Evaluating density forecasts via the copula approachXiaohong Chen; Yanqin Fan · 2004

Efficient Estimation of Semiparametric Multivariate Copula ModelsChen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor · Journal of the American Statistical Association · 2006

Efficient Estimation of Semiparametric Multivariate Copula ModelsXiaohong Chen, Yanqin Fan and Viktor Tsyrennikov · Journal of the American Statistical Association · 2006

Estimation of copula-based semiparametric time series modelsXiaohong Chen; Yanqin Fan · 2006

A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATAChen, Xiaohong; Fan, Yanqin · Econometric Theory · 2007

A Model Selection Test for Bivariate Failure-Time DataXiaohong Chen and Yanqin Fan · Econometric Theory · 2007

Consistent hypothesis testing in semiparametric and nonparametric models for econometric time seriesXiaohong Chen; Yanqin Fan · 1999