Precise rates in the law of the logarithm for negatively associated random variables. - Ke-Ang Fu; Li-Xin Zhang 001 (Comput. Math. Appl., 2007)

Precise asymptotics for the first moment of the error variance estimator in linear models. - Ke-Ang Fu; Weidong Liu 005; Li-Xin Zhang 001 (Appl. Math. Lett., 2008)

Strong laws of large numbers for arrays of rowwise independent random compact sets and fuzzy random sets. - Ke-Ang Fu; Li-Xin Zhang 001 (Fuzzy Sets Syst., 2008)

Strong limit theorems for random sets and fuzzy random sets with slowly varying weights. - Ke-Ang Fu; Li-Xin Zhang 001 (Inf. Sci., 2008)

On the moment convergence rates of LIL in Hilbert space. - Ke-Ang Fu; Li-Xin Zhang 001 (Math. Comput. Model., 2008)

The weak convergence for self-normalized U-statistics with dependent samples. - Ke-Ang Fu (Appl. Math. Lett., 2012)

Precise asymptotics for the linear processes generated by associated random variables in Hilbert spaces. - Ke-Ang Fu; Jie Li; Ya-Juan Dong; Hui Zhou (Comput. Math. Appl., 2012)

Asymptotics for the distribution function estimators of the errors in semi-parametric regression models. - Yuyang Qiu; Ke-Ang Fu; Wei Huang (J. Syst. Sci. Complex., 2014)

Asymptotics for the random coefficient first-order autoregressive model with possibly heavy-tailed innovations. - Ke-Ang Fu; Xiaoyong Fu (J. Comput. Appl. Math., 2015)

Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns. - Ke-Ang Fu; Huijie Li (J. Comput. Appl. Math., 2016)

On a two-dimensional risk model with time-dependent claim sizes and risky investments. - Ke-Ang Fu; Chenglong Yu (J. Comput. Appl. Math., 2018)

On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations. - Ke-Ang Fu; Jie Li (Commun. Stat. Simul. Comput., 2023)