Department of Statistics
University of Wisconsin
Madison, WI 53706

Some Highlights in Diversified Areas
    --- for a complete updated list of papers click here

Contributions in Fundamental Statistical Concepts and Tools (updated on Feb. 28, 2018):
  • The introduction of quotient correlation and tail quotient correlation coefficient (TQCC)  [7, 44]. 
  • The introdcution of the generalized measures of correlation (GMC) [12, 34].
  • Testing hypothesis of independence (R.A.C.E test) [36].
  • New time series models [16, 28, 47, 54].
  • New copula constructions: from the sectional copula to max-linear competing copula to max-copula [1, 6, 43].
  • Risk theory  [3].

Contributions in Financial Enometrics and Risk Management:

  • Financial econometrics [1, 6, 10, 16,  23, 54].
  • Risk management [3, 9, 22, 38, 51].

Contributions in Time Series and Extreme Value Theory:
  • Time series [6, 10, 16, 22, 28, 29, 32, 37, 41, 54].
  • Extreme value theory [10, 16, 20, 22, 28, 29, 36, 37, 41, 43, 45, 47, 51, 52, 54, 56].
 
Contributions in high dimension statistical machine learning and Copula Dependence:
  • High dimension [6, 7, 8, 12, 13, 19, 34, 46].
  • Copula dependence [1, 6, 16, 38, 43].

Contributions in Clinical Trials and medical research:       Medical research [TBA].

Contributions in Big Data:
  • Climate studies [7, 8].

Contributions in Bayesian analysis:
  • Time series [10, 29].

Contributions in industrial engineering:
  • Optimization [2].
  • Simulation [57].

Contributions in virtual currency:
  • Wealth evaluation [4, 5].
  • Digital currency [9].

Contributions in commercial product:
  • Commercial initiatives in USA