Paper Publications

• [11]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.
• [12]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.
• [13]An efficient causal structure learning algorithm for linear arbitrarily distributed continuous data, Journal of Supercomputing, 2020, 76(5): 3355-3363.
• [14]Too connected to fail? Evidence from a Chinese financial risk spillover network., China & World Economy, 2020, 28(6): 78-100.
• [15]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.
• [16]Parsimonious mean-covariance modeling for longitudinal data with ARMA errors, Journal of Systems Science and Complexity--English Series, 2019, 32: 1675-1692.
• [17]Second-Order Asymptotics of the Risk Concentration of a Portfolio with Deflated Risks, Mathematical Problems in Engineering, 2018, 2018: 1-12.
• [18]The Superiorities of Bayes Linear unbiased Estimator in Multivariate Linear Models, Acta Mathematicae Applicatae Sinica, 2012, 28(2): 383-394.
• [19]The Superiorities of Bayes Linear Unbiased Estimation in Partitioned Linear model, Journal of Systems Science and Complexity--English Series, 2011, 24(24): 945-954.
• [20]Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation, Journal of Mathematical Analysis and Applications, 2011, 376(1): 365-372.