7 citations · 18 across the 8 of their papers we have counts for
8 papers
Second-order expansions for maxima of dynamic bivariate normal copulas
Rui Wang, Xin Liao, Zuoxiang Peng
In this paper, we establish the second-order distributional expansions of normalized maxima of n independent observations, where the ith observation follows from a normal copula wi…
Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization
Zhichao Weng, Xin Liao
In this paper, we study second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization. Numerical analysis are given to compar…
Second-order asymptotics on distributions of maxima of bivariate elliptical arrays
Xin Liao, Zhichao Weng, Zuoxiang Peng
Let be a triangular array of independent bivariate elliptical random vectors with the same distribution function as $(S_{1}, ρ_{n}…
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…
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…
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…
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…
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…