| Publication | Date of Publication | Type |
|---|
| One-sided EP elements in rings with involution | 2025-01-20 | Paper |
| Block structure-based covariance tensor decomposition for group identification in matrix variables | 2024-12-09 | Paper |
| Private set operations from multi-query reverse private membership test | 2024-11-12 | Paper |
| Modeling Tail Index With Autoregressive Conditional Pareto Model | 2024-10-17 | Paper |
| A new risk measure MMVaR: properties and empirical research | 2024-08-29 | Paper |
| GBTM: community detection and network reconstruction for noisy and time-evolving data | 2024-07-23 | Paper |
| Finite-horizon estimation for 2-D systems with time-correlated multiplicative noises: a recursive iterative coupled estimator design | 2024-07-23 | Paper |
| A mechanism-based method for image inpainting | 2024-07-10 | Paper |
| Multicriteria ABC inventory classification using a group decision making method with individual preferences | 2024-05-28 | Paper |
| Applied regression analysis of correlations for correlated data | 2024-04-15 | Paper |
| Adding Linkability to Ring Signatures with One-Time Signatures | 2024-03-14 | Paper |
| Estimation of banded time-varying precision matrix based on SCAD and group Lasso | 2023-11-28 | Paper |
| Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model | 2023-07-18 | Paper |
| Information criteria for latent factor models: a study on factor pervasiveness and adaptivity | 2023-03-03 | Paper |
| Regression estimation for longitudinal data with nonignorable intermittent nonresponse and dropout | 2022-09-22 | Paper |
| Penalized high‐dimensional M‐quantile regression: From L1 to Lp optimization | 2022-08-02 | Paper |
| Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data | 2022-08-02 | Paper |
| Tail distortion risk measure for portfolio with multivariate regularly variation | 2022-05-25 | Paper |
| Ruin probabilities for the phase-type dual model perturbed by diffusion | 2022-05-25 | Paper |
| Statistical inference for tail-based cumulative residual entropy | 2022-03-10 | Paper |
| Spatial rank-based high-dimensional change point detection via random integration | 2022-03-01 | Paper |
| Port Selection for Fluid Antenna Systems | 2022-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5017296 | 2021-12-17 | Paper |
| ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION | 2021-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4996468 | 2021-07-01 | Paper |
| A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses | 2021-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5143679 | 2021-01-14 | Paper |
| A joint mean-correlation modeling approach for longitudinal zero-inflated count data | 2020-05-13 | Paper |
| Parsimonious mean-covariance modeling for longitudinal data with ARMA errors | 2020-01-20 | Paper |
| Bayesian joint semiparametric mean-covariance modeling for longitudinal data | 2019-10-10 | Paper |
| Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory | 2019-05-31 | Paper |
| Mark to market value at risk | 2019-04-26 | Paper |
| Analysis of relativity premium in bonus-malus system based on optimal linear method | 2019-02-08 | Paper |
| Second-order asymptotics of the risk concentration of a portfolio with deflated risks | 2019-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4641095 | 2018-05-25 | Paper |
| The superiorities of Bayes linear unbiased estimator in multivariate linear models | 2017-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2993470 | 2016-08-10 | Paper |
| Precise large deviations for generalized dependent compound renewal risk model with consistent variation | 2015-02-27 | Paper |
| Ruin probabilities with insurance and financial risks having an FGM dependence structure | 2014-12-02 | Paper |
| Precise large deviations for random sums of END random variables with dominated variation | 2014-11-11 | Paper |
| Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims | 2014-09-26 | Paper |
| Approximations of the tail probability of the product of dependent extremal random variables and applications | 2014-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5399990 | 2014-02-28 | Paper |
| On local asymptotics for a heavy-tailed random walk maximum with applications in insurance and queueing theory | 2013-11-19 | Paper |
| The superiorities of Bayes linear unbiased estimation in partitioned linear model | 2013-08-02 | Paper |
| Large deviation of a perturbed risk model with heavy-tailed claims and variable premium rates | 2012-10-05 | Paper |
| Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation | 2011-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4932061 | 2010-10-01 | Paper |
| A wide class of heavy-tailed distributions and its applications | 2008-03-31 | Paper |
| Behaviors of the product of independent random variables | 2007-11-20 | Paper |
| Large deviations for random sums of negatively dependent random variables with consistently varying tails | 2007-06-26 | Paper |
| On the behavior of the product of independent random variables | 2007-01-24 | Paper |
| Finite time ruin probability with heavy-tailed insurance and financial risks | 2006-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4821671 | 2004-10-21 | Paper |
