• 71 Citations
  • 6 h-Index
20062019

Research output per year

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Research Outputs

  • 71 Citations
  • 6 h-Index
  • 16 Article
  • 2 Conference proceeding contribution
  • 2 Software
  • 1 Conference paper
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Article
2018

Quantile function expansion using regularly varying functions

Fung, T. & Seneta, E., 1 Dec 2018, In : Methodology and Computing in Applied Probability. 20, 4, p. 1091-1103 13 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2017

An Investigation of survival following ovarian cancer

Karami, J. H., Luo, K., Fung, T., Carter, J. & Ding, Z., 23 Mar 2017, In : Malaysian Journal of Medical and Biological Research. 4, 1, p. 27-34 8 p.

Research output: Contribution to journalArticle

Open Access
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3 Downloads (Pure)
2016

Tail asymptotics for the bivariate skew normal

Fung, T. & Seneta, E., 1 Feb 2016, In : Journal of Multivariate Analysis. 144, p. 129-138 10 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2014

Convergence rate to a lower tail dependence coefficient of a skew-t distribution

Fung, T. & Seneta, E., 2014, In : Journal of Multivariate Analysis. 128, p. 62-72 11 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)

The deviance information criterion in comparison of normal mixing models

Fung, T., Wang, J. J. J. & Seneta, E., 1 Dec 2014, In : International Statistical Review. 82, 3, p. 411-421 11 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2013

An alternative estimator for the shape parameter in the negative binomial distribution

Robertson, B., Fung, T. & Weber, N., Jun 2013, In : The Mathematical Scientist. 38, 1, p. 34-42 9 p.

Research output: Contribution to journalArticle

Contaminated Variance-Mean mixing model

Fung, T., Wang, J. J. J. & Seneta, E., 2013, In : Computational Statistics and Data Analysis. 67, p. 258-267 10 p.

Research output: Contribution to journalArticle

2011

Autocorrelation Functions

Finlay, R., Fung, T. & Seneta, E., Aug 2011, In : International Statistical Review. 79, 2, p. 255-271 17 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)

Tail dependence and skew distributions

Fung, T. & Seneta, E., Mar 2011, In : Quantitative Finance. 11, 3, p. 327-333 7 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)

The bivariate normal copula function is regularly varying

Fung, T. & Seneta, E., Nov 2011, In : Statistics and Probability Letters. 81, 11, p. 1670-1676 7 p.

Research output: Contribution to journalArticle

6 Citations (Scopus)
2010

Extending the multivariate generalised t and generalised V G distributions

Fung, T. & Seneta, E., Jan 2010, In : Journal of Multivariate Analysis. 101, 1, p. 154-164 11 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)

Modelling and estimation for bivariate financial returns

Fung, T. & Seneta, E., Apr 2010, In : International Statistical Review. 78, 1, p. 117-133 17 p.

Research output: Contribution to journalArticle

12 Citations (Scopus)

Tail dependence for two skew t distributions

Fung, T. & Seneta, E., 2010, In : Statistics and Probability Letters. 80, 9-10, p. 784-791 8 p.

Research output: Contribution to journalArticle

15 Citations (Scopus)
2008

A characterisation of scale mixtures of the uniform distribution

Fung, T. & Seneta, E., 1 Dec 2008, In : Statistics and Probability Letters. 78, 17, p. 2883-2888 6 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)
2007

Tailweight, quantiles and kurtosis: A study of competing distributions

Fung, T. & Seneta, E., Jul 2007, In : Operations Research Letters. 35, 4, p. 448-454 7 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)
2006

Continuity corrections for integer-valued saddlepoint approximations

Fung, T. & Robinson, J., 1 Aug 2006, In : Statistics and Probability Letters. 76, 14, p. 1465-1469 5 p.

Research output: Contribution to journalArticle