Concepedia

Liang Peng

LP

92

Publications

3.6K

Citations

32

H-Index

1997

Active since

Affiliations

Georgia Institute of Technology(Current)

Georgia State University

Erasmus University Rotterdam

Fudan University

University of Minnesota, Duluth

Liang Peng is an author at Georgia Institute of Technology specializing in statistics, statistical inference, and engineering.

Top concepts

StatisticsStatistical InferenceEngineeringEstimation TheoryBusinessEconometricsFinanceEconomicsBiostatisticsCopulas

Publications per year

1997–2024

92

Publications

92

Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation

Laurens de Haan, Liang Peng, Casper G. de Vries · Journal of Multivariate Analysis · 2001 · 449 citations

Bootstrap Resampling, Engineering, Sample Fraction +10

Comparison of tail index estimators

Laurens de Haan, Liang Peng · Statistica Neerlandica · 1998 · 229 citations

Large Deviations, Economics, Density Estimation +15

Least absolute deviations estimation for ARCH and GARCH models

Liang Peng · Biometrika · 2003 · 186 citations · Full text

Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities

Ruodu Wang, Liang Peng, Jingping Yang · Finance and Stochastics · 2013 · 152 citations

Dependent Risks, Engineering, Financial Risk Management +10

Asymptotically unbiased estimators for the extreme-value index

Liang Peng · Statistics & Probability Letters · 1998 · 106 citations

Unbiased Estimators, Engineering, Economic Analysis +5

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