34 citations · 159 across the 12 of their papers we have counts for
Showing 2013 · math.STShow all
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math.ST2013★ 13 cited
Tests for covariance matrix with fixed or divergent dimension
Rongmao Zhang, Liang Peng, Ruodu Wang
Testing covariance structure is of importance in many areas of statistical analysis, such as microarray analysis and signal processing. Conventional tests for finite-dimensional co…
math.ST2013★ 5 cited
Weighted estimation of the dependence function for an extreme-value distribution
Liang Peng, Linyi Qian, Jingping Yang
Bivariate extreme-value distributions have been used in modeling extremes in environmental sciences and risk management. An important issue is estimating the dependence function, s…
math.ST2013★ 11 cited
Parameter estimation and model testing for Markov processes via conditional characteristic functions
Song X. Chen, Liang Peng, Cindy L. Yu
Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic…