The following pages link to Liang Peng (Q217356):
Displaying 50 items.
- (Q180304) (redirect page) (← links)
- Test for a mean vector with fixed or divergent dimension (Q254394) (← links)
- Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations (Q276934) (← links)
- Dynamic bivariate normal copula (Q295132) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- Jackknife empirical likelihood tests for distribution functions (Q434573) (← links)
- Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
- Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
- Jackknife empirical likelihood tests for error distributions in regression models (Q450853) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Rejoinder: Statistical models and methods for dependence in insurance data (Q458107) (← links)
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- (Q587764) (redirect page) (← links)
- Smoothed jackknife empirical likelihood method for tail copulas (Q619133) (← links)
- Jackknife-blockwise empirical likelihood methods under dependence (Q643294) (← links)
- Empirical likelihood test for the equality of several high-dimensional covariance matrices (Q824242) (← links)
- Estimating the tail dependence function of an elliptical distribution (Q880485) (← links)
- Maxima of a triangular array of multivariate Gaussian sequence (Q893960) (← links)
- Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
- Bias reduction for endpoint estimation (Q906625) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- Bootstrap approximation of tail dependence function (Q943615) (← links)
- Goodness-of-fit tests for a heavy tailed distribution (Q951056) (← links)
- Conditional variance estimation in heteroscedastic regression models (Q958779) (← links)
- Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data (Q962201) (← links)
- On nonparametric local inference for density estimation (Q962279) (← links)
- Pitfalls in using Weibull tailed distributions (Q963894) (← links)
- Smoothed jackknife empirical likelihood method for ROC curve (Q968504) (← links)
- Empirical likelihood method for intermediate quantiles (Q973189) (← links)
- Bias reduction for high quantiles (Q974486) (← links)
- Reducing variance in univariate smoothing (Q995415) (← links)
- Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Jackknife method for intermediate quantiles (Q1015887) (← links)
- Approximating conditional density functions using dimension reduction (Q1036923) (← links)
- Rates of convergence for bivariate extremes (Q1361808) (← links)
- Local linear smoothing of receiver operating characteristic (ROC) curves (Q1416477) (← links)
- Bias-corrected estimators for monotone and concave frontier functions. (Q1417810) (← links)
- Chover-type laws of the iterated logarithm for weighted sums. (Q1423062) (← links)
- Likelihood based confidence intervals for the tail index (Q1424687) (← links)
- Semi-parametric estimation of the second order parameter in statistics of extremes (Q1424690) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- Empirical likelihood confidence intervals for the endpoint of a distribution function (Q1761529) (← links)
- Robust estimation of the generalized Pareto distribution (Q1848521) (← links)