Elsewhere: [math people] [google] [google scholar]

- Likelihood Ratio Tests for High-Dimensional Normal Distributions. Scandinavian Journal of Statistics 2015. 42:988-1009 .
- Test for a Mean Vector with Fixed or Divergent Dimension. Statistical Science 2014. 29:113-127 .
- Jackknife empirical likelihood test for equality of two high dimensional means. Statistica Sinica 2013. 23:667-690 .
- Asymptotics for dependent Bernoulli random variables. Statistics & Probability Letters 2012. 82:455-463 .
- Reduce computation in profile empirical likelihood method. Canadian Journal of Statistics 2011. 39:370-384 .
- Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. Electronic Journal of Statistics 2011. 5:342-372 .
- On the set of limit points of normed sums of geometrically weighted I.I.D. Unbounded random variables. II. Stochastic Analysis and Applications 2011. 29:486-502 .
- A Refinement of the Kolmogorov–Marcinkiewicz–Zygmund Strong Law of Large Numbers. Journal of Theoretical Probability 2011. 24:1130-1156 .
- Smoothed jackknife empirical likelihood method for ROC curve. Journal of Multivariate Analysis 2010. 101:1520-1531 .
- On the tail index of a heavy tailed distribution. Annals of the Institute of Statistical Mathematics 2010. 62:277-298 .
- On the set of limit points of normed sums of geometrically weighted I.I.D. Unbounded random variables. Stochastic Analysis and Applications 2010. 28:862-883 .
- On the set of limit points of normed sums of geometrically weighted I.I.D. bounded random variables. Stochastic Analysis and Applications 2010. 28:86-102 .
- Maximum likelihood estimation of extreme value index for irregular cases. Journal of Statistical Planning and Inference 2009. 139:3361-3376 .
- Decomposition of a Schur-constant model and its applications. Insurance: Mathematics & Economics 2009. 44:398-408 .
- Iterated logarithm type behavior for weighted sums of i.i.d. random variables. Statistics & Probability Letters 2009. 79:643-651 .
- Joint behavior of point process of exceedances and partial sum from a Gaussian sequence. Metrika 2009. 70:279-295 .
- Empirical likelihood for average derivatives of hazard regression functions. Metrika 2008. 67:93-112 .
- Bootstrap and empirical likelihood methods in extremes. Extremes 2008. 11:81-97 .
- A supplement to the Einmahl-Li results on two-sided iterated logarithm type behavior for I.I.D. random variables. Stochastic Analysis and Applications 2008. 26:1095-1110 .
- Limit theorems for correlated Bernoulli random variables. Statistics & Probability Letters 2008. 78:2339-2345 .
- Limit distribution of the sum and maximum from multivariate Gaussian sequences. Journal of Multivariate Analysis 2007. 98:517-532 .
- Hierarchical structures associated with order functions. Statistics & Probability Letters 2007. 77:525-529 .
- On asymptotic normality of sequential estimators for branching processes with immigration. Journal of Statistical Planning and Inference 2007. 137:2892-2902 .
- Generalized Law of the Iterated Logarithm and Its Convergence Rate . Stochastic Analysis and Applications 2007. 25:89-103 .
- On asymptotic normality of sequential estimators for branching processes with immigration. Journal of Statistical Planning and Inference 2007. 137:2892-2902 .
- Partial derivatives and confidence intervals of bivariate tail dependence functions. Journal of Statistical Planning and Inference 2007. 137:2089-2101 .
- A new calibration method of constructing empirical likelihood-based confidence intervals for the tail index. Australian & New Zealand Journal of Statistics 2006. 48:59-66 .
- Quantile inference for near-integrated autoregressive time series with infinite variance. Statistica Sinica 2006. 16:15-28 .
- Chover's law of the iterated logarithm for trimmed sums. Sankhyā: The Indian Journal of Statistics 2006. 68:488-502 .
- Confidence regions for high quantiles of a heavy tailed distribution. The Annals of Statistics 2006. 34:1964-1986 .
- Chover's law of the iterated logarithm for weighted sums with application. Sankhyā: The Indian Journal of Statistics 2006. 68:45-60 .
- Empirical likelihood for average derivatives. Journal of Nonparametric Statistics 2006. 18:315-331 .
- Estimating the first- and second-order parameters of a heavy-tailed distribution. Australian & New Zealand Journal of Statistics 2004. 46:305-312 .
- Empirical likelihood for the additive risk model. Probability and Mathematical Statistics 2004. 24:419-431 .
- On exact strong laws for sums of multidimensionally indexed random variables. Probability and Mathematical Statistics 2003. 23:305-313 .
- Limit distribution of the sum and maximum from multivariate Gaussian sequences. .
- Limit distributions for products of sums. Statistics & Probability Letters 2003. 62:93-100 .
- Chover-type laws of the iterated logarithm for weighted sums. Statistics & Probability Letters 2003. 65:401-410 .
- Almost sure convergence of the distributional limit theorem for order statistics. Probability and Mathematical Statistics 2003. 23:217-228 .
- On sequential estimation for branching processes with immigration. Stochastic Processes and their Applications 2002. 100:41-51 .
- Almost sure convergence in extreme value theory. Mathematische Nachrichten 1998. 190:43-50 .
- A note on the number of maxima in a discrete sample. Statistics & Probability Letters 1997. 33:373-377 .
- The limit behavior of maxima modulo one and the number of maxima. Statistics & Probability Letters 1997. 32:357-366 .
- A problem on stability of order statistics. Journal of Statistical Planning and Inference 1997. 64:21-25 .
- Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics. Acta Mathematicae Applicatae Sinica / Yingyong Shuxue Xuebao (English Series) 1997. 13:167-175 .
- The law of the iterated logarithm for Hill's estimator (Chinese). Chinese Annals of Mathematics Series A 1993. 14:555-560 .
- Convergence of Pickand's estimator. Kexue Tongbao (Beijing) 1992. 37:295-299 .
- On rates of convergence to normality for trimmed sums (Chinese). Acta Scientiarum Naturalium Universitatis Pekinensis / Beijing Daxue Xuebao Ziran Kexue Ban 1991. 27:526-535 .
- Convergence rate of conditional central limit theorem for interchangeable sequences (Chinese). Acta Scientiarum Naturalium Universitatis Pekinensis / Beijing Daxue Xuebao Ziran Kexue Ban 1991. 27:536-545 .