Gemai Chen

Professor

Department of Mathematics and Statistics

PhD

Simon Fraser University, 1991

MSc

Simon Fraser University, 1987

BSc

Southwestern Jiaotong University, 1981

Contact information

Phone

Office: 403.220.3961

Location

Office : MS518

Research and teaching

Research areas

  • Parametric and non-parametric regression
  • Non-linear time series modelling of environmental changes
  • Extreme-value analysis
  • Goodness of fit
  • Emperical process
  • Sample survey
  • Quality control
  • High dimensional data analysis, survival analysis
  • Financial & Economic model building and forecasting
  • Statistical consulting

Publications

Conference proceedings

  • Chen, Gemai and J. Chen. Geometric Quality Inspection 1995. 50-55.

Journal article

  • You, J and Chen, Gemai. "Statistical Inference of Multivariate Partially Linear Regression Models". The Canadian Journal of Statistics 41. (2013): 1-22. Print.
  • Shi, L and Chen, Gemai. "Deletion, Replacement and Mean-shift for Diagnostics in Linear Mixed Models". Computational Statistics and Data Analysis 56. (2012): 202-208. Print.
  • Zhang, L, Xu, X and Chen, Gemai. "The Exact Likelihood Ratio Test for Equality of Two Normal Populations". The American Statistician 66. (2012): 180-184. Print.
  • Zhang, L, Jiang, W and Chen, Gemai. "A Note on Bartlett's M Test for Homogeneity of Variances". Communications in Statistics---Theory and Methods 39. (2010): 2890-2900. Print.
  • Zhou, B, You, J, Xu, Q and Chen, Gemai. "Weighted Profile Least Squares Estimation for a Panel Data Varying-coefficient Partially Linear Model". Chinese Annals of Mathematics - Series B 31. (2010): 247-272. Print.
  • Chen, Gemai, Castagliola, P and Celano, C. "The Exact Run Length Distribution and Design of the S^2 Chart when the In-Control Variance is Estimated". International Journal of Reliability, Quality and Safety Engineering 16. (2009): 23-38. Print.
  • Chen, Gemai and Zhang, L. "On t and EWMA t Charts for Monitoring Changes in the Process Mean". Quality and Reliability Engineering International 10. (2009): 1002-1012. Print.
  • Shi, L and Chen, Gemai. "Influence Measures for General Linear Models With Correlated Errors". The American Statistician 63. (2009): 40-42. Print.
  • Shi, L and Chen, Gemai. "Local Influence in Multilevel Models". The Canadian Journal of Statistics 36. (2009): 259-275. Print.
  • Yuan, Z and Chen, Gemai. "Strong Consistency of the Empirical Martingale Simulation Option Price Estimator". Acta Mathematicae Applicatae Sinica, English Series 25. (2009): 355-368. Print.
  • Yuan, Z and Chen, Gemai. "Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions". Management Science 55. (2009): 1438-1450. Print.
  • Shi, L and Chen, Gemai. "Detection of Outliers in Multilevel Models". Journal of Statistical Planning and Inference 138. (2008): 3189-3199. Print.
  • Shi, L and Chen, Gemai. "Case Deletion Diagnostics in Multilevel Models". Journal of Multivariate Analysis 99. (2008): 1860-1877. Print.
  • Jiang, W, Wu, Z and Chen, Gemai. "A New Quantile Function Based Model for Modeling Price Behaviors in Financial Markets". Statistics and Its Interface 1. (2008): 327-332. Print.
  • Chen, Gemai and You, J.. "Semiparametric Generalized Least Squares Estimation in Partially Linear Regression Models With Correlated Errors". Journal of Statistical Planning and Inference 137. (2007): 117-132. Print.
  • Chen, Gemai, You, J and Zhou, Y. "Statistical Inference of Partially Linear Regression Models with Heteroscedastic Errors". Journal of Multivariate Analysis 98. (2007): 1539-1557. Print.
  • You, J and Chen, Gemai. "On Inference for a Semiparametric Partially Linear Regression Model with Serially Correlated Errors". The Canadian Journal of Statistics 35. (2007): 515-531. Print.
  • Davis, Matthew Kenneth and Chen, Gemai. "Graphing Kendall's Tau". Computational Statistics & Data Analysis 51.5 (2007): 2375-2378. Print.
  • Chen, Gemai and J. You. "Estimation in a Semiparametric Varying-Coefficient Partially Linear Errors-in-Variables Model". Journal of Multivariate Analysis 97. (2006): 324-341. Print.
  • Chen, Gemai and J. You, Y. Zhou. "Block Empirical Likelihood for Longitudinal Partially Linear Regression Models". Canadian Journal of Statistics 34.1 (2006): 79-96. Print.
  • Chen, Gemai and X. Lu, R.S. Singh, P. X.-K. Song. "A Class of Partially Linear Single-Index Survival Models". Canadian Journal of Statistics 34.1 (2006): 97-112. Print.
  • Chen, Gemai and J. You. "Wild Bootstrap Estimation in Partially Linear Models With Heteroscedasticity". Statistics and Probability Letters 76. (2006): 340-348. Print.
  • Chen, Gemai and You, Jinhong. "An Asymptotic Theory for Semiparametric Generalized Least Squares Estimation in Partially Linear Regression Models". Statistical Papers 46. (2005): 173-193. Print.
  • Chen, Gemai and J. You. "Iterative Weighted Semiparametric Least Squares Estimation in Repeated Measurement Partially Linear Regression Models". Acta Mathematicae Applicatae Sinica, English Series 21.2 (2005): 177-192. Print.
  • Chen, Gemai and S.W. Cheng, H. Xie. "A New Multivariate Control Chart for Monitoring Both Location and Dispersion". Communications in Statistics, Simulation and Computation 34. (2005): 203-217. Print.
  • Chen, Gemai and J. You, X. Zhou. "B-Spline Estimation in a Semiparametric Regression Model With Nonlinear Time Series Errors". American Journal of Applied Science 2.9 (2005): 1343-1349. Print.
  • Chen, Gemai and L. Zhang. "An Extended EWMA Mean Chart". Quality Technology and Quantitative Management 2. (2005): 39-52. Print.
  • Chen, Gemai and J. You. "Testing Herterocedasticity in Partially Linear Regression". Statistics and Probability Letters 73. (2005): 61-70. Print.
  • Chen, Gemai and J. You, X. Zhou. "Jackknifing in Partially Linear Regression Models With Serially Correlated Errors". Journal of Multivariate Analysis 92. (2005): 386-404. Print.
  • Chen, Gemai and J. Rusak, P. Leavitt, S. McGowan, O. Olson, S. Wunsam. "Millennial-scale Relationships of Diatom Species Richness and Production in Two Prairie Lakes". Limonology and Oceanography 49.4 (2004): 1290-1299. Print.
  • Chen, Gemai and J. You. "B-spline Estimation for Partially Linear Regression Models With Heteroscedasticity". Chinese Annals of Mathematics 25.5 (2004): 661-676. Print.
  • Chen, Gemai and M.E. Calzada, S.M. Scariano. "Computing Average Run Lengths for the MaxEWMA Chart". Communications in Statistics, Simulation and Computation 33.2 (2004): 489-503. Print.
  • Chen, Gemai and S.W. Cheng, H. Xie. "A New EWMA Control Chart for Monitoring both Location and Dispersion". International Journal of Quality Technology and Quantitative Management 1.2 (2004): 217-231. Print.
  • Chen, Gemai and You, Jinhong. "Block External Bootstrap in Partially Linear Models With Nonstationary Strong Mixing Error Terms". The Canadian Journal of Statistics 32.4 (2004): 335 -346. Print.
  • Yang, Zhenlin and Chen, Gemai. "Tests of transformation in nonlinear regression". Economics Letters 84.3 (2004): 391-398. Print.
  • Chen, Gemai and Zhang, Lingyun. "EWMA Charts for Monitoring the Mean Censored Weibull Lifetimes". Journal of Quality Technology 36.3 (2004): 321-328. Print.
  • Chen, Gemai and You, Jinhong. "An Asymptotic Theory for Semiparametric Generalized Least Squares Estimation in Partially Linear Regression Models". Statistical Papers 46. (2004): 173-193. Print.
  • Chen, Gemai and J. You. "Jackknife type estimation for smooth functions of parametric component in partially linear models". Communications in Statistics, Theory and Methods 32. (2003): 1817-1833. Print.
  • Chen, Gemai and R. Lockhart, M. Stephens. "Large Sample Theory for Box-Cox Transformed Linear Models (With Discussions)". Canadian Journal of Statistics 30. (2003): 177-234. Print.
  • Chen, Gemai and You, Jinhong. "Delete-group Jackknife Estimate in Partially Linear Regression Models with Heteroscedasticity". Acta Mathematicae Applicatae Sinica 19.4 (2003): 599-610. Print.
  • Chen, Gemai and J. You, M. Chen, X. Jiang. "Uniform Convergence Rate of Estimators of Autocovariances in Partly Linear Regression Models With Correlated Errors". Acta Mathematica Scientia. English Edition. Shuxue Wuli Xuebao 19.3 (2003): 363-370. Print.
  • Chen, Gemai and M. Chen. "A Kolmogorov-Smirnov Type Test of Changing Conditional Variances for Threshold Autoregressive Models". Acta Mathematicae Applicatae Sinica, English Series 25.4 (2002): 577-590. Print.
  • Chen, Gemai and X. Sun, J. You, X. Zhou. "Convergence Rates of Estimators in Partial Linear Regression Models With MA($\infty$) Error Process". Communications in Statistics, Theory and Methods 31.12 (2002): 2251-2273. Print.
  • Chen, Gemai and J. You. "Parameter Estimation in a Partly Linear Regression Model With Random Coefficient Autoregressive Errors". Communications in Statistics, Theory and Methods 31.7 (2002): 1137-1158. Print.
  • Chen, Gemai and L. Zhang. "A Note on EWMA Charts for Monitoring Mean Changes in Normal Processes". Communications in Statistics, Theory and Methods 31. (2002): 649-661. Print.
  • Chen, Gemai and M. CHen, G. Wu. "A New Test for Normality in Linear Autoregressive Models". Journal of Systems Science and complexity 15.4 (2002): 423-435. Print.
  • Chen, Gemai and R.A. Lockhart, M.A. Stephens. "Box-Cox Transformations in Linear Models: Large Sample Theory and Tests of Normality (With Discussion)". Canadian Journal of Statistics 30.2 (2002): 177-234. Print.
  • Chen, Gemai and M. Chen, G. Wu. "Percentage Points and Power of a K-S Type Test for Linearity in Autoregressive Time Series". Acta Mathematicae Applicatae Sinica, English Series 17.4 (2001): 433-442. Print.
  • Chen, Gemai and M. Chen. "A Nonparametric Test of Changing Conditional Variances in Autoregressive Time Series". Communications in Statistics, Simulation and Computation 30.3 (2001): 557-578. Print.
  • Chen, Gemai and R. Lockhart. "Weak Convergence of the Empirical Process of Residuals in Linear Models With Many Parameters". Annals of Statistics 29.3 (2001): 748-762. Print.
  • Chen, Gemai and M. Chen. "On A Class of Nonlinear AR(p) Models With Nonlinear ARCH Errors". Australian & New Zealand Journal of Statistics 43. (2001): 445-454. Print.
  • Chen, Gemai and M. Chen. "A Nonparametric Test of Conditional Autoregressive Heteroscedasticity for Threshold Autoregressive Models". Canadian Journal of Statistics 29. (2001): 649-666. Print.
  • Chen, Gemai and S. Cheng, H. Xie. "Monitoring Process Mean and Variability With One EWMA Chart". Journal of Quality Technology 33.2 (2001): 223-233. Print.
  • Chen, Gemai and M. Chen. "Geometric Ergodicity of Nonlinear Autoregressive Models With Changing Conditional Variances". Canadian Journal of Statistics 28.3 (2000): 605--613. Print.
  • Chen, Gemai and P. Cheng. "A Cramer-von Mises Test of Some Spherically Symmetric Distribution for High Dimension and Large Sample Size". Northeast Mathematics Journal 15.3 (1999): 341--358. Print.
  • Chen, Gemai and J. Chen. "Geometric Quality Inspection". Statistica Sinica 8. (1998): 135--149. Print.
  • Chen, Gemai and S. Cheng. "Max Chart: Combining X-bar Chart With S Chart". Statistica Sinica 8.1 (1998): 263--271. Print.
  • Chen, Gemai. "The Run Length Distributions of the R, s and $s^{2}$ Charts When $\sigma$ Is Estimated". Canadian Journal of Statistics 26.2 (1998): 311--322. Print.
  • Chen, Gemai and S. Cheng. "The Exact U Chart Can Be Obtained Using Simple Adjustments". Statistics and Probability Letters 37. (1998): 357--365. Print.
  • Chen, Gemai. "Adjustment vs Transformation: A Comparison of p Chart With Q Chart and Arcsine p Chart". Journal of Quality Technology 30. (1998): 142--151. Print.
  • Chen, Gemai. "An Improved p Chart Through Simple Adjustments". Journal of Quality Technology 30.2 (1998): 142-151. Print.
  • Chen, Gemai. "The Mean and Standard Deviation of the Run Length Distribution of X-bar Charts When Control Limits Are Estimated". Statistica Sinica 7.3 (1997): 789--798. Print.
  • Chen, Gemai and B. Abraham, G.W. Bennett. "Parametric and Nonparametric Modeling of Time Series---An Empirical Study". Environmetrics 8. (1997): 63--74. Print.
  • Chen, Gemai and A. Adatia. "Independence and t Distribution". American Statistician 51.2 (1997): 176--177. Print.
  • Chen, Gemai and R. Lockhart. "Box-Cox Transformed Linear Models: A Parameter Based Asymptotic Approach". Canadian Journal of Statistics 25.4 (1997): 517--529. Print.
  • Chen, Gemai and J. Chen. "A Transformation Method for Finite Population Sampling Calibrated with Empirical Likelihood". Survey Methodology 22.2 (1996): 139--146. Print.
  • Chen, Gemai. "EDF Tests of Goodness-of-Fit for Transform-Both-Sides Models". Canadian Journal of Statistics 24.3 (1996): 363--372. Print.
  • Chen, Gemai and G.R. Chapman, P.T. Kim. "Assessing Geometric Integrity Through Spherical Regression Techniques (With Discussions)". Statistica Sinica 5. (1995): 173--220. Print.
  • Chen, Gemai. "Generalized Log-normal Distributions With Reliability Application". Computational Statistics & Data Analysis 19. (1995): 309--319. Print.
  • Chen, Gemai and N. Balakrishnan. "A General Purpose Approximate Goodness-of-Fit Test". Journal of Quality Technology 27.2 (1995): 154--161. Print.
  • Chen, Gemai and B. Abraham, S. Peiris. "Lag Window Estimation of the Degree of Differencing in Fractionally Integrated Time Series Models". Journal of Time Series Analysis 15.5 (1994): 473--487. Print.
  • Chen, Gemai. "Some Specific Contiguous Alternatives to the Normal Error Assumption in Linear Models". Statistics and Probability Letters 16. (1993): 239--247. Print.