自2012年以来在Annals of Statistics,Journal of the American Statistical Association, Biometrika, Annals of Probability, Insurance Mathematics & Economics等国际顶尖SCI期刊上以第一作者或通迅作者共发表论文近180余篇。在数据科学的顶尖会议及期刊上发表论文26篇。下面仅列出部分具有代表性的论文。

1. Yu, Zhou ,Dong, Yuexiao,and Shao, Jun,On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection,Annals of Statistics,44(6):2594-2623(2016).

2. Zhou Yu, Yuexiao Dong and Li-Xing Zhu. Trace pursuit: a general framework for model-free variable selection. Journal of the American Statistical Association, 111: 813-821(2016).

3. Pengfei Li,Yukun Liuand Jing Qin. Semiparametric inference in a genetic mixture model. Journal of American Statistical Association. Available online.(2016).

4. Shao, Jun ,Wang, Lei,Semiparametric inverse propensity weighting for nonignorable missing data,Biometrika,103(1):175-187(2016).

5. Fang Fang,Jun Shao,Model selection with nonignorable nonresponse,Biometrika,103(4):861-874(2016).

6. Bi, Junna, Liang, Zhibin, Xu, Fangjun, Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence, Insurance Mathematics & Economics, 70, 245-258(2016).

7. Zhou Yu and Yuexiao Dong. Model-free coordinate test and variable selection via directional regression. Statistica Sinica, 26(3):1159-1174(2016).

8. Fang Fang,Shao Jun,Iterated imputation estimation for generalized linear models with missing response and covariate values,Computational Statistics & Data Analysis,103:111-123(2016). 

9. Huang, Jinlong; Wu, Xianyi; Zhou, Xian, Asymptotic behaviors of stochastic reserving: Aggregate versus individual models, European Journal of Operational Research, 249(2):657-666(2016).

10. Liang, Wenjuan; Xiang, Dongdong; Pu, Xiaolong, A Robust Multivariate EWMA Control Chart for Detecting Sparse Mean Shifts, Journal of Quality Technology, 48(3):265-283(2016).

11. Zhao, Jiwei, Shao Jun,Semiparametric Pseudo-Likelihoods in Generalized Linear Models With Nonignorable Missing Data,Journal of the American Statistical Association,110(512):1577-1590(2015).

12. Xu Jin, Chen Jiajie, Peter Qian, Sequentially refined latin hypercube designs: reusing every point, Journal of the American Statistical Association,110(512):1696-1706(2015).

13. Shao, J. ,Zhang, J.,A transformation approach in linear mixed-effects models with informative missing responses,Biometrika,102(1):107-119(2015).

14. Li Yuqiang, Wang Wensheng and Xiao Yimin. Exact moduli of continuity for operator-scaling Gaussian random fields. Bernoulli, 21: 930-956(2015).

15. Hu Yaozhong, David Nualart, Fangjun Xu, Central limit theorem for an additive functional of the fractional brownian motion, Annals of Probability, 42(1), 168-203(2014).

16. Qiu Peihua, Xiang Dongdong, Univariate dynamic screening system: an approach for identifying individuals with irregular longitudinal behavior, Technometrics, 248-260(2014).

17. Wang, Sheng, Shao Jun,Kim, Jae Kwang,An instrumental variable approach for identification and estimation with nonignorable nonresponse,Statistica Sinica,24(3):1097-1116(2014).

18. Shao, Jun,Wang, Sheng,Efficiency of model-assisted regression estimators in sample surveys,Statistica Sinica,24(1):395-414(2014).

19. Li Yuqiang. Functional ergodic limits for occupation time processes of site-dependent branching Brownian motions in R. Sci China Math., 57: 2053-2072(2014).

20. Zhenghui Feng, Xuerong Meggie Wen, Zhou Yu and Li-Xing Zhu. On partial sufficient dimension reduction with applications to partially linear multi-index models. Journal of the American Statistical Association. 108, 237-246(2013).

21. Jiahua Chen and Yukun Liu. Quantile and quantile-function estimations under density ratio model. The Annals of Statistics,41(3), 1669-1692(2013).

22. Zhou Yu, Liping Zhu, Heng Peng and Li-Xing Zhu. Dimension reduction and predictor selcetion in semiparametric models. Biometrika. 100(3), 641-654(2013).

23. Shao, Jun,Deng, Xinwei,Estimation in high-dimensional linear models with deterministic design matrices,Annals of Statistics,40(2):812-831(2012).

24. James Berger, Jose Bernardo, Dongchu Sun, Objective priors for discrete parameter spaces, Journal of the American Statistical Association. 107, 636-648(2012).