7 citations · 18 across the 8 of their papers we have counts for
Showing 2015Show all
3 papers · 1 filter
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.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…