Spatial rank-based high-dimensional change point detection via random integration. - Lei Shu 006; Yu Chen 018; Weiping Zhang; Xueqin Wang (J. Multivar. Anal., 2022)

Tail Risk Dynamics under Price-Limited Constraint: A Censored Autoregressive Conditional Fréchet Model. - Tao Xu; Lei Shu 006; Yu Chen 018 (Entropy, 2024)

SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting. - Lei Shu 006; Yifan Hao 002; Yu Chen 018; Qing Yang (J. Multivar. Anal., 2025)