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~language:"eng"
~person:"Linton, Oliver"
~person:"Peng, Liang"
~type_genre:"Article in journal"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Statistical distribution
17
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17
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9
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7
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7
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Linton, Oliver
Peng, Liang
Nadarajah, Saralees
27
Fabozzi, Frank J.
21
Račev, Svetlozar T.
19
Landsman, Zinoviy
15
Gómez-Déniz, Emilio
14
Sarabia Alzaga, José Maria
13
Calderín-Ojeda, Enrique
12
Kim, Young Shin
12
Paolella, Marc S.
12
Perote, Javier
12
Madan, Dilip B.
11
Akira Toda, Alexis
10
Furman, Edward
10
Härdle, Wolfgang
10
Ravazzolo, Francesco
10
Satchell, Stephen
10
Wu, Ximing
10
Benth, Fred Espen
9
Ciecka, James E.
9
Cossette, Hélène
9
Griffiths, William E.
9
Parmeter, Christopher F.
9
Phillips, Peter C. B.
9
Su, Jianxi
9
Taylor, James W.
9
Ñíguez, Trino-Manuel
9
Chinhamu, Knowledge
8
Dijk, Dick van
8
González-Val, Rafael
8
Hoga, Yannick
8
Hua, Lei
8
Lucas, André
8
Skoog, Gary R.
8
Blazsek, Szabolcs
7
Corradi, Valentina
7
Dhaene, Jan
7
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7
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5
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4
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2
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
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ECONIS (ZBW)
17
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1
Risk analysis via generalized pareto distributions
He, Yi
;
Peng, Liang
;
Zhang, Dabao
;
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
Saved in:
2
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
3
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
4
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
5
Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Wang, Xing
;
Liu, Qing
;
Hou, Yanxi
;
Peng, Liang
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 661-680
Persistent link: https://www.econbiz.de/10011939722
Saved in:
6
Haezendonck-Goovaerts risk measure with a heavy tailed loss
Liu, Qing
;
Peng, Liang
;
Wang, Xing
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 28-47
Persistent link: https://www.econbiz.de/10011774767
Saved in:
7
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
8
Tail dependence measure for examining financial extreme co-movements
Asimit, Alexandru V.
;
Gerrard, Russell
;
Hou, Yanxi
; …
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 330-348
Persistent link: https://www.econbiz.de/10011705189
Saved in:
9
Interval estimation for a measure of tail dependence
Liu, Aiai
;
Hou, Yanxi
;
Peng, Liang
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 294-305
Persistent link: https://www.econbiz.de/10011398079
Saved in:
10
Joint tail of ECOMOR and LCR reinsurance treaties
Peng, Liang
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 116-120
Persistent link: https://www.econbiz.de/10010437592
Saved in:
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