| Publication | Date of Publication | Type |
|---|
One-sided EP elements in rings with involution
Revista de la Unión Matemática Argentina | 2025-01-20 | Paper |
Block structure-based covariance tensor decomposition for group identification in matrix variables
Statistics & Probability Letters | 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
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
A new risk measure MMVaR: properties and empirical research
Journal of Systems Science and Complexity | 2024-08-29 | Paper |
GBTM: community detection and network reconstruction for noisy and time-evolving data
Information Sciences | 2024-07-23 | Paper |
Finite-horizon estimation for 2-D systems with time-correlated multiplicative noises: a recursive iterative coupled estimator design
International Journal of Robust and Nonlinear Control | 2024-07-23 | Paper |
A mechanism-based method for image inpainting
Applied Mathematics Letters | 2024-07-10 | Paper |
Multicriteria ABC inventory classification using a group decision making method with individual preferences
Asia-Pacific Journal of Operational Research | 2024-05-28 | Paper |
Applied regression analysis of correlations for correlated data
The Annals of Applied Statistics | 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
Computational Statistics and Data Analysis | 2023-11-28 | Paper |
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Insurance Mathematics & Economics | 2023-07-18 | Paper |
Information criteria for latent factor models: a study on factor pervasiveness and adaptivity
Journal of Econometrics | 2023-03-03 | Paper |
Regression estimation for longitudinal data with nonignorable intermittent nonresponse and dropout
Communications in Mathematics and Statistics | 2022-09-22 | Paper |
Penalized high-dimensional M-quantile regression: from \(L^1\) to \(L^p\) optimization
The Canadian Journal of Statistics | 2022-08-02 | Paper |
Adaptive banding covariance estimation for high‐dimensional multivariate longitudinal data
The Canadian Journal of Statistics | 2022-08-02 | Paper |
Tail distortion risk measure for portfolio with multivariate regularly variation
Communications in Mathematics and Statistics | 2022-05-25 | Paper |
Ruin probabilities for the phase-type dual model perturbed by diffusion
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Statistical inference for tail-based cumulative residual entropy
Insurance Mathematics & Economics | 2022-03-10 | Paper |
Spatial rank-based high-dimensional change point detection via random integration
Journal of Multivariate Analysis | 2022-03-01 | Paper |
| Port Selection for Fluid Antenna Systems | 2022-01-14 | Paper |
| Risk measurement and backtesting of financial market based on E-GAS-AST model | 2021-12-17 | Paper |
ESTIMATION OF HIGH CONDITIONAL TAIL RISK BASED ON EXPECTILE REGRESSION
ASTIN Bulletin | 2021-09-24 | Paper |
| \({L_p}\) quantile regression with realized measure | 2021-07-01 | Paper |
A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses
Sankhyā. Series B | 2021-05-03 | Paper |
| On the Sparre Andersen dual model perturbed by diffusion | 2021-01-14 | Paper |
A joint mean-correlation modeling approach for longitudinal zero-inflated count data
Brazilian Journal of Probability and Statistics | 2020-05-13 | Paper |
Parsimonious mean-covariance modeling for longitudinal data with ARMA errors
Journal of Systems Science and Complexity | 2020-01-20 | Paper |
Bayesian joint semiparametric mean-covariance modeling for longitudinal data
Communications in Mathematics and Statistics | 2019-10-10 | Paper |
Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory
Communications in Mathematics and Statistics | 2019-05-31 | Paper |
Mark to market value at risk
Journal of Econometrics | 2019-04-26 | Paper |
Analysis of relativity premium in bonus-malus system based on optimal linear method
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Second-order asymptotics of the risk concentration of a portfolio with deflated risks
Mathematical Problems in Engineering | 2019-02-08 | Paper |
| A uniform asymptotic estimate for ruin probability of a discrete-time risk model with subexponential innovations | 2018-05-25 | Paper |
The superiorities of Bayes linear unbiased estimator in multivariate linear models
Acta Mathematicae Applicatae Sinica. English Series | 2017-02-14 | Paper |
| scientific article; zbMATH DE number 6612097 (Why is no real title available?) | 2016-08-10 | Paper |
Precise large deviations for generalized dependent compound renewal risk model with consistent variation
Frontiers of Mathematics in China | 2015-02-27 | Paper |
Ruin probabilities with insurance and financial risks having an FGM dependence structure
Science China. Mathematics | 2014-12-02 | Paper |
Precise large deviations for random sums of END random variables with dominated variation
ISRN Applied Mathematics | 2014-11-11 | Paper |
Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims
Journal of the Korean Statistical Society | 2014-09-26 | Paper |
Approximations of the tail probability of the product of dependent extremal random variables and applications
Insurance Mathematics & Economics | 2014-04-15 | Paper |
| Asymptotic ruin probabilities for proportional investment under interest force with regularly-varying-tailed and independent claims | 2014-02-28 | Paper |
On local asymptotics for a heavy-tailed random walk maximum with applications in insurance and queueing theory
Journal of University of Science and Technology of China | 2013-11-19 | Paper |
The superiorities of Bayes linear unbiased estimation in partitioned linear model
Journal of Systems Science and Complexity | 2013-08-02 | Paper |
Large deviation of a perturbed risk model with heavy-tailed claims and variable premium rates
Journal of University of Science and Technology of China | 2012-10-05 | Paper |
Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
Journal of Mathematical Analysis and Applications | 2011-02-09 | Paper |
| scientific article; zbMATH DE number 5794256 (Why is no real title available?) | 2010-10-01 | Paper |
A wide class of heavy-tailed distributions and its applications
Frontiers of Mathematics in China | 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
Statistics & Probability Letters | 2007-06-26 | Paper |
On the behavior of the product of independent random variables
Science in China. Series A | 2007-01-24 | Paper |
Finite time ruin probability with heavy-tailed insurance and financial risks
Statistics & Probability Letters | 2006-10-25 | Paper |
| scientific article; zbMATH DE number 2109044 (Why is no real title available?) | 2004-10-21 | Paper |
