7 citations · 18 across the 8 of their papers we have counts for
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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…
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…