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| 1 | Dynamic bivariate normal copula显示文摘Normal copula with a correlation coefficient between-1 and 1 is tail independent and so it severely underestimates extreme probabilities. By letting the correlation coefficient in a normal copula depend on the sample size, H¨usler and Reiss(1989) showed that the tail can become asymptotically dependent. We extend this result by deriving the limit of the normalized maximum of n independent observations, where the i-th observation follows from a normal copula with its correlation coefficient being either a parametric or a nonparametric function of i/n. Furthermore, both parametric and nonparametric inference for this unknown function are studied, which can be employed to test the condition by H¨usler and Reiss(1989). A simulation study and real data analysis are presented too. | LIAO Xin PENG Liang PENG ZuoXiang ZHENG YanTing | 2016 | Science China Mathematics2016，59，5： | 3 |
| 2 | Almost Sure Central Limit Theorem for Partial Sums of Markov Chain显示文摘The authors prove an almost sure central limit theorem for partial sums based on an irreducible and positive recurrent Markov chain using logarithmic means,which realizes the extension of the almost sure central limit theorem for partial sums from an i.i.d.sequence of random variables to a Markov chain. | Guangming ZHUANG Zuoxiang PENG Zhongquan TAN | 2012 | Chinese Annals of Mathematics,Series B2012，33，1： | 2 |
| 3 | Strong convergence rate of a kind of Pickandstype estimator显示文摘StrongconvergencerateofakindofPickandstypeestimator￥PengZuoxiang(DepartmentofMathematics,SouthwestChinaNormalUniversity,Chong... | Peng Zuoxiang (Department of Mathematics, Southwest China Normal University, Chongqing 630715) | 1996 | 西南师范大学学报(自然科学版)1996，21，5： | 1 |
| 4 | Tail Behavior of the General Error Distribution显示文摘 | Peng Zuoxiang Tong Bin Saralees Nadarajah | 2009 | Communications in Statistics - Theory and Methods2009，，11： | 1 |
| 5 | Location invariant Weiss Hill estimator显示文摘 | Ling Chengxiu Peng Zuoxiang Nadarajah | 2012 | Extremes2012，15，： | 1 |
| 6 | Convergence for a Kind of Hill Estimator显示文摘 | | 1998 | Journal of Southwest Normal University1998，23，： | 1 |
| 7 | Tail asymptotic expansions for L-statistics显示文摘We derive higher-order expansions of L-statistics of independent risks X_1,...,X_n under conditions on the underlying distribution function F.The new results are applied to derive the asymptotic expansions of ratios of two kinds of risk measures,stop-loss premium and excess return on capital,respectively.Several examples and a Monte Carlo simulation study show the efficiency of our novel asymptotic expansions. | HASHORVA Enkelejd LING ChengXiu PENG ZuoXiang | 2014 | Science China Mathematics2014，57，10： | 0 |
| 8 | Joint asymptotic distributions of maximas for multi-variate normal process显示文摘Jointasymptoticdistributionsofmaximasofmulti-variatenormalprocessPengZuoxiang(DepartmentofMathematics,SouthwestChinaNormalUni... | Peng Zuoxiang(Department of Mathematics, Southwest China Normal University, Chongqing 630715) | 1995 | 西南师范大学学报(自然科学版)1995，20，4： | 0 |
| 9 | Rates of convergence of powered order statistics from general error distribution显示文摘Let{Xn:n≥1}be a sequence of independent random variables with common general error distribution GED(v)with shape parameter v>0,and let Mn,r denote the r-th largest order statistics of X1,X2,...,Xn.With different normalizing constants the distributional expansions and the uniform convergence rates of normalized powered order statistics|Mn,r|p are established.An alternative method is presented to estimate the probability of the r-th extremes.Numerical analyses are provided to support the main results. | Yuhan Zou Yingyin Lu Zuoxiang Peng | 2023 | Statistical Theory and Related Fields2023，7，1： | 0 |
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