| Publication | Date of Publication | Type |
|---|
Limiting spectral radii for products of Ginibre matrices and their inverses
Journal of Theoretical Probability | 2024-11-05 | Paper |
Asymptotic distributions for likelihood ratio tests for the equality of covariance matrices
Metrika | 2024-03-21 | Paper |
Inference of high quantiles of a heavy-tailed distribution from block data
Statistics | 2023-08-17 | Paper |
Pearson's goodness-of-fit tests for sparse distributions
Journal of Applied Statistics | 2023-07-03 | Paper |
Pearson's goodness-of-fit tests for sparse distributions
Journal of Applied Statistics | 2023-07-03 | Paper |
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
Statistical Papers | 2023-06-19 | Paper |
Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang
Statistical Theory and Related Fields | 2023-03-07 | Paper |
| A new type of results on probabilities of moderate deviations for i.i.d. random variables | 2022-07-07 | Paper |
Empirical likelihood method for complete independence test on high-dimensional data
Journal of Statistical Computation and Simulation | 2022-07-01 | Paper |
Empirical likelihood method for complete independence test on high dimensional data
(available as arXiv preprint) | 2022-01-20 | Paper |
A method for estimating the power of moments
Journal of Inequalities and Applications | 2021-12-15 | Paper |
Limiting spectral radii of circular unitary matrices under light truncation
Journal of Theoretical Probability | 2021-11-17 | Paper |
Limiting empirical spectral distribution for products of rectangular matrices
Journal of Mathematical Analysis and Applications | 2021-06-14 | Paper |
Spectral radii of products of random rectangular matrices
Journal of Theoretical Probability | 2020-10-30 | Paper |
Eigenvalues of large chiral non-Hermitian random matrices
Journal of Mathematical Physics | 2020-03-05 | Paper |
Adjusted empirical likelihood method for the tail index of a heavy-tailed distribution
Statistics & Probability Letters | 2019-09-05 | Paper |
Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors
Annals of the Institute of Statistical Mathematics | 2019-08-13 | Paper |
Maximum penalized likelihood estimation for the endpoint and exponent of a distribution
STATISTICA SINICA | 2019-02-28 | Paper |
Empirical distributions of eigenvalues of product ensembles
Journal of Theoretical Probability | 2019-02-13 | Paper |
On Schott's and Mao's test statistics for independence of normal random vectors
Statistics & Probability Letters | 2018-06-21 | Paper |
Limiting distributions of spectral radii for product of matrices from the spherical ensemble
Journal of Mathematical Analysis and Applications | 2018-03-22 | Paper |
Spectral radii of truncated circular unitary matrices
Journal of Mathematical Analysis and Applications | 2017-11-02 | Paper |
| Inference for Heavy-Tailed Data Analysis | 2017-10-18 | Paper |
Empirical distribution of scaled eigenvalues for product of matrices from the spherical ensemble
Statistics & Probability Letters | 2017-10-06 | Paper |
An extension of theorems of Hechner and Heinkel
Asymptotic Laws and Methods in Stochastics | 2017-07-05 | Paper |
Spectral radii of large non-Hermitian random matrices
Journal of Theoretical Probability | 2017-04-12 | Paper |
| A Simple Point Estimator of the Power of Moments | 2017-03-30 | Paper |
Test for a mean vector with fixed or divergent dimension
Statistical Science | 2016-03-08 | Paper |
Test for a mean vector with fixed or divergent dimension
Statistical Science | 2016-03-08 | Paper |
On the tail index of a heavy tailed distribution
Annals of the Institute of Statistical Mathematics | 2016-01-15 | Paper |
Likelihood ratio tests for high-dimensional normal distributions
Scandinavian Journal of Statistics | 2016-01-08 | Paper |
A characterization of a new type of strong law of large numbers
Transactions of the American Mathematical Society | 2015-11-03 | Paper |
Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
Metrika | 2015-10-14 | Paper |
Empirical likelihood for average derivatives of hazard regression functions
Metrika | 2015-10-14 | Paper |
Empirical likelihood test for high dimensional linear models
Statistics & Probability Letters | 2014-06-05 | Paper |
Jackknife empirical likelihood method for some risk measures and related quantities
Insurance Mathematics & Economics | 2014-04-10 | Paper |
On local polynomial modelling of the additive risk model
Communications in Statistics. Theory and Methods | 2013-07-04 | Paper |
Asymptotic independence of correlation coefficients with application to testing hypothesis of independence
Electronic Journal of Statistics | 2013-05-28 | Paper |
| Jackknife empirical likelihood test for equality of two high dimensional means | 2013-05-13 | Paper |
Jackknife empirical likelihood method for copulas
Test | 2013-04-05 | Paper |
Empirical likelihood confidence intervals for the endpoint of a distribution function
Test | 2012-11-15 | Paper |
Confidence regions for high quantiles of a heavy tailed distribution
The Annals of Statistics | 2012-09-03 | Paper |
Confidence regions for high quantiles of a heavy tailed distribution
The Annals of Statistics | 2012-09-03 | Paper |
On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix
Journal of Multivariate Analysis | 2012-08-24 | Paper |
The convergence rate for the normal approximation of extreme sums
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2012-05-20 | Paper |
Asymptotics for dependent Bernoulli random variables
Statistics & Probability Letters | 2012-05-18 | Paper |
A refinement of the Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers
Journal of Theoretical Probability | 2012-02-13 | Paper |
A class of multivariate copulas with bivariate Fréchet marginal copulas
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Jackknife-blockwise empirical likelihood methods under dependence
Journal of Multivariate Analysis | 2011-10-28 | Paper |
Reduce computation in profile empirical likelihood method
The Canadian Journal of Statistics | 2011-08-16 | Paper |
On the set of limit points of normed sums of geometrically weighted I.I.D. unbounded random variables. II
Stochastic Analysis and Applications | 2011-06-07 | Paper |
Smoothed jackknife empirical likelihood method for tail copulas
Test | 2011-01-22 | Paper |
A generalization of the Strassen converse
Journal of Mathematical Analysis and Applications | 2010-11-22 | Paper |
On the set of limit points of normed sums of geometrically weighted i.i.d. unbounded random variables
Stochastic Analysis and Applications | 2010-10-07 | Paper |
| Chover's law of the iterated logarithm for trimmed sums | 2010-08-14 | Paper |
| Chover's law of the iterated logarithm for weighted sums with application | 2010-08-13 | Paper |
Smoothed jackknife empirical likelihood method for ROC curve
Journal of Multivariate Analysis | 2010-05-05 | Paper |
On the set of limit points of normed sums of geometrically weighted I.I.D. Bounded random variables
Stochastic Analysis and Applications | 2010-02-10 | Paper |
Maximum likelihood estimation of extreme value index for irregular cases
Journal of Statistical Planning and Inference | 2009-07-22 | Paper |
Decomposition of a Schur-constant model and its applications
Insurance Mathematics & Economics | 2009-06-10 | Paper |
Iterated logarithm type behavior for weighted sums of i.i.d. random variables
Statistics & Probability Letters | 2009-03-20 | Paper |
Bootstrap and empirical likelihood methods in extremes
Extremes | 2009-02-28 | Paper |
Strong convergence in nonparametric regression with truncated dependent data
Journal of Multivariate Analysis | 2008-12-10 | Paper |
A Supplement to the Einmahl–Li Results on Two-Sided Iterated Logarithm Type Behavior for I.I.D. Random Variables
Stochastic Analysis and Applications | 2008-11-14 | Paper |
Limit theorems for correlated Bernoulli random variables
Statistics & Probability Letters | 2008-10-30 | Paper |
Bootstrap approximation of tail dependence function
Journal of Multivariate Analysis | 2008-09-10 | Paper |
| A note on compound Poisson distributions | 2008-01-14 | Paper |
| Some results on one-sided iterated logarithm type behavior | 2007-11-12 | Paper |
Partial derivatives and confidence intervals of bivariate tail dependence functions
Journal of Statistical Planning and Inference | 2007-10-26 | Paper |
On asymptotic normality of sequential estimators for branching processes with immigration
Journal of Statistical Planning and Inference | 2007-08-23 | Paper |
Hierarchical structures associated with order functions
Statistics & Probability Letters | 2007-06-26 | Paper |
Limit distribution of the sum and maximum from multivariate Gaussian sequences
Journal of Multivariate Analysis | 2007-03-29 | Paper |
A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2007-03-20 | Paper |
Generalized Law of the Iterated Logarithm and Its Convergence Rate
Stochastic Analysis and Applications | 2007-02-15 | Paper |
Empirical likelihood for average derivatives
Journal of Nonparametric Statistics | 2007-02-14 | Paper |
| Quantile inference for near-integrated autoregressive times series with infinite variance | 2006-05-12 | Paper |
| scientific article; zbMATH DE number 2188837 (Why is no real title available?) | 2005-07-27 | Paper |
Estimating the First- and Second-Order Parameters of a Heavy-Tailed Distribution
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2005-04-15 | Paper |
On sequential estimation for branching processes with immigration.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
A note on asymptotic distribution of products of sums
Statistics & Probability Letters | 2004-10-04 | Paper |
| scientific article; zbMATH DE number 2104313 (Why is no real title available?) | 2004-09-29 | Paper |
| scientific article; zbMATH DE number 2104319 (Why is no real title available?) | 2004-09-29 | Paper |
Limit distributions for products of sums.
Statistics & Probability Letters | 2004-02-14 | Paper |
Chover-type laws of the iterated logarithm for weighted sums.
Statistics & Probability Letters | 2004-02-14 | Paper |
Asymptotic distribution for the sum and maximum of Gaussian processes
Journal of Applied Probability | 2002-05-23 | Paper |
On the one-sided logarithmic law for arrays
Systems Science and Mathematical Sciences | 2001-07-11 | Paper |
| scientific article; zbMATH DE number 1455799 (Why is no real title available?) | 2001-03-29 | Paper |
Almost Sure Convergence in Extreme Value Theory
Mathematische Nachrichten | 2000-03-13 | Paper |
Estimating extreme-value index from records
Chinese Annals of Mathematics. Series B | 1998-12-06 | Paper |
A note on the number of maxima in a discrete sample
Statistics & Probability Letters | 1998-03-08 | Paper |
| scientific article; zbMATH DE number 1054179 (Why is no real title available?) | 1998-02-10 | Paper |
| scientific article; zbMATH DE number 1094093 (Why is no real title available?) | 1998-01-05 | Paper |
A problem on stability of order statistics
Journal of Statistical Planning and Inference | 1997-11-04 | Paper |
| scientific article; zbMATH DE number 1004218 (Why is no real title available?) | 1997-09-24 | Paper |
Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics
Acta Mathematicae Applicatae Sinica. English Series | 1997-09-21 | Paper |
| scientific article; zbMATH DE number 939053 (Why is no real title available?) | 1997-03-23 | Paper |
| scientific article; zbMATH DE number 930128 (Why is no real title available?) | 1997-02-03 | Paper |
| scientific article; zbMATH DE number 913283 (Why is no real title available?) | 1996-12-16 | Paper |
| scientific article; zbMATH DE number 943336 (Why is no real title available?) | 1996-11-07 | Paper |
Convergence rate of distributions of trimmed sums
Chinese Annals of Mathematics. Series B | 1996-10-31 | Paper |
| scientific article; zbMATH DE number 913273 (Why is no real title available?) | 1996-09-24 | Paper |
| scientific article; zbMATH DE number 851568 (Why is no real title available?) | 1996-03-20 | Paper |
| scientific article; zbMATH DE number 700508 (Why is no real title available?) | 1995-05-02 | Paper |
On strong convergence of arrays
Bulletin of the Australian Mathematical Society | 1995-02-26 | Paper |
| scientific article; zbMATH DE number 640519 (Why is no real title available?) | 1995-01-24 | Paper |
| scientific article; zbMATH DE number 647774 (Why is no real title available?) | 1995-01-19 | Paper |
| scientific article; zbMATH DE number 468945 (Why is no real title available?) | 1994-09-18 | Paper |
Some results on covariance of function of order statistics
Statistics & Probability Letters | 1994-03-27 | Paper |
| scientific article; zbMATH DE number 468915 (Why is no real title available?) | 1994-02-17 | Paper |
| scientific article; zbMATH DE number 238330 (Why is no real title available?) | 1993-11-24 | Paper |
Convergence of Pickands-type estimators
Chinese Science Bulletin | 1993-04-01 | Paper |
| scientific article; zbMATH DE number 27277 (Why is no real title available?) | 1992-06-27 | Paper |
| scientific article; zbMATH DE number 27278 (Why is no real title available?) | 1992-06-27 | Paper |
Eigenvalues of Product of Ginibre Ensembles and Their Inverses and that of Truncated Haar Unitary Matrices and Their Inverses
(available as arXiv preprint) | N/A | Paper |
