Zuoxiang Peng

activity

20082023

most citedA class of unbiased location invariant Hill-type estimators for heavy tailed distributions

13 citations · 63 across the 22 of their papers we have counts for

collaborators

Showing 2014 · math.PRShow all

3 papers · 2 filters

math.PR2014★ 12 cited

Asymptotics of maxima of strongly dependent Gaussian processes

Z. Tan, E. Hashorva, Z. Peng

Let ${X_{n} (t), t \in [0, \infty)}, n \in N$ be a sequence of centered dependent stationary Gaussian processes. The limit distribution of $sup_{t \in [0, T (n)]} ∣ X_{n} (t) ∣$ is e…

math.PR2014★ 7 cited

Tail Asymptotic Expansions for L-Statistics

E. Hashorva, C. Ling, Z. Peng

In this paper, we derive higher-order expansions of $L$ -statistics of independent risks $X_{1}, \dots, X_{n}$ under conditions on the underlying distribution function $F$ . The new res…

math.PR2014

Higher-order expansions of distributions of maxima in a Hüsler-Reiss model

E. Hashorva, Z. Peng, Z. Weng

The max-stable Hüsler-Reiss distribution which arises as the limit distribution of maxima of bivariate Gaussian triangular arrays has been shown to be useful in various extreme val…