Yu Chen

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Applied regression analysis of correlations for correlated data	2024-04-15	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 L^p 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
https://portal.mardi4nfdi.de/entity/Q2860220	2013-11-19	Paper
The superiorities of Bayes linear unbiased estimation in partitioned linear model	2013-08-02	Paper
https://portal.mardi4nfdi.de/entity/Q2918057	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
https://portal.mardi4nfdi.de/entity/Q5427457	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

Research outcomes over time

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This page was built for person: Yu Chen