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» Gemai Chen
Gemai Chen
Professor
Division Chair
- Statistics and Actuarial Science
+1 (403) 220-3961
Mathematical Sciences 518
gchen@math.ucalgary.ca
cheg@ucalgary.ca
(Emal)
Research Interests
General:
Parametric & 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
Mathematical Finance:
Financial & Economic model building and forecasting
Statistics:
Statistical consulting
Currently Teaching
F2023 - DATA 602 - Statistical Data Analysis
Details
LEC 2
TR 17:00 - 19:45
TI STUDIODE
Notes:
LEC 3
TR 13:00 - 15:45
TI STUDIODE
Notes:
W2024 - STAT 505 - Time Series Analysis
Details
LEC 1
TR 15:30 - 16:45
BI 211
view past courses
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.
Courses
Supervised Students
Degrees
PhD
Simon Fraser University
, 1991
MSc
Simon Fraser University
, 1987
BSc
Southwestern Jiaotong University, 1981
Students
Claudia Mahler
2014 to Present
Zixiang Guan
2014 to Present
See More Students
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