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A Moving Average Cholesky Factor Model in Covariance Modeling for Longitudinal Data
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Penalized high-dimensional M-quantile regression: From L1 to Lp optimization
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Ruin probabilities for the phase-type dual model perturbed by diffusion
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Regression Estimation for Longitudinal Data with Nonignorable Intermittent Nonresponse and Dropout
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Tail Distortion Risk Measure for Portfolio with Multivariate Regularly Variation
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Partially linear functional quantile regression in a reproducing kernel Hilbert space
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A joint mean-correlation modeling approach for longitudinal zero-inflated count data
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Bayesian Joint Semiparametric Mean–Covariance Modeling for Longitudinal Data
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Bayesian Nonlinear Quantile Regression Approach for Longitudinal Ordinal Data
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Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims
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Distributed Partially Linear Additive Models With a High Dimensional Linear Part
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A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses
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Second-Order Asymptotics of the Risk Concentration of a Portfolio with Deflated Risks
, Mathematical Problems in Engineering
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Precise large deviations for generalized dependent compound renewal risk model with consistent variation
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