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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 2015 · stat.MEShow all

2 papers · 2 filters

stat.ME2015★ 7 cited

Dynamic Bivariate Normal Copula

Xin Liao, Liang Peng, Zuoxiang Peng +1

Normal copula with a correlation coefficient between and is tail independent and so it severely underestimates extreme probabilities. By letting the correlation coefficien…

stat.ME2015★ 6 cited

Asymptotics and statistical inferences on independent and non-identically distributed bivariate Gaussian triangular arrays

Xin Liao, Zuoxiang Peng

In this paper, we establish the first and the second-order asymptotics of distributions of normalized maxima of independent and non-identically distributed bivariate Gaussian trian…