Items where Author is "Peng, Liang"

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Article

Approximating conditional density functions using dimension reduction. Fan, Jian-qing and Peng, Liang and Yao, Qiwei and Zhang, Wenyang

Estimating conditional means with heavy tails. Peng, Liang and Yao, Qiwei

Estimation of extreme quantiles for functions of dependent random variables. Gong, Jinguo and Li, Yadong and Peng, Liang and Yao, Qiwei

Least absolute deviations estimation for ARCH and GARCH models. Peng, Liang and Yao, Qiwei

Moving-maximum models for extrema of time series. Hall, Peter and Peng, Liang and Yao, Qiwei

Nonparametric regression under dependent errors with infinite variance. Peng, Liang and Yao, Qiwei

Prediction and nonparametric estimation for time series with heavy tails. Hall, Peter and Peng, Liang and Yao, Qiwei