王芳

copula理論、極值統計和極限定理及其在金融保險、風險管理中的應用。 ^[2] 

[1]Zongkai Xie, Fang Wang*，Jingping Yang，Nan Guo (2022). Multivariate Bernstein Frechet Copulas. Statistics and Its Interface, 22:527-547.

[2] Jingping Yang, Fang Wang*, Zongkai Xie. Bernstein Copulas and Composite Bernstein Copulas[M]//From Probability to Finance. Springer, Singapore, 2020: 183-217.

[3] Yongcheng Qi, Fang Wang*, Lin Zhang(2019). Likelihood Ratio Test of Independence of Components for High-dimensional Normal Vectors. Annals of the Institute of Statistical Mathematics, 71:911-946.

[4] Fang Wang, Liang Peng, Yongcheng Qi*, Meiping Xu. Maximum Penalized Likelihood Estimation for the Endpoint and Exponent of a Distribution. Statistica Sinica, 2019, 29(01): 203-224.

[5]Nan Guo, Fang Wang*, Jingping Yang. Remarks on composite Bernstein copula and its application to credit risk analysis. Insurance: Mathematics and Economics, 2017, 77:38-48. SCI, 0

[6]Jingping Yang, Zhijin Chen, Fang Wang* and Ruodu Wang. Composite Bernstein Copulas. ASTIN Bulletin , 2015, 45(02):445 – 475. SCI, 3(3)

[7]Liang Peng*, Yongcheng Qi and Fang Wang. Test for a Mean Vector with Fixed or Divergent Dimension. Statistical Science, 2014, 29( 1): 113–127. SCI, 2(2)

[8]王芳*，門慧. 三參數廣義帕累託分佈的似然矩估計。數學年刊，2013, 34A（3）：299-312. 權威核心，4(0)。 ^[2] 

榮獲2014、2016年度首都師範大學本科生畢業論文（設計）優秀指導教師、2012年主持的《概率論》課程建設獲得校級優秀、2002、2019年，數學科學學院年度考核優秀。 ^[2]