Tailweight, quantiles and kurtosis: A study of competing distributions. - Thomas Fung; Eugene Seneta (Oper. Res. Lett., 2007)

Extending the multivariate generalised t and generalised VG distributions. - Thomas Fung; Eugene Seneta (J. Multivar. Anal., 2010)

Contaminated Variance-Mean mixing model. - Thomas Fung; Joanna J. J. Wang; Eugene Seneta (Comput. Stat. Data Anal., 2013)

Convergence rate to a lower tail dependence coefficient of a skew-t distribution. - Thomas Fung; Eugene Seneta (J. Multivar. Anal., 2014)

Tail asymptotics for the bivariate skew normal. - Thomas Fung; Eugene Seneta (J. Multivar. Anal., 2016)

Consistent second-order discrete kernel smoothing using dispersed Conway-Maxwell-Poisson kernels. - Alan Huang; Lucas Sippel; Thomas Fung (Comput. Stat., 2022)