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math.ST2026
Hub Neighbor-Degree Diagnostics for Sparse Random Graphs
Qian Hui, Tiandong Wang
Networks with nearly identical degree distributions can place their hubs in sharply different neighborhoods. We develop a model diagnostic based on the mean degree of the neighbors…
math.ST2025
Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
Qian Hui, Sidney I. Resnick, Tiandong Wang
Accurately identifying the extremal dependence structure in multivariate heavy-tailed data is a fundamental yet challenging task, particularly in financial applications. Following…