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

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Showing 2008 · math.STShow all

2 papers · 2 filters

math.ST2008

Almost Sure Convergence of Extreme Order Statistics

Zuoxiang Peng, Jiaona Li, Saralees Nadarajah

Let $M_{n}^{(k)}$ denote the $k$ th largest maximum of a sample $(X_{1}, X_{2}, ..., X_{n})$ from parent $X$ with continuous distribution. Assume there exist normalizing constants $a_{n} > 0$ , $b_…

math.ST2008★ 13 cited

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…