C. Ling

activity

20132026

most citedTail Asymptotic Expansions for L-Statistics

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

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9 papers · 1 filter

math.PR2016★ 1 cited

Higher-order expansions of powered extremes of normal samples

Wei Zhou, Chengxiu Ling

In this paper, higher-order expansions for distributions and densities of powered extremes of standard normal random sequences are established under an optimal choice of normalized…

math.PR2015★ 2 cited

Extremes and Limit Theorems for Difference of Chi-type processes

P. Albin, E. Hashorva, L. Ji +1

Let ${ζ_{m, k}^{(κ)} (t), t \geq 0}, κ > 0$ be random processes defined as the differences of two independent stationary chi-type processes with $m$ and $k$ degrees of freedom. In appl…

math.PR2015

On maxima of chi-processes over threshold dependent grids

Chengxiu Ling, Zhongquan Tan

In this paper, with motivation from [30] by Piterbarg (Extremes 7:161--177, 2004) and the considerable interest in stationary chi-processes, we derive asymptotic joint distribution…

math.PR2015★ 5 cited

Comparison Inequalities for Order Statistics of Gaussian Arrays

K. Debicki, E. Hashorva, L. Ji +1

Normal comparison lemma and Slepian's inequality are essential tools in the study of Gaussian processes. In this paper we extend normal comparison lemma and derive various related…

math.PR2014

Extremes of order statistics of self-similar processes

Chengxiu Ling

Let ${X_{i} (t), t \geq 0}, 1 \leq i \leq n$ be independent copies of a random process ${X (t), t \geq 0}$ . For a given positive constant $u$ , define the set of $r$ th conjunctions $C_r(u):=\{…

math.PR2014★ 4 cited

Extremes of Order Statistics of Stationary Processes

Krzysztof Debicki, Enkelejd Hashorva, Lanpeng Ji +1

Let ${X_{i} (t), t \geq 0}, 1 \leq i \leq n$ be independent copies of a stationary process ${X (t), t \geq 0}$ . For given positive constants $u, T$ , define the set of $r$ th conjunctions $ C_{r…

math.PR2014★ 7 cited

Tail Asymptotic Expansions for L-Statistics

E. Hashorva, C. Ling, Z. Peng

In this paper, we derive higher-order expansions of $L$ -statistics of independent risks $X_{1}, \dots, X_{n}$ under conditions on the underlying distribution function $F$ . The new res…

math.PR2013

Maxima of Skew Elliptical Triangular Arrays

Enkelejd Hashorva, Chengxiu Ling

In this paper we investigate the asymptotic behaviour of the componentwise maxima for two bivariate skew elliptical triangular arrays with components given in terms of skew transfo…

math.PR2013

Tail Asymptotics of Deflated Risks

E. Hashorva, C. Ling, Z. Peng

Random deflated risk models have been considered in recent literatures. In this paper, we investigate second-order tail behavior of the deflated risk X=RS under the assumptions of…