Liang, Peng
Peng, L. (Liang)
Peng, Liang
VIAF ID: 282326031 ( Personal )
Permalink: http://viaf.org/viaf/282326031
Preferred Forms
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- 100 1 _ ‡a Liang, Peng
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- 100 1 _ ‡a Peng, Liang
4xx's: Alternate Name Forms (2)
Works
Title | Sources |
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Adaptive estimators for the endpoint and high quantiles of a probability distribution | |
An adaptive optimal estimate of the tail index for MA(1) time series | |
Almost sure convergence of the distributional limit theorem for order statistics | |
Alternative conditions for attraction to stable vectors | |
Approximation by penultimate stable laws | |
A bootstrap-based method to achieve optimality in estimating the extreme-value index | |
Comparison of tail index estimators | |
Convolutions of heavy tailed random variables and applications to portfolio diversification and MA (1) time series | |
Ergodic behaviour of extreme values | |
Hazard function estimation by local smoothing techniques | |
Inference for heavy-tailed data : applications in insurance and finance | |
Local linear estimation of a smooth distribution based on censored data | |
Rate of convergence for bivariate extremes (uniform metric) | |
Second order regular variation and the domain of attraction of stable distributions | |
Slow convergence to normality : an Edgeworth expansion without third moment | |
The subprime crisis and house price appreciation |