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

Inference for high‐dimensional linear models with locally stationary error processes , Journal of Time Series Analysis , 2024 , 45: 78-102

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

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

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

A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses , Sankhya-series B-applied and interdisciplinary statistics , 2020 , 82(2): 353-379

An efficient causal structure learning algorithm for linear arbitrarily distributed continuous data , Journal of Supercomputing , 2020 , 76(5): 3355-3363

Too connected to fail- Evidence from a Chinese financial risk spillover network. , China & World Economy , 2020 , 28(6): 78-100

Parsimonious mean-covariance modeling for longitudinal data with ARMA errors , Journal of Systems Science and Complexity--English Series , 2019 , 32: 1675-1692

Second-Order Asymptotics of the Risk Concentration of a Portfolio with Deflated Risks , Mathematical Problems in Engineering , 2018 , 2018: 1-12

Analysis of Relativity Premium in Bonus-Malus System Based on Optimal Linear Method , Mathematical Problems in Engineering , 2014 , 2014: 1-6

Ruin probabilities with insurance and financial risks having an FGM dependence structure , SCIENCE CHINA Mathematics , 2014 , 57(5): 1071-1082

Precise large deviations for generalized dependent compound renewal risk model with consistent variation , Frontiers of Mathematics in China , 2014 , (9): 31-44

The Superiorities of Bayes Linear unbiased Estimator in Multivariate Linear Models , Acta Mathematicae Applicatae Sinica , 2012 , 28(2): 383-394