| Publication | Date of Publication | Type |
|---|
Estimation of extreme conditional expectile via tail risk transition from intermediate quantile
Statistics and Its Interface | 2026-04-28 | Paper |
Decoupling systemic risk into endopathic and exopathic competing risks through autoregressive conditional accelerated Fréchet model
Statistica Sinica | 2025-10-08 | Paper |
Estimating extreme value index by subsampling for massive datasets with heavy-tailed distributions
Statistics and Its Interface | 2025-04-28 | Paper |
Extreme Quantile Estimation for Autoregressive Models
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Uniform Test for Predictive Regression With AR Errors
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Application of autoregressive tail-index model to China's stock market
Statistical Theory and Related Fields | 2023-03-07 | Paper |
| scientific article; zbMATH DE number 7590337 (Why is no real title available?) | 2022-09-22 | Paper |
Adapting the Hill estimator to distributed inference: dealing with the bias
Extremes | 2022-07-26 | Paper |
Inference for the Lee-Carter model with an AR(2) process
Methodology and Computing in Applied Probability | 2022-07-07 | Paper |
Extreme Quantile Estimation Based on the Tail Single-index Model
STATISTICA SINICA | 2022-03-30 | Paper |
Distributed inference for the extreme value index
Biometrika | 2022-02-15 | Paper |
Exponents of Jacobians of graphs and regular matroids
(available as arXiv preprint) | 2021-03-01 | Paper |
| Exponents of Jacobians of graphs and regular matroids | 2021-03-01 | Paper |
| Ulam sets in new settings | 2021-02-05 | Paper |
Ulam sets in new settings
(available as arXiv preprint) | 2021-02-05 | Paper |
| Ehrhart-Equivalence, Equidecomposability, and Unimodular Equivalence of Integral Polytopes | 2021-01-21 | Paper |
Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas
Science China. Mathematics | 2020-04-01 | Paper |
Bias-corrected inference for a modified Lee-Carter mortality model
ASTIN Bulletin | 2019-05-29 | Paper |
| Estimation of extreme conditional quantiles | 2017-07-04 | Paper |
The impact of competition on prices with numerous firms
Journal of Economic Theory | 2016-09-06 | Paper |
Extreme value index estimator using maximum likelihood and moment estimation
Communications in Statistics: Theory and Methods | 2016-07-15 | Paper |
On the probability of being maximal
Australian & New Zealand Journal of Statistics | 2016-06-01 | Paper |
Bias reduction for endpoint estimation
Extremes | 2016-01-22 | Paper |
Empirical likelihood test for causality of bivariate AR(1) processes
Econometric Theory | 2014-09-05 | Paper |
Weak convergence of the empirical mean excess process with application to estimate the negative tail index
Methodology and Computing in Applied Probability | 2014-08-15 | Paper |
Tail index of an AR(1) model with ARCH(1) errors
Econometric Theory | 2014-06-20 | Paper |
A note on tail dependence regression
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Estimation of Extreme Conditional Quantiles Through Power Transformation
Journal of the American Statistical Association | 2013-11-11 | Paper |
Estimation of high conditional quantiles for heavy-tailed distributions
Journal of the American Statistical Association | 2013-01-31 | Paper |
Empirical likelihood confidence intervals for the endpoint of a distribution function
Test | 2012-11-15 | Paper |
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
The Annals of Statistics | 2012-09-03 | Paper |
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
The Annals of Statistics | 2012-09-03 | Paper |
Toward a unified interval estimation of autoregressions
Econometric Theory | 2012-06-11 | Paper |
Estimation for the generalized Pareto distribution using maximum likelihood and goodness of fit
Communications in Statistics: Theory and Methods | 2011-07-20 | Paper |
Fuzzy complex value measure and fuzzy complex value measurable function
Advances in Soft Computing | 2011-03-02 | Paper |
The intuitionistic anti-fuzzy subgroup in group G.
Advances in Soft Computing | 2011-03-02 | Paper |
Bias reduction for high quantiles
Journal of Statistical Planning and Inference | 2010-06-03 | Paper |
Pitfalls in using Weibull tailed distributions
Journal of Statistical Planning and Inference | 2010-04-14 | Paper |
Comparing extreme models when the sign of the extreme value index is known
Statistics & Probability Letters | 2010-04-01 | Paper |
| Anti-fuzzy rough subgroup. | 2009-11-11 | Paper |
Goodness-of-fit test for tail copulas modeled by elliptical copulas
Statistics & Probability Letters | 2009-04-14 | Paper |
Does bias reduction with external estimator of second order parameter work for endpoint?
Journal of Statistical Planning and Inference | 2009-04-08 | Paper |
Testing asymptotic independence in bivariate extremes
Journal of Statistical Planning and Inference | 2009-03-20 | Paper |
| scientific article; zbMATH DE number 5492366 (Why is no real title available?) | 2009-01-15 | Paper |
On testing extreme value conditions
Extremes | 2007-12-16 | Paper |
Tail approximations to the density function in EVT
Extremes | 2007-12-16 | Paper |
Approximations to the tail empirical distribution function with application to testing extreme value conditions
Journal of Statistical Planning and Inference | 2006-08-14 | Paper |
Weighted least squares estimation of the extreme value index
Statistics & Probability Letters | 2006-06-16 | Paper |
On large deviation for extremes.
Statistics & Probability Letters | 2004-02-14 | Paper |
| scientific article; zbMATH DE number 1995549 (Why is no real title available?) | 2003-10-22 | Paper |
Segment explicit-implicit difference method on nonuniform mesh for parabolic equation with discontinuous coefficients<sup>∗</sup>
International Journal of Computer Mathematics | 1998-01-01 | Paper |
| scientific article; zbMATH DE number 1043082 (Why is no real title available?) | 1997-10-07 | Paper |
| scientific article; zbMATH DE number 4218510 (Why is no real title available?) | 1997-01-01 | Paper |
| scientific article; zbMATH DE number 4084923 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4035058 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 4078700 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 4100543 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3890662 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3856334 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3740996 (Why is no real title available?) | 1981-01-01 | Paper |
