activity
20132026
most citedTail Asymptotic Expansions for L-Statistics

7 citations · 22 across the 17 of their papers we have counts for

collaborators

17 papers

stat.ME2026

Semiparametric Inference for Causal Effects on Functional Outcomes

Junzhu Nie, Chengxiu Ling, Mengfei Ran

Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three funda…

math.ST2023★ 1 cited

Extreme Limit Theory of Competing Risks under Power Normalization

Kaihao Hu, Kai Wang, Corina Constantinescu +2

Advanced science and technology provide a wealth of big data from different sources for extreme value analysis. Classical extreme value theory was extended to obtain an accelerated…

stat.AP2023

Pricing Multi-event Triggered Catastrophe Bonds Based on Copula-POT Model

Yifan Tang, Chengxiu Ling, Conghua Wen

The constantly expanding frequency and loss affected by natural disasters pose a severe challenge to the traditional catastrophe insurance market. This paper aims to develop an inn…

stat.AP2023

Spatio-temporal Joint Modelling on Moderate and Extreme Air Pollution in Spain

Kai Wang, Chengxiu Ling, Ying Chen +1

Very unhealthy air quality is consistently connected with numerous diseases. Appropriate extreme analysis and accurate predictions are in rising demand for exploring potential link…

q-fin.RM2021

Extremal Analysis of Flooding Risk and Management

Chengxiu Ling, Jiayi Li, Yixuan Liu +1

Catastrophic losses caused by natural disasters receive a growing concern about the severe rise in magnitude and frequency. The constructions of insurance and financial management…

math.ST2019

On generalized Piterbarg-Berman function

Chengxiu Ling, Hong Zhang, Long Bai

This paper aims to evaluate the Piterbarg-Berman function given by $$\mathcal{P\!B}_α^h(x, E) = \int_\mathbb{R}e^z\mathbb{P} \left\{{\int_E \mathbb{I}\left(\sqrt2B_α(t) - |t|^α- h(…