Xinyan Fan, Kuangnan Fang, Wei Lan* and Chih-Ling Tsai (2025). Network varying coefficient model, Journal of the American Statistical Association, In Press.Yaowu Liu & Tianying Wang, A Powerful Transformation of Quantitative Responses for Biobank-Scale Association Studies, Journal of the American Statistical Association. OnlineChenguang Duan, Yuling Jiao, Huazhen Lin*, Wensen Ma, Jerry Zhijian Yang (2025). Adv-SSL: Adversarial Self-Supervised Representation Learning with Theoretical Guarantees. 39th Conference on Neural Information Processing Systems (NeurIPS 2025).江自豪, 刘伟, 周岭∗, 带有协变量完全随机缺失的高维线性回归，中国科学·数学,onlineSenlin Yuan, Xuerong Chen*, Yu Wu and Jianguo Sun, Integrative Quantile Regression Analysis of Heterogeneous Multisource Data with Privacy Preserving,Statistica Sinica, OnlineRUI SHE，Inference in Median ar Models with Nonstationary and Heavy-Tailed Heteroskedastic Noises，Econometric Theory, 0, 2025, 1–29.Rui She, Linlin Dai*, and Shiqing Ling，2025，Testing for Change-Points in Heavy-Tailed Time Series—A Winsorized CUSUM approach, JOURNAL OF BUSINESS & ECONOMIC STATISTICS,Online.Feifei Guo, Rui She* and Yaxing Yang,2025, Inference on Nonstationary Heavy-Tailed ar Processes Via Model Selection , JOURNAL OF TIME SERIES ANALYSIS.Guobin Fan, Yuheng Xie, Lingxiao Ma, Liang Wu*. 2025, The liquidity spillover effects among three major crude oil markets: WTI, Brent, and INE. Fluctuation and Noise Letters, Online.
Xinyan Fan, Kuangnan Fang, Wei Lan* and Chih-Ling Tsai (2025). Network varying coefficient model, Journal of the American Statistical Association, In Press.
Yaowu Liu & Tianying Wang, A Powerful Transformation of Quantitative Responses for Biobank-Scale Association Studies, Journal of the American Statistical Association. Online
Chenguang Duan, Yuling Jiao, Huazhen Lin*, Wensen Ma, Jerry Zhijian Yang (2025). Adv-SSL: Adversarial Self-Supervised Representation Learning with Theoretical Guarantees. 39th Conference on Neural Information Processing Systems (NeurIPS 2025).
江自豪, 刘伟, 周岭∗, 带有协变量完全随机缺失的高维线性回归，中国科学·数学,online
Senlin Yuan, Xuerong Chen*, Yu Wu and Jianguo Sun, Integrative Quantile Regression Analysis of Heterogeneous Multisource Data with Privacy Preserving,Statistica Sinica, Online
RUI SHE，Inference in Median ar Models with Nonstationary and Heavy-Tailed Heteroskedastic Noises，Econometric Theory, 0, 2025, 1–29.
Rui She, Linlin Dai*, and Shiqing Ling，2025，Testing for Change-Points in Heavy-Tailed Time Series—A Winsorized CUSUM approach, JOURNAL OF BUSINESS & ECONOMIC STATISTICS,Online.
Feifei Guo, Rui She* and Yaxing Yang,2025, Inference on Nonstationary Heavy-Tailed ar Processes Via Model Selection , JOURNAL OF TIME SERIES ANALYSIS.
Guobin Fan, Yuheng Xie, Lingxiao Ma, Liang Wu*. 2025, The liquidity spillover effects among three major crude oil markets: WTI, Brent, and INE. Fluctuation and Noise Letters, Online.
