Xinjie Chen

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All published works

Action	Title	Year	Authors
+	Post-J test inference in non-nested linear regression models	2015	Xinjie Chen Yanqin Fan Alan T. K. Wan Guohua Zou
+	The focused information criterion for varying-coefficient partially linear measurement error models	2014	Hai Ying Wang Xinjie Chen Nancy Flournoy

Common Coauthors

Coauthor	Papers Together
Nancy Flournoy	1
Guohua Zou	1
Alan T. K. Wan	1
Yanqin Fan	1
Hai Ying Wang	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Estimation in a semiparametric partially linear errors-in-variables model	1999	Hua Liang Wolfgang Karl Härdle Raymond J. Carroll	1
+	Tests of non-nested regression models	1983	L. G. Godfrey M. Hashem Pesaran	1
+ PDF Chat	Model averaging for varying-coefficient partially linear measurement error models	2012	HaiYing Wang Guohua Zou Alan T. K. Wan	1
+ PDF Chat	On exact and asymptotic tests of non-nested models	1987	Anil K. Bera Michael McAleer	1
+	Model Selection: An Integral Part of Inference	1997	S. T. Buckland Kenneth P. Burnham Nicole H. Augustin	1
+	Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model	2006	Nils Lid Hjort Gerda Claeskens	1
+	Frequentist Model Averaging with missing observations	2009	Michael Schomaker Alan T. K. Wan Christian Heumann	1
+	On the impact of the tests for serial correlation upon the test of significance for the regression coefficient	1978	Alice Nakamura Masao Nakamura	1
+	Bootstrapping J-type tests for non-nested regression models	1995	Fan Yan-qin Qi Li	1
+	Shrinkage averaging estimation	2011	Michael Schomaker	1
+	Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions	1986	Toshihisa Toyoda Kazuhiro Ohtani	1
+ PDF Chat	An asymptotic theory for model selection inference in general semiparametric problems	2007	Gerda Claeskens Raymond J. Carroll	1
+	Adaptive LASSO for varying-coefficient partially linear measurement error models	2012	HaiYing Wang Guohua Zou Alan T. K. Wan	1
+	Information Theory and an Extension of the Maximum Likelihood Principle	1998	H. Akaike	1
+	NONNESTED LINEAR MODEL SELECTION REVISITED	2001	Mitchell Watnik Wesley O. Johnson Edward J. Bedrick	1
+	Model selection and model averaging after multiple imputation	2013	Michael Schomaker Christian Heumann	1
+	The Focused Information Criterion	2003	Gerda Claeskens Nils Lid Hjort	1
+	The significance of testing empirical non-nested models	1995	Michael McAleer	1
+	Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold	2011	Xinyu Zhang Alan T. K. Wan Sherry Zhou	1
+	Corrected local polynomial estimation in varying‐coefficient models with measurement errors	2006	Jinhong You Yong Zhou Gemai Chen	1
+	The Optimal Size of a Preliminary Test of Linear Restrictions in a Misspecified Regression Model	1992	David E. A. Giles Offer Lieberman Judith A. Giles	1
+ PDF Chat	Frequentist Model Average Estimators	2003	Nils Lid Hjort Gerda Claeskens	1
+	Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance	1985	Kazuhiro Ohtani Toshihisa Toyoda	1
+ PDF Chat	Profile likelihood inferences on semiparametric varying-coefficient partially linear models	2005	Jianqing Fan Tao Huang	1
+	Cross-Validatory Choice and Assessment of Statistical Predictions	1974	M. Stone	1
+	Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model	2005	Jinhong You Gemai Chen	1
+	On estimating the common mean in two normal distributions after a preliminary test for equality of variances	1987	Kazuhiro Ohtani	1
+	On the harm that ignoring pretesting can cause	2003	Dmitri L. Danilov Jan R. Magnus	1
+	Smoothing noisy data with spline functions	1975	Grace Wahba	1
+ PDF Chat	Several Tests for Model Specification in the Presence of Alternative Hypotheses	1981	Russell Davidson James G. MacKinnon	1
+	Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest	1999	Jan R. Magnus J. Durbin	1
+ PDF Chat	The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors	1999	Leo Michelis	1
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	1
+	Bootstrap and Pretest J-Type Non-Nested Tests for Orthogonal Regression Models: Some Monte Carlo Evidence	2005	Leo Michelis Thanasis Stengos L. Yang	1
+	Smoothing noisy data with spline functions	1978	Peter G. Craven Grace Wahba	1
+ PDF Chat	Focused information criterion and model averaging for generalized additive partial linear models	2010	Xinyu Zhang Hua Liang	1
+ PDF Chat	Model Selection and Estimation with Quantal‐Response Data in Benchmark Risk Assessment	2016	Edsel A. Peña Wensong Wu Walter W. Piegorsch R. Webster West Ling-Ling An	1