Thomas Fung

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Modelling and estimation for bivariate financial returns	2024-07-19	Paper
A theorem on the asymptotics of skew-normal type integrals	2024-07-09	Paper
On familywise error rate cutoffs under pairwise exchangeability	2023-07-25	Paper
Tail asymptotics for the bivariate skew normal in the general case	2022-10-03	Paper
Consistent second-order discrete kernel smoothing using dispersed Conway-Maxwell-Poisson kernels	2022-05-10	Paper
Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case	2021-11-12	Paper
Tail asymptotics for the bivariate equi-skew Variance-Gamma distribution	2020-10-12	Paper
The deviance information criterion in comparison of normal mixing models	2019-07-16	Paper
Quantile function expansion using regularly varying functions	2019-04-26	Paper
Contaminated variance-mean mixing model	2018-11-02	Paper
Tail asymptotics for the bivariate skew normal	2015-12-23	Paper
Tail dependence convergence rate for the bivariate skew normal under the equal-skewness condition	2015-02-20	Paper
Convergence rate to a lower tail dependence coefficient of a skew-\(t\) distribution	2014-06-04	Paper
https://portal.mardi4nfdi.de/entity/Q5401247	2014-03-12	Paper
Autocorrelation functions	2013-06-21	Paper
The bivariate normal copula function is regularly varying	2011-10-28	Paper
Tail dependence and skew distributions	2011-04-28	Paper
Tail dependence for two skew \(t\) distributions	2010-05-05	Paper
Extending the multivariate generalised \(t\) and generalised \(VG\) distributions	2009-11-27	Paper
A characterisation of scale mixtures of the uniform distribution	2008-11-25	Paper
Tailweight, quantiles and kurtosis: A study of competing distributions	2007-10-30	Paper
Continuity corrections for integer-valued saddlepoint approximations	2006-08-04	Paper

Research outcomes over time

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