13 citations · 63 across the 22 of their papers we have counts for
22 papers
Expectile-based conditional tail moments with covariates
Qian Xiong, Zuoxiang Peng
Expectile, as the minimizer of an asymmetric quadratic loss function, is a coherent risk measure and is helpful to use more information about the distribution of the considered ris…
Uniform convergence rates of skew-normal extremes
Qian Xiong, Zuoxiang Peng, Saralees Nadarajah
Let denote the partial maximum of an independent and identically distributed skew-normal random sequence. In this paper, the rate of…
Modelling multivariate extreme value distributions via Markov trees
Shuang Hu, Zuoxiang Peng, Johan Segers
Multivariate extreme value distributions are a common choice for modelling multivariate extremes. In high dimensions, however, the construction of flexible and parsimonious models…
Distributional expansions of powered order statistics from general error distribution
Yingyin Lu, Zuoxiang Peng
Let be a sequence of independent random variables with common general error distribution with shape parameter , and let denote the th…
Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids
Yingyin Lu, Zuoxiang Peng
In this paper, for centered homogeneous Gaussian random fields the joint limiting distributions of normalized maxima and minima over continuous time and uniform grids are investiga…
Second-order expansions for maxima of dynamic bivariate normal copulas
Rui Wang, Xin Liao, Zuoxiang Peng
In this paper, we establish the second-order distributional expansions of normalized maxima of n independent observations, where the ith observation follows from a normal copula wi…