Peng, Liang; Yao, Qiwei Estimating conditional means with heavy tails. (English) Zbl 1380.62226 Stat. Probab. Lett. 127, 14-22 (2017). MSC: 62G32 60G70 62G05 62G20 PDFBibTeX XMLCite \textit{L. Peng} and \textit{Q. Yao}, Stat. Probab. Lett. 127, 14--22 (2017; Zbl 1380.62226) Full Text: DOI Link
Hashorva, Enkelejd; Peng, Liang; Weng, Zhichao Maxima of a triangular array of multivariate Gaussian sequence. (English) Zbl 1327.60108 Stat. Probab. Lett. 103, 62-72 (2015). MSC: 60G70 60G15 60G10 60F05 PDFBibTeX XMLCite \textit{E. Hashorva} et al., Stat. Probab. Lett. 103, 62--72 (2015; Zbl 1327.60108) Full Text: DOI arXiv
Peng, Liang; Qi, Yongcheng; Wang, Ruodu Empirical likelihood test for high dimensional linear models. (English) Zbl 1288.62071 Stat. Probab. Lett. 86, 85-90 (2014). MSC: 62G10 62J05 62E20 PDFBibTeX XMLCite \textit{L. Peng} et al., Stat. Probab. Lett. 86, 85--90 (2014; Zbl 1288.62071) Full Text: DOI
Feng, Huijun; Peng, Liang; Zhu, Fukang Interval estimation for a simple bilinear model. (English) Zbl 1282.62074 Stat. Probab. Lett. 83, No. 10, 2152-2159 (2013). MSC: 62G05 62G15 62M10 65C60 PDFBibTeX XMLCite \textit{H. Feng} et al., Stat. Probab. Lett. 83, No. 10, 2152--2159 (2013; Zbl 1282.62074) Full Text: DOI
Li, Zhouping; Gong, Yun; Peng, Liang Empirical likelihood method for intermediate quantiles. (English) Zbl 1187.62091 Stat. Probab. Lett. 80, No. 11-12, 1022-1029 (2010). MSC: 62G15 65C60 62G30 PDFBibTeX XMLCite \textit{Z. Li} et al., Stat. Probab. Lett. 80, No. 11--12, 1022--1029 (2010; Zbl 1187.62091) Full Text: DOI
Li, Deyuan; Peng, Liang Comparing extreme models when the sign of the extreme value index is known. (English) Zbl 1185.62094 Stat. Probab. Lett. 80, No. 7-8, 739-746 (2010). MSC: 62G32 62G20 PDFBibTeX XMLCite \textit{D. Li} and \textit{L. Peng}, Stat. Probab. Lett. 80, No. 7--8, 739--746 (2010; Zbl 1185.62094) Full Text: DOI
Li, Deyuan; Peng, Liang Goodness-of-fit test for tail copulas modeled by elliptical copulas. (English) Zbl 1161.62031 Stat. Probab. Lett. 79, No. 8, 1097-1104 (2009). MSC: 62H12 62G10 62F05 PDFBibTeX XMLCite \textit{D. Li} and \textit{L. Peng}, Stat. Probab. Lett. 79, No. 8, 1097--1104 (2009; Zbl 1161.62031) Full Text: DOI
Peng, Liang; Qi, Yongcheng Chover-type laws of the iterated logarithm for weighted sums. (English) Zbl 1116.60323 Stat. Probab. Lett. 65, No. 4, 401-410 (2003). MSC: 60F15 60G50 PDFBibTeX XMLCite \textit{L. Peng} and \textit{Y. Qi}, Stat. Probab. Lett. 65, No. 4, 401--410 (2003; Zbl 1116.60323) Full Text: DOI
Peng, Liang Asymptotic expansions of densities of sums of random vectors without third moment. (English) Zbl 1020.60039 Stat. Probab. Lett. 58, No. 2, 167-174 (2002). Reviewer: Laszlo Lakatos (Budapest) MSC: 60G50 60F05 PDFBibTeX XMLCite \textit{L. Peng}, Stat. Probab. Lett. 58, No. 2, 167--174 (2002; Zbl 1020.60039) Full Text: DOI
Peng, Liang Estimating the mean of a heavy tailed distribution. (English) Zbl 0981.62041 Stat. Probab. Lett. 52, No. 3, 255-264 (2001). MSC: 62G32 62E20 62F10 PDFBibTeX XMLCite \textit{L. Peng}, Stat. Probab. Lett. 52, No. 3, 255--264 (2001; Zbl 0981.62041) Full Text: DOI
Peng, Liang Semi-parametric estimation of long-range dependence index in infinite variance time series. (English) Zbl 1036.62088 Stat. Probab. Lett. 51, No. 2, 101-109 (2001). MSC: 62M10 62G05 PDFBibTeX XMLCite \textit{L. Peng}, Stat. Probab. Lett. 51, No. 2, 101--109 (2001; Zbl 1036.62088) Full Text: DOI
Geluk, J. L.; Peng, Liang An adaptive optimal estimate of the tail index for MA(1) time series. (English) Zbl 0942.62060 Stat. Probab. Lett. 46, No. 3, 217-227 (2000). MSC: 62G32 62M10 PDFBibTeX XMLCite \textit{J. L. Geluk} and \textit{L. Peng}, Stat. Probab. Lett. 46, No. 3, 217--227 (2000; Zbl 0942.62060) Full Text: DOI
Peng, L. Estimation of the coefficient of tail dependence in bivariate extremes. (English) Zbl 0958.62049 Stat. Probab. Lett. 43, No. 4, 399-409 (1999). Reviewer: H.N.Nagaraja (Columbus/Ohio) MSC: 62G32 62G20 PDFBibTeX XMLCite \textit{L. Peng}, Stat. Probab. Lett. 43, No. 4, 399--409 (1999; Zbl 0958.62049) Full Text: DOI
Peng, Liang Asymptotically unbiased estimators for the extreme-value index. (English) Zbl 1246.62129 Stat. Probab. Lett. 38, No. 2, 107-115 (1998). MSC: 62G32 62G30 62G20 62G05 PDFBibTeX XMLCite \textit{L. Peng}, Stat. Probab. Lett. 38, No. 2, 107--115 (1998; Zbl 1246.62129) Full Text: DOI