"Functional linear regression with mixed predictors", (With Daren Wang, Yi Yu, Rebecca Willet), Journal of Machine Learning Research, 23, 2022
"Risk analysis via generalized Pareto distributions", (With Yi He, Liang Peng, Dabao Zhang), Journal of Business & Economic Statistics, 40, 2022
"Modeling multivariate time series with copula-linked univariate D-vines", (With Peng Shi, Zhengjun Zhang), Journal of Business & Economic Statistics, 40, 2022
"Modelling the COVID-19 infection trajectory: A piecewise linear quantile trend model", (With Feiyu Jiang, Xiaofeng Shao), Journal of the Royal Statistical Society - Series B, 84, 2022
"Change-point detection for sparse and dense functional data in general dimensions", (With Carlos Padilla, Daren Wang, Yi Yu), Advances in Neural Information Processing Systems
"Segmenting time series via self-normalization", (With Feiyu Jiang, Xiaofeng Shao), Journal of the Royal Statistical Society: Series B - Accepted (awaiting publication)
"Statistically and computationally efficient change point localization in regression settings", (With Daren Wang, Kevin Lin, Rebecca Willet), Journal of Machine Learning Research, 22, 2021
"Alternating dynamic programming for multiple epidemic change-point estimation", (With Chun Yip Yau), Journal of Computational and Graphical Statistics, 30
"Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims", (With Peng Shi), Annals of Applied Statistics, 14, 2020
"Knowledge learning of insurance risks using dependence models", (With Shi Peng, Xiaoping Feng), INFORMS Journal on Computing, 33
"Dynamic bivariate Peak over Threshold model for joint tail risk dynamics of financial markets", Journal of Business & Economic Statistics, 39
"Modeling maxima with Autoregressive conditional Frechet model", (With Zhengjun Zhang, Rong Chen), Journal of Econometrics, 207, 2018
"Semi-parametric dynamic max-copula model for multivariate time series", (With Zhengjun Zhang), Journal of the Royal Statistical Society - Series B, 80, 2018
"Inference for multiple change-points in time series via likelihood ratio scan statistics", (With Chunyip Yau), Journal of the Royal Statistical Society - Series B, 78, 2016
"Regressor and disturbance have moments of all order, least squares estimator has none", (With Kenneth West), Statistics & Probability Letters, 115, 2016