- Jeffrey Chu (2014-)
- Stephen Chan (2012-)
- Emmanuel Afuecheta (2012-)
- Sumaya Eljabri (2009-2013)
- Shaiful Anuar Abu Bakar (2009-2012)

- Convergence rate of extremes for the general error distribution (with Z. Peng and F. Lin). Journal of Applied Probability 47 (2010) 668-679.
- Tail properties and asymptotic expansions for the maximum of logarithmic skew-normal distribution (with Z. Peng and X. Liao). Journal of Applied Probability 50 (2013) 900-907.
- The distribution of Foschini's lower bound for channel capacity (with C. S. Withers). Advances in Applied Probability 44 (2012) 260-269.
- Limiting distributions of extreme order statistics under power normalization and random index (with Z. Peng and Q. Jiang). Stochastics 84 (2012) 553-560.
- Almost sure central limit theorems of the partial sums and maxima from complete and incomplete samples of stationary sequences (with Z. Peng and T. Bin). Stochastics and Dynamics (2012), doi: 10.1142/S0219493711500262
- Probabilities for queueing systems with embedded Markov chains. Stochastic Analysis and Applications 26 (2008) 526-536.
- On a generalized mixed AR(1) time series model (with B. V. Popovic and M. M. Ristic). Markov Processes and Related Fields 17 (2011) 637-650.
- Conditions based on conditional moments for max-stable limit laws (with Z. Peng and M. Liu). Extremes 11 (2008) 329-337.
- An extension of almost sure central limit theorem for order statistics (with T. Bin and Z. Peng). Extremes 12 (2009) 201-209.
- Asymptotic normality of location invariant heavy tail index estimator (with J. Li and Z. Peng). Extremes 13 (2010) 269-290.
- Almost sure limit theorems of extremes of complete and incomplete samples of stationary sequences (with Z. Peng and Z. Weng). Extremes 13 (2010) 463-480.
- Location invariant Weiss-Hill estimator (with Z. Peng and C. Ling). Extremes 15 (2012) 197-230.
- The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences (with Z. Weng and Z. Peng). Extremes 15 (2012) 389-406.
- On the characteristic functions for extreme value distributions (with T. K. Pogany). Extremes 16 (2013) 27-38.
- On convergence of extremes under power normalization (with Y. Shuai and Z. Peng). Extremes 16 (2013) 285-301.
- The distribution of the maximum of a first order moving average: The continuous case (with C. S. Withers). Extremes 17 (2014) 1-24.
- A class of $t$ posterior distributions with application (with S. Kotz). Theory of Probability and Its Applications 53 (2009) 161-169.
- Almost sure limit theorems for Gaussian sequences (with Z. Peng). Theory of Probability and Its Applications 55 (2011) 361-367.
- Maximum of continuous versions of Poisson and negative binomial type distributions (with C. S. Withers). Theory of Probability and Its Applications 55 (2011) 525-528.
- Asymptotic tail properties of the distributions in the class of dispersion models (with A. B. Simas and G. M. Cordeiro). Theory of Probability and Its Applications 56 (2012) 703-710.
- Exact distribution of the product of two or more logistic random variables. Methodology and Computing in Applied Probability 11 (2009) 651-660.
- New expressions for repeated upper tail integrals of the normal distribution (with C. S. Withers). Methodology and Computing in Applied Probability 13 (2011) 855-871.
- Exact distribution of the product of $N$ Student's $t$ random variables. Methodology and Computing in Applied Probability 14 (2012) 997-1009.
- Weighted cusums for increased power near the end points (with C. S. Withers). Methodology and Computing in Applied Probability 15 (2013) 379-405.
- Expansions for the distribution of the maximum from distributions with a power tail when a trend is present (with C. S. Withers). Methodology and Computing in Applied Probability 15 (2013) 525-546.
- The distribution of the bit error rate for an M branch antenna with N interferers (with C. S. Withers). Methodology and Computing in Applied Probability 16 (2014) 115-148.
- Expansions about the gamma for the distribution and quantiles of a standard estimate (with C. S. Withers). Methodology and Computing in Applied Probability (2014), doi: 10.1007/s11009-013-9328-9
- Moments and cumulants of a mixture (with C. S. Withers and S. H. Shih). Methodology and Computing in Applied Probability (2014), doi: 10.1007/s11009-013-9379-y
- Remarks on the stable S(beta,gamma,mu) distribution (with T. K. Pogany). Methodology and Computing in Applied Probability (2014), doi: 10.1007/s11009-014-9404-9
- Power of a class of goodness-of-fit tests I (with C. S. Withers). ESAIM: Probability and Statistics 13 (2009) 283-300.
- Expansions for the distribution of M-estimates with applications to the multi-tone problem (with C. S. Withers). ESAIM: Probability and Statistics 15 (2011) 139-167.
- Expansions for repeated integrals of products with applications to the multivariate normal (with C. S. Withers). ESAIM: Probability and Statistics 15 (2011) 340-357.
- Fixed-alpha and fixed-beta efficiencies (with C. S. Withers). ESAIM: Probability and Statistics 17 (2013) 224-235.
- Extremal and additive processes generated by Pareto distributed random vectors (with K. V. Mitov). ESAIM: Probability and Statistics (2014), doi: 10.1051/ps/2014001
- Generalized Pareto models with application to drought data. Environmetrics 19 (2008) 395-408.
- The log-power-normal distribution is the exponentiated lognormal distribution (with S. Chan and E. Afuecheta). Environmetrics 25 (2014) 361-362.
- Improved confidence regions based on Edgeworth expansions (with C. S. Withers). Computational Statistics and Data Analysis 56 (2012) 4366-4380.
- On simulating Balakrishnan skew-normal variates (with M. Teimouri). Computational Statistics and Data Analysis 57 (2013) 52-58.
- On the optimally weighted z-test for combining probabilities from independent studies (with Z. Chen). Computational Statistics and Data Analysis 70 (2014) 387-394.
- Unbiased estimates for moments and cumulants in linear regression (with C. S. Withers). Journal of Statistical Planning and Inference 141 (2011) 3867-3875.
- Bias-reduced estimates for skewness, kurtosis, $L$-skewness and $L$-kurtosis (with C. S. Withers). Journal of Statistical Planning and Inference 141 (2011) 3839-3861.
- Estimators for the inverse powers of a normal mean (with C. S. Withers). Journal of Statistical Planning and Inference 143 (2013) 441-455.
- Expansions for the multivariate normal (with C. S. Withers). Journal of Multivariate Analysis 101 (2010) 1311-1316.
- Some conditional expectation identities for the multivariate normal (with C. S. Withers). Journal of Multivariate Analysis 101 (2010) 2250-2253.
- Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences (with Z. Peng and L. Cao). Journal of Multivariate Analysis 101 (2010) 2641-2647.
- A new mixture representation for multivariate $t$ (with A. Iranmanesh, M. Arashi, D. K. Nagar and S. M. M. Tabatabaey). Journal of Multivariate Analysis 107 (2012) 227-231.
- Moments and cumulants for the complex Wishart (with C. S. Withers). Journal of Multivariate Analysis 112 (2012) 242-247.
- The distribution of the amplitude and phase of the mean of a sample of complex random variables (with C. S. Withers). Journal of Multivariate Analysis 113 (2013) 128-152.
- Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters (with C. S. Withers). Journal of Multivariate Analysis 118 (2013) 138-147.
- Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model (with M. Arashi, B. M. Golam Kibria and M. Norouzirad). Journal of Multivariate Analysis 126 (2014) 53-74.
- A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (with J. Li and Z. Peng). Electronic Journal of Statistics 2 (2008) 829-847.
- Almost sure convergence of extreme order statistics (with J. Li and Z. Peng). Electronic Journal of Statistics 3 (2009) 546-556.
- Explicit expressions for the variogram of first-order intrinsic autoregressions (with T. K. Pogany). Electronic Journal of Statistics 3 (2009) 376-383.
- Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequence (with Z. Peng and P. Wang). Electronic Journal of Statistics 3 (2009) 851-864.
- The bias and skewness of $M$-estimators in regression (with C. S. Withers). Electronic Journal of Statistics 4 (2010) 1-14.
- Stabilizing the asymptotic covariance of an estimate (with C. S. Withers). Electronic Journal of Statistics 4 (2010) 161-171.
- Confidence intervals in a regression with both linear and non-linear terms (with R. B. Davies and C. S. Withers). Electronic Journal of Statistics 5 (2011) 603-618.
- Explicit expressions for moments of order statistics. Statistics and Probability Letters 78 (2008) 196–205.
- Accurate tests and intervals based on linear cusum statistics (with C. S. Withers). Statistics and Probability Letters 79 (2009) 689-697.
- Accurate tests and intervals based on non-linear cusum statistics (with C. S. Withers). Statistics and Probability Letters 79 (2009) 2242-2250.
- The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions (with C. S. Withers). Statistics and Probability Letters 80 (2010) 1093-1102.
- On mixed AR(1) time series model with approximated beta marginal (with B. V. Popovic and T. K. Pogany). Statistics and Probability Letters 80 (2010) 1551-1558.
- Edgeworth expansions for the product of two complex random matrices each with IID components (with C. S. Withers). Statistics and Probability Letters 80 (2010) 1954-1961.
- Estimates of low bias for the multivariate normal (with C. S. Withers). Statistics and Probability Letters 81 (2011) 1635-1647.
- Expansions for bivariate extreme value distributions. Statistics and Probability Letters 83 (2013) 744-752.
- Bayesian efficiency (with C. S. Withers). Statistics and Probability Letters 83 (2013) 1203-1212.
- Asymptotic expansions for moments of skew-normal extremes (with X. Liao and Z. Peng). Statistics and Probability Letters 83 (2013) 1321-1329.
- Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions (with S. Zinodiny, S. Rezaei and O. Naghshineh Arjmand). Statistics and Probability Letters 83 (2013) 2052-2056.
- Asymptotic behavior of the maximum from distributions subject to trends in location and scale (with C. S. Withers). Statistics and Probability Letters 83 (2013) 2143-2151.
- A double generalized Pareto distribution (with E. Afuecheta and S. Chan). Statistics and Probability Letters 83 (2013) 2656-2663.
- Rates of convergence of extremes from skew-normal samples (with X. Liao, Z. Peng and X. Wang). Statistics and Probability Letters 84 (2014) 40-47.
- Cumulants of multinomial and negative multinomial distributions (with C. S. Withers). Statistics and Probability Letters 87 (2014) 18-26.
- The dual multivariate Charlier and Edgeworth expansions (with C. S. Withers). Statistics and Probability Letters 87 (2014) 76-85.
- Bayes minimax estimation of the multivariate normal mean vector under balanced loss function (with S. Zinodiny and S. Rezaei). Statistics and Probability Letters 93 (2014) 96-101.
- Improving bias in kernel density estimation (with K. T. Mynbaev, C. S. Withers and A. S. Aipenova). Statistics and Probability Letters 94 (2014) 106-112.
- The distribution of the maximum of the multivariate ARp and multivariate MAp processes (with C. S. Withers). Statistics and Probability Letters 95 (2014) 48-56.
- Expansions for the joint distribution of the sample maximum and sample estimate (with C. S. Withers). Sankhya A 70 (2008) 109-123.
- Analytic bias reduction for $k$ sample functionals (with C. S. Withers). Sankhya A 70 (2008) 186-222.
- Expansions for quantiles and moments of extremes for distributions of exponential power type (with C. S. Withers). Sankhya A 73 (2011) 202-217.
- A generalized Lindley distribution (with H. S. Bakouch and R. Tahmasbi). Sankhya B 73 (2011) 331-359.
- Modified beta distributions (with M. Teimouri and S. H. Shih). Sankhya B 76 (2014) 19-48.
- A nonparametric test for exponentiality in LIFRA class of life distributions (with P. Prajitha). Sankhya B (2014), doi: 10.1007/s13571-013-0078-z
- Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals (with C. S. Withers). Journal of Nonparametric Statistics 20 (2008) 751-768.
- Nonparametric confidence intervals for the integral of a function of an unknown density (with C. S. Withers). Journal of Nonparametric Statistics 23 (2011) 943-966.
- Tail behavior of the general error distribution (with Z. Peng and T. Bin). Communications in Statistics A 38 (2009) 1884-1892.
- Linear regression with extreme value residuals (with C. S. Withers). Communications in Statistics B 37 (2008) 73-91.
- Confidence intervals for the normal multiple correlation (with C. S. Withers). Communications in Statistics B (2013), to appear.
- Improved estimates and confidence intervals for regenerative simulation (with C. S. Withers). Communications in Statistics B (2013), to appear.
- Tail behavior and limit distribution of maximum of logarithmic general error distribution (with X. Liao and Z. Peng). Communications in Statistics A (2013), to appear
- The Zografos-Balakrishnan-G family of distributions: Mathematical properties and applications (with G. M. Cordeiro and E. M. M. Ortega). Communications in Statistics A (2013), to appear
- Inference for a hidden truncated (both sided) bivariate Pareto (II) distribution (with I. Ghosh). Communications in Statistics A (2013), to appear
- New folded models for Norwegian fire claim data (with S. A. A. Bakar). Communications in Statistics A (2013), to appear
- Balakrishnan skew logistic distribution (with A. Asgharzadeh and L. Esmaeili). Communications in Statistics A (2013), to appear
- Efficient estimation of the PDF and the CDF of the exponentiated Gumbel distribution (with S. F. Bagheri, M. Alizadeh). Communications in Statistics B (2013), to appear.
- On the distribution of some ordered variables (with S. Chan and E. Afuecheta). Communications in Statistics A (2013), to appear.
- A unified class of compound lifetime distributions (with J. Rodrigues, G. M. Cordeiro and M. de Castro). Communications in Statistics A (2013), to appear.
- Confidence intervals for $P(Y < X)$ for the generalized exponential distribution (with M. Hajebi and S. Rezaei). Statistical Methodology 9 (2012) 445-455.
- Transformations of multivariate Edgeworth type expansions (with C. S. Withers). Statistical Methodology 9 (2012) 423-439.
- Expansions for the distribution of asymptotically chi-square statistics (with C. S. Withers). Statistical Methodology 12 (2013) 16-30.
- Cornish-Fisher expansions for functionals of the partial sum empirical distribution (with C. S. Withers). Statistical Methodology 12 (2013) 1-15.
- Bias corrected MLEs for the Weibull distribution based on records (with M. Teimouri). Statistical Methodology 13 (2013) 12-24.
- Confidence distributions: A review (with S. Bityukov and N. Krasnikov). Statistical Methodology 22 (2015) 23-46.
- Reduction of bias and skewness with applications to second order accuracy (with C. S. Withers). Statistical Methods and Applications 20 (2011) 439-450.
- The Kumaraswamy Gumbel distribution (with G. M. Cordeiro and E. M. M. Ortega). Statistical Methods and Applications 21 (2012) 139-168.
- The geometric exponential Poisson distribution (with V. G. Cancho and E. M. M. Ortega). Statistical Methods and Applications 22 (2013) 355-380.
- Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution (with B. V. Popovic and M. M. Ristic). Computational Statistics 28 (2013) 977-992.
- A new R package for actuarial survival models (with S. A. A. Bakar). Computational Statistics 28 (2013) 2139-2160.
- On simulating truncated stable random variables (with M. Teimouri). Computational Statistics 28 (2013) 2367-2377.
- CompLognormal: An R package for composite lognormal distributions (with S. A. A. Bakar). R Journal 5 (2013) 97-103.
- Tilted Edgeworth expansions for asymptotically normal vectors (with C. S. Withers). Annals of the Institute of Statistical Mathematics 62 (2010) 1113-1142.
- Expansions for the risk of Stein type estimates for non-normal data (with C. S. Withers). Statistics and Decisions 28 (2011) 81-95.
- Probability integrals of the multivariate $t$ distribution (with S. Kotz). International Statistical Review 76 (2008) 58-88.
- A bivariate distribution with gamma and beta marginals with application to drought data. Journal of Applied Statistics 36 (2009) 277-301.
- PDFs and dual PDFs. The American Statistician 63 (2009) 45-48.
- On the characteristic function for asymmetric exponential power distributions (with M. Teimouri). Econometric Reviews 31 (2012) 475-481.
- Optimal design of mixed-effects PK/PD models based on differential equations (with Y. Wang and K. M. Eskridge). Journal of Biopharmaceutical Statistics 22 (2012) 180-205.
- Accurate tests and intervals based on multivariate CUSUM statistics (with C. S. Withers). Sequential Analysis 31 (2012) 78-87.
- On the dependency for asymptotically independent estimates (with C. S. Withers). Statistical Inference in Stochastic Processes 15 (2012) 127-132.
- New composite models for the Danish fire insurance data (with S. A. A. Bakar). Scandinavian Actuarial Journal (2014) 180-187.
- Modeling loss data using composite models (with S. A. A. Bakar, N. A. Hamzah and M. Maghsoudi). Insurance: Mathematics and Economics (2014), doi: 10.1016/j.insmatheco.2014.08.008
- Confidence intervals for linear combinations of Poisson means (with C. S. Withers). Australian and New Zealand Journal of Statistics 56 (2014) 47-58.
- On a distribution of Jasso and Kotz. Statistica Neerlandica 62 (2008) 206-207.