57 citations · 115 across the 39 of their papers we have counts for
40 papers
A Modified Dependence Measure Related to Chatterjee's Rank Correlation: Theoretical Properties and Asymptotic Analysis
Chuancun Yin
In his recent breakthrough work [JASA, 2021], Chatterjee proposed a rank-based correlation coefficient to measure the dependence of a random variable on . Unlike cl…
Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions
Baishuai Zuo, Chuancun Yin, Jing Yao
In this paper, we propose the multivariate range Value-at-Risk (MRVaR) and the multivariate range covariance (MRCov) as two risk measures and explore their desirable properties in…
Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors
Chuancun Yin
In this work, we establish some stochastic comparison results for multivariate skew-elliptical random vectors. These multivariate stochastic comparisons involve Hessian and increas…
A Novel Exploration of Diffusion Process based on Multi-types Galton-Watson Forests
Yanjiao Zhu, Qilin Li, Wanquan Liu +2
Diffusion is a commonly used technique for spreading information from point to point on a graph. The rationale behind diffusion is not clear. And the multi-types Galton-Watson fore…
Doubly truncated moment risk measures for elliptical distributions
Baishuai Zuo, Chuancun Yin
In this paper, we define doubly truncated moment (DTM), doubly truncated skewness (DTS) and kurtosis (DTK). We derive DTM formulae for elliptical family, with emphasis on normal, s…
Multivariate doubly truncated moments for generalized skew-elliptical distributions with application to multivariate tail conditional risk measures
Baishuai Zuo, Chuancun Yin
In this paper, we focus on multivariate doubly truncated first two moments of generalized skew-elliptical (GSE) distributions and derive explicit expressions for them. It includes…