Learning block structure in U-statistic based matrices , Biometrika , 2021 , 108(4): 933-946

A joint modeling approach for longitudinal studies , Journal of the Royal Statistical Society Series B-Statistical Methodology , 2015 , 77(1): 219-238

A Moving Average Cholesky Factor Model in Covariance Modeling for Longitudinal Data , Biometrika , 2012 , 99(1): 141-150

Semiparametric Mean-Covariance Regression Analysis for Longitudinal Data , Journal of the American Statistical Association , 2010 , 105(489): 181-193

Joint Network Reconstruction and Community Detec- tion from Rich but Noisy Data , Journal of Computational and Graphical Statistics , 2024 , 33(2): 501-514

Flexible Bayesian Quantile Regression based on the Generalized Asymmetric Huberised-type Distribution , Statistics and Computing , 2024 , 34(5)144

Integrated Subgroup Identification from Multisource Data , Computational Statistics and Data Analysis , 2024 , 193107918

Uncovering block structures in large rectangular matrices , Journal of Multivariate Analysis , 2023 , 198

Spatial rank-based high-dimensional change point detection via random integration , Journal of Multivariate Analysis , 2022 , 189

Marginal quantile regression for varying coefficient models with longitudinal data , Annals of the Institute of Statistical Mathematics , 2020 , (72): 213-234

Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data , Journal of Multivariate Analysis , 2020 , 176: 104580-1-104580-19

Discrete longitudinal data modeling with a mean-correlation regression approach , Statistica Sinica , 2019 , 29: 853-867

Reduced rank modeling for functional regression with functional responses , Journal of Multivariate Analysis , 2019 , 169: 205-217

Smoothing combined estimating equations in quantile regression for longitudinal data , Statistics and Computing , 2014 , 24: 123-136

Penalized high-dimensional M-quantile regression: From L1 to Lp optimization , Canadian Journal of Statistics , 2021 , 49(3): 875-905

Ruin probabilities for the phase-type dual model perturbed by diffusion , Communications in Statistics- Theory and Methods , 2021 , 50(23): 5634-5651

Adaptive banding covariance estimation for high-dimensional multivariate longitudinal data， , Canadian Journal of Statistics , 2021 , 49(3): 906-938

Integrative subgroup analysis for high-dimensional mixed-type multi-response data , Test , 2025 , 34: 151-197

Trajectory Clustering with Adjustment for Time-varying Covariate Effects , Journal of Nonparametric Statistics , 2025 , 37(1): 105-127

Modelling Uncertainty of Responses in Factor Models for Multivariate Ordinal Data , Statistics and Its Interface , 2025 , 18: 117-129

Simultaneous subgroup identification and variable selection for high dimensional data , Computational Statistics , 2024 , 39: 3181-3205

Regression Estimation for Longitudinal Data with Nonignorable Intermittent Nonresponse and Dropout , Communications in Mathematics and Statistics , 2022 , 10: 383-411

Tail Distortion Risk Measure for Portfolio with Multivariate Regularly Variation , Communications in Mathematics and Statistics , 2022 , 10: 263-285

Partially linear functional quantile regression in a reproducing kernel Hilbert space , Journal of Nonparametric Statistics , 2022 , 34(4): 789-803

A robust joint modeling approach for longitudinal data with informative dropouts , Computational Statistics , 2020 , (35): 1759-1783

A joint mean-correlation modeling approach for longitudinal zero-inflated count data , Brazilian Journal of Probability and Statistics , 2020 , 34(1): 35-50

Faster convergence rate for functional linear regression in reproducing kernel Hilbert spaces , Statistics , 2020 , 54(1): 167-181

Bayesian Joint Semiparametric Mean–Covariance Modeling for Longitudinal Data , Communications in Mathematics and Statistics , 2019 , 7(3): 253 -267

Bayesian Nonlinear Quantile Regression Approach for Longitudinal Ordinal Data , Communications in Mathematics and Statistics , 2019 , 7(2): 123-140

Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims , Journal of the Korean Statistical Society , 2012 , 41(1): 87-95