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	Title	Author(s)	Issue Date
	Modeling the evolution of implied CDO correlations Journal:Financial Markets and Portfolio Management	Hofert, MariusScherer, MatthiasZagst, Rudi	2010
	Constructing hierarchical Archimedean copulas with Lévy subordinators Journal:Journal of Multivariate Analysis	Hering, ChristianHofert, MariusMai, Jan FrederikScherer, Matthias	2010
	Sampling Archimedean copulas Journal:Computational Statistics and Data Analysis	Hofert, Marius	2008
	CDO pricing with nested Archimedean copulas Journal:Quantitative Finance	Hofert, MariusScherer, Matthias	2011
	Adverse effect signature extraction and prediction for drugs treating COVID-19. Journal:Frontiers in Genetics	Wang, HWang, XLi, TLAI, DZhang, Y	2022
	Grace-AKO: a novel and stable knockoff filter for variable selection incorporating gene network structures. Journal:BMC Bioinformatics	TIAN, PHU, YLiu, ZZhang, Y	2022
	Accelerated parallel non-conjugate sampling for Bayesian non-parametric models Journal:Statistics and Computing	Zhang, MMWilliamson, SAPérez-Cruz, FERNANDO	2022
	Online machine learning modeling and predictive control of nonlinear systems with scheduled mode transitions Journal:AIChE Journal	Hu, CCao, YWu, Z	2022
	MCIBI++: Soft Mining Contextual Information Beyond Image for Semantic Segmentation Journal:IEEE Transactions on Pattern Analysis and Machine Intelligence	JIN, ZYu, DYuan, ZYu, L	2022
	Domain-incremental Cardiac Image Segmentation with Style-oriented Replay and Domain-sensitive Feature Whitening Journal:IEEE Transactions on Medical Imaging	Li, KYu, LHeng, PA	2022
	Robust association tests for quantitative traits on the X chromosome Journal:Heredity	Yang, Z-YLiu, WYang, Y-XKong, Y-FZhao, P-ZFung, TWKZhou, J-Y	2022
	Functional Additive Quantile Regression Journal:Statistica Sinica	Zhang, YLian, HLi, GZhu, Z	2021
	Self-Weighted LSE and Residual-Based QMLE of ARMA-GARCH Models Journal:Journal of Risk and Financial Management	Ling, SZhu, K	2022
	Quantile Estimation of Regression Models with GARCH-X Errors Journal:Statistica Sinica	Zhu, QLi, GXiao, Z	2021
	Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors Journal:Lifetime Data Analysis	Wang, XHuang, JYin, GHuang, JWu, Y	2022
	Bayesian hierarchical random-effects meta-analysis and design of phase I clinical trials Journal:The Annals of Applied Statistics	Lin, RShi, HYin, GThall, PYuan, YFlowers, C	2022
	A quantile function approach to the distribution of financial returns following TGARCH models Journal:Statistical Modelling	Cai, YLi, G	2021
	High-dimensional Vector Autoregressive Time Series Modeling Via Tensor Decomposition Journal:Journal of the American Statistical Association	WANG, DZheng, YLian, HLi, G	2022
	Quantile Double Autoregression Journal:Econometric Theory	Zhu, QLi, G	2022
	A Note On Distributed Quantile Regression By Pilot Sampling And One-step Updating Journal:Journal of Business & Economic Statistics	Pan, RRen, TGuo, BLi, FLi, GWang, H	2022