The following pages link to Haijun Li (Q170911):
Displaying 50 items.
- Tail risk of multivariate regular variation (Q429988) (← links)
- Extreme value properties of multivariate \(t\) copulas (Q626284) (← links)
- Tail dependence comparison of survival Marshall-Olkin copulas (Q937162) (← links)
- Nonlinear constitutive behavior of ferroelectric materials (Q948540) (← links)
- Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
- Tail dependence for multivariate copulas and its monotonicity (Q998294) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
- Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals (Q1283847) (← links)
- Stochastic equivalence of ordered random variables with applications in reliability theory (Q1336927) (← links)
- Association of multivariate phase-type distributions, with applications to shock models. (Q1423110) (← links)
- Directionally convex comparison of correlated first passage times (Q1610842) (← links)
- Preface: Special issue in memory of Moshe Shaked (Q1617319) (← links)
- Operator tail dependence of copulas (Q1617333) (← links)
- On the first passage times for Markov processes with monotone convex transition kernels (Q1899266) (← links)
- Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals (Q1907830) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- Extremal dependence of copulas: a tail density approach (Q1931856) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Dependence properties and bounds for ruin probabilities in multivariate compound risk models (Q2370525) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- Stochastic comparison of age-dependent block replacement policies (Q2433246) (← links)
- Tail distortion risk and its asymptotic analysis (Q2444711) (← links)
- Asymptotic analysis of simultaneous damages in spatial Boolean models (Q2449392) (← links)
- Opportunistic maintenance for multi-component shock models (Q2474558) (← links)
- Greedy algorithm for the general multidimensional knapsack problem (Q2480198) (← links)
- Multivariate risk model of phase type (Q2485539) (← links)
- Hybrid characteristics of heterogeneous traffic flow mixed with electric vehicles considering the amplitude of acceleration and deceleration (Q2689687) (← links)
- On the dependence structure and bounds of correlated parallel queues and their applications to synchronized stochastic systems (Q2725298) (← links)
- Stochastic processes in reliability (Q2734972) (← links)
- Majorization of weighted trees: A new tool to study correlated stochastic systems (Q2757638) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- Conditional tail expectations for multivariate phase-type distributions (Q3367750) (← links)
- Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049) (← links)
- Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence (Q3518482) (← links)
- Markov Repairable Systems with History-Dependent Up and Down States (Q3548760) (← links)
- On the Coordinated Random Group Replacement Policy in Multivariate Repairable Systems (Q3637439) (← links)
- (Q3641363) (← links)
- Stochastic majorization of stochastically monotone families of random variables (Q4278397) (← links)
- Stochastic Convexity and Concavity of Markov Processes (Q4302598) (← links)
- Ageing first-passage times of Markov processes: a matrix approach (Q4339242) (← links)
- Stochastic block–monotonicity in the approximation of the stationary distribution of infinite markov chains (Q4484849) (← links)
- Stochastic models for dependent life lengths induced by common pure jump shock environments (Q4519107) (← links)
- (Q4663898) (← links)
- (Q4672456) (← links)
- Imperfect repair models with preventive maintenance (Q4819514) (← links)
- Asymptotic Analysis of Multivariate Tail Conditional Expectations (Q5168697) (← links)
- Dependence Comparison of Multivariate Extremes via Stochastic Tail Orders (Q5253394) (← links)
- Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538) (← links)
- A Multivariate Cumulative Damage Shock Model with Block Preventive Maintenance (Q5478912) (← links)
- Stochastic bounds and dependence properties of survival times in a multicomponent shock model (Q5929499) (← links)
