7 citations · 18 across the 8 of their papers we have counts for
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math.PR2016★ 1 cited
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}…
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…