Liang Peng

Liang Peng

Georgia State University - Atlanta / United States
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1431404
person_outline Liang Peng's MOST POPULAR ARTICLES
1-) Using a bootstrap method to choose the sample fraction in tail index estimationJ Danielsson, L de Haan, L Peng, CG de VriesJournal of Multivariate analysis 76 (2), 226-248, 20016872001
2-) Comparison of tail index estimatorsL De Haan, L PengStatistica Neerlandica 52 (1), 60-70, 19983851998
3-) Least absolute deviations estimation for ARCH and GARCH modelsL Peng, Q YaoBiometrika 90 (4), 967-975, 20032282003
4-) Asymptotically unbiased estimators for the extreme-value indexL PengStatistics & Probability Letters 38 (2), 107-115, 19982221998
5-) A bootstrap-based method to achieve optimality in estimating the extreme-value indexG Draisma, L de Haan, L Peng, TT PereiraExtremes 2, 367-404, 19992021999