Ning Sun

Western University, Canada

London

Canada

SCHOLARLY PAPERS

4

DOWNLOADS

278

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Tail maximal dependence in bivariate models: estimation and applications

Mathematical Methods of Statistics
Number of pages: 40 Posted: 14 Jul 2020 Last Revised: 12 Sep 2022
Ning Sun, Chen Yang and Ricardas Zitikis
Western University, Canada, Icahn School of Medicine at Mount Sinai and Western University
Downloads 86 (496,557)

Abstract:

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extreme co-movement, maximal tail dependence, financial instrument, statistical hypothesis

2.

A Statistical Methodology for Assessing the Maximal Strength of Tail Dependence

Number of pages: 29 Posted: 23 Mar 2020 Last Revised: 20 Mar 2023
Ning Sun, Chen Yang and Ricardas Zitikis
Western University, Canada, Wuhan University and Western University
Downloads 86 (496,557)
Citation 1

Abstract:

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copula, maximal tail dependence, statistical estimation, Kendall's distribution

3.

Detecting Systematic Anomalies Affecting Systems When Inputs Are Stationary Time Series

Applied Stochastic Models in Business and Industry
Number of pages: 54 Posted: 09 Jan 2021 Last Revised: 11 Sep 2022
Ning Sun, Chen Yang and Ricardas Zitikis
Western University, Canada, Wuhan University and Western University
Downloads 83 (507,313)

Abstract:

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Control systems, anomaly detection, systematic errors, time series.

4.

NLP-Based Detection of Systematic Anomalies Among the Narratives of Consumer Complaints

Number of pages: 32 Posted: 28 Aug 2023 Last Revised: 03 Dec 2023
Western University, Canada, Western University, Canada, Western University, Canada, Icahn School of Medicine at Mount Sinai and Western University
Downloads 23 (854,260)

Abstract:

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consumer complaints, anomaly detection, classification, sentiment scores, Cobb-Douglas function, natural language processing