Haijun Li

Available identifiers

zbMath Open li.haijunWikidataQ6538805 ScholiaQ6538805MaRDI QIDQ170911

List of research outcomes

Publication	Date of Publication	Type
Stability and safety analysis of mixed traffic flow considering network function degradation and platoon driving on the road with a slope	2023-11-07	Paper
Operator Regular Variation of Multivariate Liouville Distributions	2023-07-06	Paper
Hybrid characteristics of heterogeneous traffic flow mixed with electric vehicles considering the amplitude of acceleration and deceleration	2023-03-13	Paper
On Rapid Variation of Multivariate Probability Densities	2021-04-28	Paper
Tail densities of skew-elliptical distributions	2019-05-27	Paper
Preface: Special issue in memory of Moshe Shaked	2018-11-08	Paper
Operator tail dependence of copulas	2018-11-08	Paper
Higher order tail densities of copulas and hidden regular variation	2015-06-18	Paper
Dependence Comparison of Multivariate Extremes via Stochastic Tail Orders	2015-05-22	Paper
Asymptotic Analysis of Multivariate Tail Conditional Expectations	2014-07-19	Paper
Relations Between Hidden Regular Variation and the Tail Order of Copulas	2014-05-14	Paper
Asymptotic analysis of simultaneous damages in spatial Boolean models	2014-05-08	Paper
Tail distortion risk and its asymptotic analysis	2014-04-10	Paper
Toward a Copula Theory for Multivariate Regular Variation	2013-09-20	Paper
Extremal dependence of copulas: a tail density approach	2013-01-16	Paper
Vine copulas with asymmetric tail dependence and applications to financial return data	2012-12-30	Paper
Tail risk of multivariate regular variation	2012-06-20	Paper
Extreme value properties of multivariate \(t\) copulas	2011-02-22	Paper
Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions	2010-02-02	Paper
Tail dependence functions and vine copulas	2009-11-27	Paper
https://portal.mardi4nfdi.de/entity/Q3641363	2009-11-11	Paper
On the Coordinated Random Group Replacement Policy in Multivariate Repairable Systems	2009-07-10	Paper
Tail dependence for multivariate copulas and its monotonicity	2009-01-28	Paper
Markov Repairable Systems with History-Dependent Up and Down States	2008-12-17	Paper
Orthant tail dependence of multivariate extreme value distributions	2008-12-10	Paper
Nonlinear constitutive behavior of ferroelectric materials	2008-10-16	Paper
Tail dependence comparison of survival Marshall-Olkin copulas	2008-08-20	Paper
Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence	2008-08-08	Paper
Greedy algorithm for the general multidimensional knapsack problem	2008-03-31	Paper
Opportunistic maintenance for multi-component shock models	2008-03-06	Paper
Dependence properties and bounds for ruin probabilities in multivariate compound risk models	2007-06-26	Paper
Stochastic comparison of age-dependent block replacement policies	2006-10-27	Paper
A Multivariate Cumulative Damage Shock Model with Block Preventive Maintenance	2006-07-13	Paper
Conditional tail expectations for multivariate phase-type distributions	2006-01-26	Paper
Multivariate risk model of phase type	2005-08-05	Paper
https://portal.mardi4nfdi.de/entity/Q4672456	2005-04-29	Paper
https://portal.mardi4nfdi.de/entity/Q4663898	2005-04-04	Paper
Imperfect repair models with preventive maintenance	2004-09-27	Paper
Association of multivariate phase-type distributions, with applications to shock models.	2004-02-14	Paper
Directionally convex comparison of correlated first passage times	2002-08-20	Paper
Stochastic bounds and dependence properties of survival times in a multicomponent shock model	2002-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q2734972	2002-02-24	Paper
Majorization of Weighted Trees: A New Tool to Study Correlated Stochastic Systems	2001-11-26	Paper
Stochastic models for dependent life lengths induced by common pure jump shock environments	2001-10-07	Paper
On the dependence structure and bounds of correlated parallel queues and their applications to synchronized stochastic systems	2001-07-12	Paper
Ageing first-passage times of Markov processes: a matrix approach	2001-01-04	Paper
Stochastic block–monotonicity in the approximation of the stationary distribution of infinite markov chains	2000-01-01	Paper
Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals	1999-11-11	Paper
Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals	1997-06-03	Paper
On the first passage times for Markov processes with monotone convex transition kernels	1995-10-09	Paper
Stochastic Convexity and Concavity of Markov Processes	1994-11-21	Paper
Stochastic equivalence of ordered random variables with applications in reliability theory	1994-11-06	Paper
Stochastic majorization of stochastically monotone families of random variables	1994-04-06	Paper

Research outcomes over time

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