13 citations · 63 across the 22 of their papers we have counts for
4 papers · 1 filter
Moments convergence of powered normal extremes
Tingting Li, Zuoxiang Peng
In this paper, convergence for moments of powered normal extremes is considered under an optimal choice of normalizing constants. It is shown that the rates of convergence for norm…
Higher-order expansions of extremes from mixed skew-t distribution
Jingyao Hou, Xin Liao, Zuoxiang Peng
In this paper, we study the asymptotic behaviors of the extreme of mixed skew-t distribution. We considered limits on distribution and density of maximum of mixed skew-t distributi…
Almost Sure Convergence of Extreme Order Statistics
Zuoxiang Peng, Jiaona Li, Saralees Nadarajah
Let denote the th largest maximum of a sample from parent with continuous distribution. Assume there exist normalizing constants , $b_…
A class of unbiased location invariant Hill-type estimators for heavy tailed distributions
Jiaona Li, Zuoxiang Peng, Saralees Nadarajah
Based on the methods provided in Caeiro and Gomes (2002) and Fraga Alves (2001), a new class of location invariant Hill-type estimators is derived in this paper. Its asymptotic dis…