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  • 陈昱
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  • cyu@ustc.edu.cn
  • 统计与金融系
  • 概率与统计
English
  • Joint Network Reconstruction and Community Detec- tion from Rich but Noisy Data , Journal of Computational and Graphical Statistics , 2024 , 33(2): 501-514
  • Information criteria for latent factor models: A study on factor pervasiveness and adaptivity , Journal of Econometrics , 2023 , 233: 237-250
  • Modeling Tail Index With Autoregressive Conditional Pareto Model , Journal of Business & Economic Statistics , 2022 , 40(1): 458-466
  • Mark to market value at risk , Journal of Econometrics , 2019 , 208: 299-321
  • SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting , Journal of Multivariate Analysis , 2025 , 207
  • An Extreme Worst-Case Risk Measure by Expectile , Advances in Applied Probability , 2024 , 56(4): 1195-1214
  • Inference for high-dimensional linear models with locally stationary error processes , Journal of Time Series Analysis , 2024 , 45(1): 78-102
  • Estimation of Banded Time-Varying Precision Matrix Based on SCAD And Group Lasso , Computational Statistics and Data Analysis , 2024 , 198107849
  • Inference for high‐dimensional linear models with locally stationary error processes , Journal of Time Series Analysis , 2024 , 45: 78-102
  • Integrated Subgroup Identification from Multisource Data , Computational Statistics and Data Analysis , 2024 , 193107918
  • statistical inference for extreme extremile in heavy -tailed heteroscedastic regression model , Insurance: Mathematics and Economics , 2023 , (111)Pages 142-162
  • Uncovering block structures in large rectangular matrices , Journal of Multivariate Analysis , 2023 , 198
  • Statistical inference for tail-based cumulative residual entropy , Insurance: Mathematics and Economics , 2022 , 103: 66-95
  • Spatial rank-based high-dimensional change point detection via random integration , Journal of Multivariate Analysis , 2022 , 189
  • Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data , Journal of Multivariate Analysis , 2020 , 176: 104580-1-104580-19
  • Approximations of the tail probability of the product of dependent extremal random variables and applications , Insurance: Mathematics and Economics , 2013 , 53(1): 169-178
  • GBTM: Community detection and network reconstruction for noisy and time-evolving data , Information Sciences , 2024 , 679121069
  • Inventory and financing decisions in cross-border e-commerce: The financing and information roles of a bonded warehouse , Expert Systems With Applications , 2024 , 238121639
  • Extreme behaviors of the tail Gini-type variability measures , Probability in the Engineering and Informational Sciences , 2023 , 37(4): 928-942
  • Modeling maxima with regime switching Frechet model , Journal of Risk , 2022 , 25(2): 1-19
  • 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
  • Estimation Of High Conditional Tail Risk Based On Expectile Regression , Astin Bulletin , 2021 , 51(2): 539-570
  • Penalized high-dimensional M-quantile regression: From L1 to Lp optimization , Canadian Journal of Statistics , 2021 , 49(3): 875-905
  • Tail Distortion Risk Measure for Portfolio with Multivariate Regularly Variation , Communications in Mathematics and Statistics , 2022 , 10: 263-285
  • Regression Estimation for Longitudinal Data with Nonignorable Intermittent Nonresponse and Dropout , Communications in Mathematics and Statistics , 2022 , 10: 383-411
  • Solvency contagion risk in the Chinese commercial banks' network , Physica A: Statistical Mechanics and its Applications , 2021 , 580
  • A joint mean-correlation modeling approach for longitudinal zero-inflated count data , Brazilian Journal of Probability and Statistics , 2020 , 34(1): 35-50
  • Bayesian Joint Semiparametric Mean–Covariance Modeling for Longitudinal Data , Communications in Mathematics and Statistics , 2019 , 7(3): 253 -267
  • Extensions of Breiman’s Theorem of Product of Dependent Random Variables with Applications to Ruin Theory , Communications in Mathematics and Statistics , 2019 , 7(1): 1-23
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