activity
20162026
most citedTail Dependence of Multivariate Archimedean Copulas

1 citations · 1 across the 10 of their papers we have counts for

collaborators

10 papers

math.CO2026

Combinatorial proofs of some identities on overpartitions with repeated smallest non-overlined part

Nayandeep Deka Baruah, Haijun Li, Pankaj Jyoti Mahanta

Let denote the number of overpartitions of where the smallest non-overlined part, say , appears times and every overlined part is bigger…

math.ST2025

Operator Tail Densities of Multivariate Copulas

Haijun Li

Operator regular variation of a multivariate distribution can be decomposed into the operator tail dependence of the underlying copula and the regular variation of the univariate m…

math.CO2025

Sequences of odd length in strict partitions IV: the combinatorics of parameterized Rogers-Ramanujan type identities

Haijun Li

In the first three papers, we conducted a series of discussions on the statistics of strict partitions and Rogers-Ramanujan partitions, specifically the sequences of odd length (de…

math.CO2025

The combinatorics of identities involving overpartitions with distinct parts

Haijun Li

Recently, Andrews and EI Bachraoui discovered several companions for some famous -series formulas, and derived some new identities involving partitions and overpartitions with d…

math.PR2025

Toward a Hazard Rate Framework for Regular and Rapid Variation

Haijun Li

Regular and rapid variation have been extensively studied in the literature and applied across various fields, particularly in extreme value theory. In this paper, we examine regul…

math.PR2024★ 1 cited

Tail Dependence of Multivariate Archimedean Copulas

Haijun Li

Archimedean copulas generated by Laplace transforms have been extensively studied in the literature, with much of the focus on tail dependence limited only to cases where the Lapla…

math.PR2023

Operator Regular Variation of Multivariate Liouville Distributions

Haijun Li

Operator regular variation reveals general power-law distribution tail decay phenomena using operator scaling, that includes multivariate regular variation with scalar scaling as a…

math.ST2021

On Rapid Variation of Multivariate Probability Densities

Haijun Li

Multivariate rapid variation describes decay rates of joint light tails of a multivariate distribution. We impose a local uniformity condition to control decay variation of distrib…

math.PR2019

Tail Densities of Skew-Elliptical Distributions

Harry Joe, Haijun Li

Skew-elliptical distributions constitute a large class of multivariate distributions that account for both skewness and a variety of tail properties. This class has simpler represe…

math.PR2016

Operator Tail Dependence of Copulas

Haijun Li

A notion of tail dependence based on operator regular variation is introduced for copulas, and the standard tail dependence used in the copula literature is included as a special c…