Convolution and convolution-root properties of long-tailed distributions H Xu, S Foss, Y Wang Extremes 18, 605-628, 2015 | 41 | 2015 |
Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model T Jiang, Y Wang, Y Chen, H Xu Insurance: Mathematics and Economics 64, 45-53, 2015 | 29 | 2015 |
The local asymptotic estimation for the supremum of a random walk with generalized strong subexponential summands Y Wang, H Xu, D Cheng, C Yu Statistical Papers 59 (1), 99-126, 2018 | 20 | 2018 |
On a transformation between distributions obeying the principle of a single big jump H Xu, M Scheutzow, Y Wang Journal of Mathematical Analysis and Applications 430 (2), 672-684, 2015 | 18 | 2015 |
On the structure of a class of distributions obeying the principle of a single big jump H Xu, M Scheutzow, Y Wang, Z Cui Probability and Mathematical Statistics, 36(1), 121-135., 2016 | 17 | 2016 |
A necessary and sufficient condition for the subexponentiality of the product convolution H Xu, F Cheng, Y Wang, D Cheng Advances in Applied Probability 50 (1), 57-73, 2017 | 13 | 2017 |
On the closure under infinitely divisible distribution roots H Xu, Y Wang, D Cheng, C Yu Lithuanian Mathematical Journal 62 (2), 259-287, 2022 | 11 | 2022 |
Some positive conclusions related to the Embrechts–Goldie conjecture Z Cui, Y Wang, H Xu Siberian Mathematical Journal 63 (1), 179-192, 2022 | 8 | 2022 |
Max-Sum local equivalence of random variables with Farlie–Gumbel–Morgenstern joint distribution T Jiang, H Xu Sci Sin Math 46 (1), 67-80, 2016 | 5 | 2016 |
Cauchy, normal and correlations versus heavy tails H Xu, JE Cohen, RA Davis, G Samorodnitsky Statistics & Probability Letters 186, 109489, 2022 | 4 | 2022 |
Finite dimensional models for extremes of Gaussian and non-Gaussian processes H Xu, MD Grigoriu Probabilistic Engineering Mechanics 68, 103199, 2022 | 4 | 2022 |
On closedness under convolution roots related to an infinitely divisible distribution in the distribution class L (\gamma) H Xu, Y Wang, D Cheng, C Yu arXiv preprint arXiv:1512.01792, 2015 | 4 | 2015 |
A novel surrogate for extremes of random functions H Xu, MD Grigoriu, KR Gurley Reliability Engineering & System Safety 239, 109493, 2023 | 2 | 2023 |
Handling missing extremes in tail estimation H Xu, R Davis, G Samorodnitsky Extremes, 2022 | 2 | 2022 |
Extremes of vector-valued processes by finite dimensional models H Xu, MD Grigoriu arXiv preprint arXiv:2310.03183, 2023 | 1 | 2023 |
Finite dimensional models for wind diffusion process H Xu, MD Grigoriu Probabilistic Engineering Mechanics 74, 103520, 2023 | | 2023 |
Finite dimensional surrogates for extreme events H Xu, MD Grigoriu, KR Gurley 14th International Conference on Applications of Statistics and Probability …, 2023 | | 2023 |