Jiazheng Liu

collaborators

2 papers

math.ST2018

$L_{p}$ and almost sure convergence of estimation on heavy tail index under random censoring

Yunyi Zhang, Jiazheng Liu, Zexin Pan +1

In this paper, we prove $L_{p}, p \geq 2$ and almost sure convergence of tail index estimator mentioned in \cite{grama2008} under random censoring and several assumptions. $p$ th mome…

math.ST2018

Monotone function estimator and its application

Yunyi Zhang, Dimitris N. Politis, Jiazheng Liu +1

In this paper, the model $Y_{i} = g (Z_{i}), i = 1, 2, ..., n$ with $Z_{i}$ being random variables with known distribution and $g (x)$ being unknown strictly increasing function is proposed and…

Lp​ and almost sure convergence of estimation on heavy tail index under random censoring

Monotone function estimator and its application

$L_{p}$ and almost sure convergence of estimation on heavy tail index under random censoring