I have broad intererts, including multiplte testing, model selection, and empirical processes; stochastic differential equations, their statistical inference and applications to mathematical finance, random matrix theory, and analytic number theory.

Publications, Work in progress, and others:

Xiongzhi Chen and R.W. Doerge (2012). Generalized estimators for multiple testing: proportion of true nulls and false discovery rate. Technical report # 12-04, Department of Statistics, Purdue University. Click to view Abstract

Xiongzhi Chen and R.W. Doerge (2012). Consistent estimation of the proportion of nonzero normal means under certain strong covariance dependencies. Technical report # 12-03, Department of Statistics, Purdue University. Click to view Abstract

Xiongzhi Chen and R.W. Doerge (2012). Variance of normalized number of conditional rejections for multiple testing normal means. Manuscript. Click to view Abstract

Xiongzhi Chen. Lower bound for the proportion of nonnulls under pairwise dependence. In preparation. Click to view Abstract

Xiongzhi Chen. Multiple Testing under Discrete and Heterogeneous Null Distributions. In preparation

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Xiongzhi Chen. Random Geometric Operators and Variable Selectimators. In preparation

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Xiongzhi Chen. Variable selection and multiple testing: shared optimality under dependence. Click to view Abstract

Xiongzhi Chen. Optimal subsample allocation in multi-stage high dimensional variable slection. Click to view Abstract