S. X. (2009): Combining quantitative trait loci analyses and microarray data, an empirical likelihood approach, Computational Statistics and Data Analysis, 53, 1661–1673.
Chen, S.X. and Chiumin Wong (2009): Smoothed Block Empirical Likelihood for Quantiles of Weakly Dependent Processes, Statist Sinica, 19, 71-82.
Chen, S. X., Leung, D. Y. H. and J. Qin (2008): Improved Semiparametric Estimation Using Surrogate Data.    Journal of the Royal Statistical Society, Series B, 70, 803-823.
Chen, S.X., J. Gao and C. Y. Tang (2008) ``A Test for Model Specification of Diffusion Processes". The Annals of Statistics, 36, 167-198.
Chen, S.X: (2008) ``Nonparametric Estimation of Expected Shortfall". Journal of Financial Econometrics, 6, 87-107.
Chen, S. X. and T. Huang (2007) ``Nonparametric Estimation of Copula Functions for Dependent Modeling". Canadian Journal of Statistics, 35, 265-282.
Chen, S.X. and H.-J., Cui (2007) ``On the second order properties of empirical likelihood with moment restrictions" full report,   Journal of Econometrics, 141, 492-516.
Chen, S.X. and J. Gao (2007) ``An Adaptive Empirical Likelihood Test For Time Series Models", paper, full report, Journal of Econometrics, 141, 950-972.
Chen, S.X. and H.-J., Cui (2006) `` On Bartlett Correction of Empirical Likelihood in the Presence of Nuisance Parameters",    Biometrika, 93, 215-220.
Chen, S.X. and Qin, J. (2006). An Empirical likelihood Method in Mixture Models with Incomplete Classifications, Statistica Sinica, 16, 1101-1115.
Chen, S. X. and Tang, C. Y. (2005). Nonparametric Inference of Value at Risk for dependent Financial Returns. Journal of Financial Econometrics, 3, 227-255.
Chen, S. X. and Qin, Y-S. (2003). Coverage accuracy of confidence intervals in nonparametric regression. Acta Math. Appl. Sin. Engl. Ser. 19, 387--396.
Chen, S. X., D. H. Y. Leung and Qin, J. (2003) Information Recovery in a Study with Surrogate Endpoints. Journal of the American Statistical Association, 98, 1052--1062.
Chen, S. X. and Qin, J. (2003) Empirical likelihood based confidence intervals for data with possible zero observations. Statistics and Probability Letters, 65, 29-37.
Chen, S. X., Haredle, W. and Li, M. (2003). An empirical likelihood goodness-of-fit test for time series. Journal of The Royal Statistical Society, Series B, 65, 663-678.
Chen, S. X. and Hall, P. (2003). EFFECTS OF BAGGING AND BIAS CORRECTION ON ESTIMATORS DEFINED BY ESTIMATING EQUATIONS, Statistica Sinica, 13, 97-109.
Chen, S. X and Cui, H-J. (2003).  An extended empirical likelihood for generalized linear models. Statistica Sinica, 13, 69-81.
Cui, H-J and Chen, S.X. (2003). Empirical likelihood confidence regions for parameter in the error-in-variable models, Journal of Multivariate Analysis, 84 (1), 101-115.
Chen, S. X., Hardle, W. and Kleinow, T. (2002). An empirical likelihood goodness-of-fit test for diffusions. Applied quantitative finance, 259--281, Springer, Berlin.
Chen, S. X, Yip, P. and Zhou, Y. (2002) Sequential line transect surveys.   Biometrics, 58, 263-269.
Chen, S. X. (2002). Local linear smoothers using asymmetric kernels.Ann. Inst. Statist. Math., 54, 312-323.
Chen, S. X. and Lloyd, C. J.(2002). Estimation of population size based on biased samples using nonparametric binary regression. Statist. Sinica, 12, 505-518.
Chen, S. X. and Qin, Yong Song (2002). Confidence interval based on a local linear smoother. Scand. J. Statist., 29, 89-99.
Chen, S. X. and Cowling, A. (2001). Measurement Errors in Line Transect Surveys where Detection varies with Distance and Size. Biometrics, 57, 732-742.
Chen, S. X. and Qin, Yong Song (2000). Empirical Likelihood confidence interval for a local linear smoother. Biometrika, 87, 946-953.
Chen, S. X. and Lloyd, C. J. (2000). A non-parametric approach to the analysis of two stage mark-recapture experiments. Biometrika, 87, 633-649.
Chen, S. X. (2000) Gamma kernel estimators for density functions. Ann. Inst. Statist. Math. 52,471-480.
Chen, S. X. (2000) Animal abundance estimation for independent observer line transect surveys. Special Issue of Environmental and Ecological Statistics: Statistical Ecology and Forest Biometry 7 , No. 3, 285-299.
Chen, S. X. (2000) Beta kernel smoothers for regression curves. Statistica Sinica . 10, 73-91.
Chen, S. X. (1999) Beta kernel estimators for density functions. Computational Statistics and Data Analysis, 31 , 131-145.
Chen, S. X. and Woolcock, J. (1999) A condition for designing bus-route type access site surveys to estimate recreational fishing effort. Biometrics . 55, No. 3, 799-804.
Chen, S. X. (1999) Estimation in independent observer line transect surveys for clustered populations. Biometrics 55 , No. 3, 754-759.
Brown, B. M. and Chen, S. X. (1999) Beta-Bernstein smoothing for regression curves with compact support. Scand. J. Statist. . 26 , 47-59.
Brown, B. M. and Chen, S. X. (1998) Combined Empirical Likelihood. Ann. Inst. Statist. Math. 50 , 697-714.
Chen, S.X. (1998). Measurement errors in line transect surveys. Biometrics . 54, 899-908.
Chen, S.X. (1997). Empirical likelihood for nonparametric density estimation. Aust. J. Statist. 39,47-56
Chen, S.X. and Polacheck, T. (1996) Kernel estimates of mean school size for IWC minke whale data. Report of International Whaling Commission 46 , 341-348.
Chen, S.X. (1996) Empirical likelihood confidence intervals for nonparametric density estimation. Biometrika 83 , 329-341.
Chen, S.X. (1996) Studying school size effects in line transect sampling using the kernel method. Biometrics 52, 1283-94.
Chen, S.X. (1996) A kernel estimate for density of a biological population using line transect sampling. Royal Statistical Society Ser. C: Applied Statistics 45, 135-150.
Chen, S.X. (1994) Comparing empirical likelihood and bootstrap hypothesis tests. J. Mult. Anal. 51, 277-293.
Chen, S.X. (1994). Empirical likelihood confidence intervals for linear regression coefficients. J. Mult. Anal. 49, 24-40.
Chen, S.X. and Hall, P. (1994). On the calculation of standard error for quotation in confidence statements. statistics and Probability Letters 19 147-151.
Chen, S.X. and Hall, P. (1993). Smoothed empirical likelihood confidence intervals for quantiles. Ann.
Chen, S.X. (1993). On the coverage accuracy of empirical likelihood confidence regions for linear regression model. Annals of Institute of Statistical Mathematics, 45, 621-637.
Chen, S.X., Smith, P.J., Shafi, M. and Vere-Jones, D. (1990). Some improvements to conventional importance sampling techniques for coded system using Viterbi decoding. Electronics Letters, 26, 802-806.
目前研究项目:  
China-US Exchange Grant in Mathematical Sciences, National Science Foundation, $40,000, August 2007-August 2009.
Statistical Inference for Continuous-Time Stochastic Processes,
National Science Foundation: DMS-0604563, $165,018, 08. 2006 -- 08. 2010,
Co-PI: Liang Peng of GA Tech.
NSF DMS-NIH, Mathematical Biology: Development of High-Dimensional Data Analysis Methods for the Identification of Differentially Expressed Gene Sets. Principal Investigator: Dan Nettleton; Co-PIs: Song Chen, Jack Dekkers Peng Liu, Christopher Tuggle. $177.000 per year for three years.
Variable Selection for Dual System Census.
US Census Bureau $65,000 from Jan 2010-Dec 2011.
以前研究项目:
Empirical Likelihood and Computation, Australian Research Council Large Grant, 1994-1996; $10,000, jointly with B. M. Brown
Non-parametric Curve Estimation, Australian Research Council International Exchange grant, 1998-1999, $13,000.
Applications of Empirical Likelihood in Semi- and Non-parametric Statistical Inference, National University of Singapore Academic Research Grant, Nov 2002-Nov 2003, $46,306.
Computer-Intensive Statistical Methods for Testing Specifications of Financial Market Models,  National University of Singapore Academic Research Grant, 17-Dec. 2001 - 31-Dec. 2004, $88,300.
A Nonparametric Approach to Population Size Estimation for Multiple Systems Capture-Recapture surveys, National Science Foundation: SES-0518904, 09.2005 - 08. 2009, $280,416,
Co-PIs: S. Nusser and J. Opsomer.
A Supplement to NSF SES 0650938 : A Nonparametric Approach to Population Size Estimation for Multiple System Capture-Recapture Surveys   
US Census Bureau via NSF $19,080.00’
奖励、荣誉称号
2010：Associate Editor of Annals of Statistics (2010-2012).
2009 当选为数理统计学会 (IMS)资深会员.
2009 当选为美国统计学会（ASA）会士.
2008 选入国家首批海外高层次人才“千人计划”.
2008-2009年任国际华人统计学会理事会成员.2008年获得 Iowa State University教员杰出研究奖.
1989年获得Telecom New Zealand奖学金;
1990-1992年获得Australian National University 博士奖

当前研究
陈松蹊教授主要从事：　
高维数据分析、金融计量学、经济计量学、统计学基础理论，统计学在人口普查中的应用研究。
迄今已在国际权威学术杂志发表论文60余篇。

教授课程
高等经济计量学 (II)（Advanced Econometrics Theory II）(2009, 2010 Springs Semester)

高等统计与计量经济研究专题 （II） (Special topics in Statistics and Econometrics)　（Special Topics in Statistics and Econometics） (2009, 2010 Springs Semester)

非参数统计学， 2011 Spring semester；

经济计量学概论 （本科）， 2012 Spring。