2 citations · 3 across the 2 of their papers we have counts for
3 papers
math.ST2016
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…
math.PR2015★ 1 cited
Second-order asymptotics for convolution of distributions with light tails
Zuoxiang Peng, Xin Liao
In this paper, asymptotic behavior of convolution of distributions belonging to two subclasses of distributions with exponential tails are considered, respectively. The precise sec…
stat.ME2012★ 2 cited
Rates of convergence of extremes from skew normal samples
Xin Liao, Zuoxiang Peng, Saralees Nadarajah +1
For a skew normal random sequence, convergence rates of the distribution of its partial maximum to the Gumbel extreme value distribution are derived. The asymptotic expansion of th…