The following pages link to Liang Peng (Q217356):
Displaying 50 items.
- Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (Q1848960) (← links)
- Asymptotic expansions of densities of sums of random vectors without third moment (Q1871219) (← links)
- Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
- Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. (Q1879934) (← links)
- Nonparametric regression under dependent errors with infinite variance (Q1881005) (← links)
- Interval estimation of the tail index of a GARCH(1,1) model (Q1936534) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Jackknife empirical likelihood method for copulas (Q1944367) (← links)
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities (Q1945047) (← links)
- Weighted estimation of the dependence function for an extreme-value distribution (Q1952432) (← links)
- An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Inference for the Lee-Carter model with an AR(2) process (Q2152250) (← links)
- Three-step risk inference in insurance ratemaking (Q2155833) (← links)
- Risk analysis with categorical explanatory variables (Q2306107) (← links)
- Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas (Q2309658) (← links)
- Maximum likelihood estimation of extreme value index for irregular cases (Q2388968) (← links)
- Bootstrapping endpoint (Q2392498) (← links)
- Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
- Estimating conditional means with heavy tails (Q2406771) (← links)
- Endpoint estimation for observations with normal measurement errors (Q2418000) (← links)
- Empirical likelihood test via estimating equations (Q2431584) (← links)
- Interval estimation for a simple bilinear model (Q2435727) (← links)
- Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714) (← links)
- Empirical likelihood test for high dimensional linear models (Q2452783) (← links)
- Predictive regressions for macroeconomic data (Q2453692) (← links)
- Partial derivatives and confidence intervals of bivariate tail dependence functions (Q2455693) (← links)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
- Simple and efficient improvements of multivariate local linear regression (Q2499073) (← links)
- Joint tail of ECOMOR and LCR reinsurance treaties (Q2513625) (← links)
- Inference pitfalls in Lee-Carter model for forecasting mortality (Q2520431) (← links)
- Coverage accuracy for a mean without third moment (Q2655069) (← links)
- Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series (Q2713154) (← links)
- Local Likelihood Tracking of Fault Lines and Boundaries (Q2767531) (← links)
- (Q2772013) (← links)
- Least absolute deviations estimation for ARCH and GARCH models (Q2813909) (← links)
- Jackknife empirical likelihood for parametric copulas (Q2868611) (← links)
- EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES (Q2878812) (← links)
- TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS (Q2890711) (← links)
- EMPIRICAL LIKELIHOOD METHODS FOR THE GINI INDEX (Q2892454) (← links)
- Empirical Likelihood Intervals for Conditional Value-at-Risk in Heteroscedastic Regression Models (Q2911698) (← links)
- INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL (Q2937713) (← links)
- Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes (Q3069893) (← links)
- Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
- EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
- Reduce computation in profile empirical likelihood method (Q3087599) (← links)
- Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660) (← links)
- Approximate jackknife empirical likelihood method for estimating equations (Q3225773) (← links)
- Effects of data dimension on empirical likelihood (Q3399081) (← links)
- (Q3405573) (← links)