Uniformly strong consistency of frequency polygons for negatively associated samples. - Guo-Dong Xing; Shanchao Yang (Commun. Stat. Simul. Comput., 2017)

Uniformly strong consistency and Berry-Esseen bound of frequency polygons for α-mixing samples. - Guo-Dong Xing; Shanchao Yang; Xiaohu Li (Commun. Stat. Simul. Comput., 2019)

On the asymptotics of value-at-risk for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails. - Guo-Dong Xing; Xiaoli Gan; Xiaohu Li; Shanchao Yang (Commun. Stat. Simul. Comput., 2020)

Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model. - Guo-Dong Xing; Xiaohu Li; Shanchao Yang (Commun. Stat. Simul. Comput., 2020)

On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails. - Guo-Dong Xing; Xiaohu Li; Shanchao Yang (Commun. Stat. Simul. Comput., 2020)

First and Second Order Asymptotics of the Spectral Risk Measure for Portfolio Loss Under Multivariate Regular Variation. - Guo-Dong Xing; Shanchao Yang (J. Syst. Sci. Complex., 2020)