个人简历
陈松蹊，国家特聘专家， 北京大学讲席教授，商务统计与经济计量系联合系主任、北京大学统计科学中心创始主任 （2010-2019） 统计中心网页 http://www.stat-center.pku.edu.cn。1993年澳大利亚国立大学统计学博士。2008年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。曾任Statistics and Its Interface 的联席主编 （2010-2013）。团队主页： www.songxichen.com 可以下载文章，程序等教育背景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职业经历2014至今 北京大学光华管理学院商务统计与经济计量系联席系主任、北京大学讲席教授 2008至2013 北京大学光华管理学院商务统计与经济计量系系主任、北京大学讲席教授 2006至2017年 美国爱荷华州立大学(Iowa State University)统计系教授 2003-2006 美国爱荷华州立大学(Iowa State University)统计系副教授 2000-2005 新加坡国立大学副教授 1995-2000 澳大利亚La Trobe University讲师/高级讲师 1992-1995 CSIRO Marine Science and Biometrics Unit.2，统计师 1983-1985 北京经济学院讲师最新观点陈松蹊：北大统计团队用100万条数据解读“会议蓝”陈松蹊：信息共享时代如何让数据服务于环境治理陈松蹊教授团队研究报告深度解析五大城市PM2.5数据北大空气质量报告：近2亿条数据解读治霾这六年陈松蹊：“大气国十条”五年考，北方33市治霾成效排名与分析迄今已在国际学术杂志发表论文94篇。Citation Profile：H-index 31, Web of Science , I-10 Index 52, Average citations per article: 29.6H-index is the number of papers of an author that have been cited more that that number of time by others.H-index 是31 意味着 有31篇论文被引用至少31次奖励、荣誉称号2012: Associate Editor of Journal of Business and Economic Statistics(2012-2015)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2008-2009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
近期论文
论文发表：[95]Haoxuan Sun, Yumou Qiu, Han Yan, Yaxuan Huang, Yuru Zhu, Jia Gu and Song Xi Chen(2020) Tracking Reproductivity of COVID-19 Epidemic in China with Varying Coefficient SIR Model (with discussion), Journal of Data Science, to appear.[94]Shuang Zhang, Song Xi Chen, Lei Lu(2019), Inference for Variance Risk Premium, China Finance Review International, to appear[93]Ziping Xu, Song Xi Chen, Xiaoqing Wu(2020) Meteorological Change and Impacts on Air Pollution Results from North China, Journal of Geophysics Research-Atmosphere, to appear[92] Shuyi Zhang, Song Xi Chen, Bin Guo, Hengfang Wang, Wei Lin (2020) Regional Air-Quality Assessment That Adjusts for Meteorological Confounding, Science China Mathematics, 50, 527-558.[91]Mao, X-J., Wong, R. K-W and Chen, S. X. (2020) Matrix Completion under Low-Rank Missing Mechanism, Statistica Sinica, to appear.[90] Zheng, XY and Chen, SX (2019) Partitioning Structure Learning for Segmented Linear Regression Trees, Advances in Neural Information Processing Systems (NeurIPS), 2019.[89] Mao, X., Chen, SX and Wong, R.(2019) Matrix Completion with Covariate Information, Journal of the American Statistical Association, 2019, VOL. 114, NO. 525, 198–210[88] Chen, S.X., Li, J. and P.-S. Zhong, (2019) Two-Sample and ANOVA Tests for High Dimensional Means, The Annals of Statistics, 47, 1443-1474.[87] Li, HB, Wu, JW., Wang, AX, Li, X, Chen, SX, Wang, TQ, Amsalu, E., Gao, Q., Luo, YX, Yang, XH., Wang, W, Guo, J., Guo, YM, Guo, XH. (2018). Effects of ambient carbon monoxide on daily hospitalizations for cardiovascular disease: a time-stratified case-crossover study of 460,938 cases in Beijing, China from 2013 to 2017, ENVIRONMENTAL HEALTH, 17:82.[86] J. He and S. X. Chen (2018) High-Dimensional Two-Sample Covariance Matrix Testing via Super-diagonals, Statistica Sinica, 28, 2671-2696.[85] Chen, L., Guo, B., Huang, J, He, J., Wang, H., Shuyi Zhang, and S.X. Chen (2018). Assessing air-quality in Beijing-Tianjing-Hebei region: the method and mixed tales of PM2.5 and O3. Atmospheric Environment, 193, 290-301.[84] Qiu, Y., Chen, S.X. and Nettleton, D.（2018）Detecting Rare and Faint Signals via Thresholding Maximum Likelihood Estimators, Annals of Statistics, 46, 895-923.[83] Zhang, SY, Guo, B. Dong, A., He, J., Xu, Z and Chen, SX (2017) Cautionary Tales on Air Quality Improvement in Beijing, Proceedings of the Royal Society A, 473: 20170457.[82] Zuo, T. and S. X. Chen (2017). Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices. Journal of Business and Economics Statistics, 35:3, 486-498.[81] Guo, B. and S.X.Chen (2016). Tests for High Dimensional Generalized Linear Models. Journal of the Royal Statistical Society, Series B. to 1079-1102.[80] Wang, Y., Tu, Y-D and S. X. Chen (2016) Improving inflation prediction with the quantity theory. Economics Letters, 149, 112-115.[79] Chen, S.X. (2016) Peter Hall's Contribution to the Bootstrap, The Annals of Statistics, 44, No. 5, 1821–1836.[78] Liang, X., Li, S., Zhang, SY, Huang, H. and S.X. Chen (2016). PM2.5 Data Reliability, Consistency and Air Quality Assessment in Five Chinese Cities, Journal of Geophysical Research—Atmosphere, 121, 10,220–10,236.[77] Peng, LH, S.X. Chen and W, Zhou (2016) More Powerful Tests for Sparse High-Dimensional Covariances Matrices, Journal of Multivariate Analysis, 149, 124-143.[76] He, J. and S. X. Chen (2016) Testing Super-Diagonal Structure in High Dimensional Covariance Matrices, Journal of Econometrics, 194, 283-297[75] Chen, S.X., Lei, L.-H. and Tu, Y-D (2016). Functional Coefficient Moving Average Models with applications to forecasting Chinese CPI, Statistica Sinica, 26, 1649-1672.[74] Liang, X., T, Zuo, B. Guo, S. Li, H. Zhang, S. Zhang, H. Huang and S. X. Chen. (2015). Assessing Beijing's PM2.5 Pollution: Severity, Weather Impact, APEC and Winter Heating, Proceedings of the Royal Society A, 471, 20150257.[73] Chang, J-Y, Chen, S.X. and X. Chen (2015). High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data. Journal of Econometrics, 185, 283-304.[72] Qiu, Y-M and Chen, S.X. (2015) Band Width Selection for High Dimensional Covariance Matrix Estimation. Journal of the American Statistical Association, 110, 1160-1174.[71] Chen, S.X. and Z. Xu (2014). On Implied Volatility for Options - Some Reasons to Smile and More to Correct. Journal of Econometrics, 179, 1-15.[70] Chen, S.X. and Z. Xu (2013). On smoothing estimation for seasonal time series with long cycles, Statistics and Its Interface, 6, 435-447.[69] Chen, S. X., Peng, L. and C. L. Yu (2013). Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions, Bernoulli, 19, 228-251.[68] Chen, S. X. and Van Keilegom, I. (2013). Estimation in semiparametric models with missing data. Annals of the Institute of Statistical Mathematics, 65, 785-805.[67] Chen, S. X., Tang, C.Y. and J. Qin (2013). Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study, Journal of the Royal Statistical Society, Series B., 75, 81-102.[66] Zhong, P-S, Chen, S. X. and Xu M. (2013). Tests alternative to higher criticism for high dimensional means under sparsity and column-wise dependence, Annals of Statistics, 41, 2820-2851.[65] Li, J. and S. X. Chen (2012). Two Sample Tests for High Dimensional Covariance Matrices, The Annals of Statistics, 40, 908-940.[64] Qiu, Y-M and Chen, S. X. (2012). Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation, TheAnnals of Statistics, 40, 1285-1314.[63] Chen, S. X. and C. Y. Tang (2011). Nonparametric Regression with Discrete Covariates and Missing Value. Statistics and Its Interface, 4, 463-474.[62] J. Chang and S.X. Chen (2011). On the approximate maximum likelihood estimation for diffusion processes. The Annals of Statistics, 39, 2820-2851.[61] Chen, S. X. and C. Y. Tang (2011). Properties of Census Dual System Population Size Estimators. International Statistical Review, 79, 336-361.[60] 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.[59] Chen, S.X. and J. Gao (2011). Simultaneous Specification Test for the Mean and Variance Structures for Nonlinear Time Series regression. Econometric Theory, 27, 2011, 792–843.[58] 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.[57] Chen, S. X. and P-S Zhong (2010). ANOVA for longitudinal data with missing values. The Annals of Statistics, 38, 3630-3659.[56] 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.[55] Chen, S. X., Delaigle, A. and Hall, P. (2010). Nonparametric estimation for levy-type processes, Journal of Econometrics, 157, 257-271.[54] 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.[53] 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.[52] 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.[51] Chen, S. X. and I. Van Keilegom (2009). A review on empirical likelihood for regressions (with discussions), Test, 3, 415-447 .[50] Chen, S. X. and Van Keilegom, I. (2009). Empirical likelihood test for a class of regression models. Bernoulli, 15, 955-976.[49] C. Y. Tang and S. X. Chen (2009). Parameter estimation and bias correction for diffusion processes. Journal of Econometrics, 149, 65—81.[48] Chen, S. X., L. Peng and Y-L, Qin (2009). Effects of Data Dimension on Empirical Likelihood, Biometrika, 96, 711–722.[47] Wang, D. and S.X. Chen (2009). Empirical Likelihood for Estimating Equation with Missing Values. The Annals of Statistics, 37, 490–517.[46] 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.[45] Chen, S.X. and Chiumin Wong (2009). Smoothed Block Empirical Likelihood for Quantiles of Weakly Dependent Processes, Statist Sinica, 19, 71-82.[44] 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.[43] 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.[42] Chen, S.X: (2008). Nonparametric Estimation of Expected Shortfall. Journal of Financial Econometrics, 6, 87-107.[41] Chen, S. X. and T. Huang (2007). Nonparametric Estimation of Copula Functions for Dependent Modeling. Canadian Journal of Statistics, 35, 265-282.[40] Chen, S.X. and H.-J., Cui (2007). On the second order properties of empirical likelihood with moment restrictions , Journal of Econometrics, 141, 492-516.[39] 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.[38] Chen, S.X. and H.-J., Cui (2006). On Bartlett Correction of Empirical Likelihood in the Presence of Nuisance Parameters, Biometrika, 93, 215-220.[37] Chen, S.X. and Qin, J. (2006). An Empirical likelihood Method in Mixture Models with Incomplete Classifications, Statistica Sinica,16, 1101-1115.[36] 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.[35] 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.[34] 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.[33] 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.[32] 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.[31] Chen, S. X. and Hall, P. (2003). Effects of bagging and bias correction on estimators defined by estimating equations, Statistica Sinica,13, 97-109.[30] Chen, S. X and Cui, H-J. (2003). An extended empirical likelihood for generalized linear models. Statistica Sinica, 13, 69-81.[29] Chen, S. X. and Hall, P. (2003). EFFECTS OF BAGGING AND BIAS CORRECTION ON ESTIMATORS DEFINED BY ESTIMATING EQUATIONS, Statistica Sinica, 13, 97-109.[28] 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.[27] Chen, S. X, Yip, P. and Zhou, Y. (2002). Sequential line transect surveys. Biometrics, 58, 263-269.[26] Chen, S. X. (2002). Local linear smoothers using asymmetric kernels. Ann. Inst. Statist. Math., 54, 312-323.[25] 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.[24] Chen, S. X. and Qin, Yong Song (2002). Confidence interval based on a local linear smoother. Scand. J. Statist., 29, 89-99.[23] Chen, S. X. and Cowling, A. (2001). Measurement Errors in Line Transect Surveys where Detection varies with Distance and Size. Biometrics, 57, 732-742.[22] Chen, S. X. and Qin, Yong Song (2000). Empirical Likelihood confidence interval for a local linear smoother. Biometrika, 87, 946-953.[21] 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.[20] Chen, S. X. (2000). Gamma kernel estimators for density functions. Ann. Inst. Statist. Math. 52, 471-480.[19] 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.[18] Chen, S. X. (2000). Beta kernel smoothers for regression curves. Statistica Sinica.10, 73-91.[17] Chen, S. X. (1999). Beta kernel estimators for density functions. Computational Statistics and Data Analysis, 31, 131-145.[16] 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.[15] Chen, S. X. (1999). Estimation in independent observer line transect surveys for clustered populations. Biometrics, 55 , No. 3, 754-759.[14] Brown, B. M. and Chen, S. X. (1999). Beta-Bernstein smoothing for regression curves with compact support. Scand. J. Statist. . 26, 47-59.[13] Brown, B. M. and Chen, S. X. (1998). Combined Empirical Likelihood. Ann. Inst. Statist. Math, 50, 697-714.[12] Chen, S.X. (1998). Measurement errors in line transect surveys. Biometrics, 54, 899-908.[11] Chen, S.X. (1997). Empirical likelihood for nonparametric density estimation. Aust. J. Statist. , 39,47-56[10] 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.[9] Chen, S.X. (1996). Empirical likelihood confidence intervals for nonparametric density estimation. Biometrika, 83, 329-341.[8] Chen, S.X. (1996). Studying school size effects in line transect sampling using the kernel method. Biometrics , 52, 1283-94.[7] 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.[6] Chen, S.X. (1994). Comparing empirical likelihood and bootstrap hypothesis tests. J. Mult. Anal, 51, 277-293.[5] Chen, S.X. (1994). Empirical likelihood confidence intervals for linear regression coefficients. J. Mult. Anal. 49, 24-40.[4] 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.[3] Chen, S.X. and Hall, P. (1993). Smoothed empirical likelihood confidence intervals for quantiles. Ann. Of Statistics, 21,1166-1181.[2] 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.[1] 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.美国科学促进会（American Association for Advancement of Science）会士 （fellow），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），数理统计学会 (IMS) 理事会常务理事( Council member) （2016-2019）。The Annals of Statistics(统计年鉴) 编委， 自2010-2019年；Journal of the American Statistical Association (美国统计学会会刊）编委， 自2018年； Journal of Business and Economic Statistics 编委， 自2013-2018年。 Environmentrics, Associate Editor, 自2018.
