| Tail dependence measure for examining financial extreme co-movements AV Asimit, R Gerrard, Y Hou, L Peng Journal of econometrics 194 (2), 330-348, 2016 | 14 | 2016 |
| Inference for conditional value-at-risk of a predictive regression Y He, Y Hou, L Peng, H Shen The Annals of Statistics 48 (6), 3442-3464, 2020 | 11 | 2020 |
| Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes W Xu, Y Hou, D Li Journal of Business & Economic Statistics 40 (2), 522-536, 2022 | 10 | 2022 |
| Extreme and inference for tail Gini functionals with applications in tail risk measurement Y Hou, X Wang Journal of the American Statistical Association 116 (535), 1428-1443, 2021 | 9 | 2021 |
| Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure X Wang, Q Liu, Y Hou, L Peng Scandinavian Actuarial Journal 2018 (8), 661-680, 2018 | 8 | 2018 |
| Statistical inference for a relative risk measure Y He, Y Hou, L Peng, J Sheng Journal of Business & Economic Statistics 37 (2), 301-311, 2019 | 6 | 2019 |
| Nonparametric inference for distortion risk measures on tail regions Y Hou, X Wang Insurance: Mathematics and Economics 89, 92-110, 2019 | 4 | 2019 |
| Interval estimation for a measure of tail dependence A Liu, Y Hou, L Peng Insurance: Mathematics and Economics 64, 294-305, 2015 | 4 | 2015 |
| Three-step risk inference in insurance ratemaking Y Hou, SK Kang, CC Lo, L Peng Insurance: Mathematics and Economics 105, 1-13, 2022 | 3 | 2022 |
| A two-stage model for high-risk prediction in insurance ratemaking: Asymptotics and inference Y Hou Insurance: Mathematics and Economics 104, 283-301, 2022 | 2 | 2022 |
| Clustering by the Probability Distributions from Extreme Value Theory S Zheng, K Fan, Y Hou, J Feng, Y Fu IEEE Transactions on Artificial Intelligence, 2022 | 2 | 2022 |
| Incrementally Zero-Shot Detection by an Extreme Value Analyzer S Zheng, Y Fu, Y Hou 2020 25th International Conference on Pattern Recognition (ICPR), 8992-8999, 2021 | 1 | 2021 |
| Supplement to “Inference for conditional value-at-risk of a predictive regression.” Y He, Y Hou, L Peng, H Shen | 1 | 2020 |
| EVIboost for the Estimation of Extreme Value Index under Heterogeneous Extremes J Wang, Y Hou, X Li, T Wang arXiv preprint arXiv:2205.14512, 2022 | | 2022 |
| Predictive Analysis of High Conditional Quantiles for Panel Data Y Hou, X Leng, L Peng, Y Zhou Available at SSRN 3815426, 2022 | | 2022 |
| Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas Y Hou, D Li, A Liu, L Peng Science China Mathematics 63 (4), 789-822, 2020 | | 2020 |
| Extreme Value k-means Clustering S Zheng, Y Hou, Y Fu, J Feng | | 2019 |
| Statistical inference for some risk measures Y Hou Georgia Institute of Technology, 2017 | | 2017 |
