| Publication | Date of Publication | Type |
|---|
Max-Linear Competing Factor Models
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
Journal of the American Statistical Association | 2024-07-05 | Paper |
| Extreme Limit Theory of Competing Risks under Power Normalization | 2023-05-04 | Paper |
An extended sparse max-linear moving model with application to high-frequency financial data
Statistical Theory and Related Fields | 2023-03-07 | Paper |
On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
Statistical Theory and Related Fields | 2023-03-07 | Paper |
Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
Statistical Theory and Related Fields | 2023-03-07 | Paper |
New extreme value theory for maxima of maxima
Statistical Theory and Related Fields | 2023-03-07 | Paper |
Max-linear regression models with regularization
Journal of Econometrics | 2021-03-24 | Paper |
Maximum independent component analysis with application to EEG data
Statistical Science | 2021-01-12 | Paper |
Nonparametric estimation of copula regression models with discrete outcomes
Journal of the American Statistical Association | 2020-10-28 | Paper |
Valuation of guaranteed unitized participating life insurance under MEGB2 distribution
Discrete Dynamics in Nature and Society | 2020-02-18 | Paper |
Hierarchical time-varying mixed-effects models in high-dimensional time series and longitudinal data studies
Journal of Nonparametric Statistics | 2019-08-12 | Paper |
Modeling maxima with autoregressive conditional Fréchet model
Journal of Econometrics | 2019-04-26 | Paper |
Mark to market value at risk
Journal of Econometrics | 2019-04-26 | Paper |
Valuation of guaranteed unitized participating life insurance under GEV distribution
Statistics and Its Interface | 2018-09-27 | Paper |
Stochastic tail index model for high frequency financial data with Bayesian analysis
Journal of Econometrics | 2018-06-21 | Paper |
A peak-over-threshold search method for global optimization
Automatica | 2018-06-14 | Paper |
Marked point process adjusted tail dependence analysis for high-frequency financial data
Statistics and Its Interface | 2018-05-08 | Paper |
Semiparametric Dynamic Max-Copula Model for Multivariate Time Series
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-03-13 | Paper |
Sure explained variability and independence screening
Journal of Nonparametric Statistics | 2018-01-05 | Paper |
Test for bandedness of high-dimensional precision matrices
Journal of Nonparametric Statistics | 2018-01-05 | Paper |
Random threshold driven tail dependence measures with application to precipitation data analysis
STATISTICA SINICA | 2017-04-18 | Paper |
Copula structured M4 processes with application to high-frequency financial data
Journal of Econometrics | 2016-09-06 | Paper |
Intrinsically weighted means and non-ergodic marked point processes
Annals of the Institute of Statistical Mathematics | 2016-02-23 | Paper |
Efficient estimation and particle filter for max-stable processes
Journal of Time Series Analysis | 2014-11-20 | Paper |
Robust-BD estimation and inference for varying-dimensional general linear models
STATISTICA SINICA | 2014-04-29 | Paper |
Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
The Annals of Applied Statistics | 2014-03-28 | Paper |
Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
The Annals of Applied Statistics | 2014-03-28 | Paper |
Asymptotic independence of correlation coefficients with application to testing hypothesis of independence
Electronic Journal of Statistics | 2013-05-28 | Paper |
Sparse moving maxima models for tail dependence in multivariate financial time series
Journal of Statistical Planning and Inference | 2013-02-28 | Paper |
Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
Journal of the American Statistical Association | 2012-11-09 | Paper |
| Intrinsically Weighted Means of Marked Point Processes | 2012-10-04 | Paper |
Asymptotic theory for fractionally integrated asymmetric power ARCH models
Journal of Statistical Planning and Inference | 2012-09-18 | Paper |
Regularized estimation of hemodynamic response function for fMRI data
Statistics and Its Interface | 2012-08-18 | Paper |
Penalized Bregman divergence estimation via coordinate descent
Journal of the Iranian Statistical Society JIRSS | 2012-08-07 | Paper |
An extension of max autoregressive models
Statistics and Its Interface | 2011-12-01 | Paper |
A generalized beta copula with applications in modeling multivariate long-tailed data
Insurance Mathematics & Economics | 2011-08-02 | Paper |
On approximating max-stable processes and constructing extremal copula functions
Statistical Inference for Stochastic Processes | 2011-02-15 | Paper |
A New Class of Tail-dependent Time-Series Models and Its Applications in Financial Time Series
Advances in Econometrics | 2010-06-30 | Paper |
On the estimation and application of max-stable processes
Journal of Statistical Planning and Inference | 2010-02-26 | Paper |
The estimation of M4 processes with geometric moving patterns
Annals of the Institute of Statistical Mathematics | 2009-11-23 | Paper |
Extremal financial risk models and portfolio evaluation
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
Asymptotically (in)dependent multivariate maxima of moving maxima process
Extremes | 2008-06-18 | Paper |
Quotient correlation: a sample based alternative to Pearson's correlation
The Annals of Statistics | 2008-04-23 | Paper |
| scientific article; zbMATH DE number 5226495 (Why is no real title available?) | 2008-01-14 | Paper |
| The distribution character and repairable probability for a system suffering delayed random damage | 2007-11-20 | Paper |
The behavior of multivariate maxima of moving maxima processes
Journal of Applied Probability | 2005-04-04 | Paper |
| scientific article; zbMATH DE number 853081 (Why is no real title available?) | 1996-07-04 | Paper |
| scientific article; zbMATH DE number 621941 (Why is no real title available?) | 1995-05-02 | Paper |
