Liang Peng - Concepedia

Author

Liang Peng

Also Known As

L. Peng, LIANG PENG, Liang Peng, Liang Peng -, P.C.-P. Liang, P.C.P. Liang, Peng Liang, Peng Liang -, Peng, L, Peng, Liang

234

Publications

Citations

H-Index

Concepts

All Affiliations

Georgia Institute of Technology Georgia State University Erasmus University Rotterdam Fudan University University of Minnesota, Duluth

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	20	45	2.1K
2	Business	18	29	1.1K
3	Management	7	7	310
4	Public Health	3	3	68
5	Medicine	2	2	42

Liang Peng

Publications

3.6K

Citations

H-Index

Page 1

	Year	Citations
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 Bootstrap ResamplingEngineeringSample FractionError EstimationEstimation Statistic	2001	449
Comparison of tail index estimators Laurens de Haan, Liang Peng Statistica Neerlandica Large DeviationsEconomicsDensity EstimationEngineeringIndex System	1998	229
Least absolute deviations estimation for ARCH and GARCH models Liang Peng Biometrika	2003	186
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 Dependent RisksEngineeringFinancial Risk ManagementRisk ManagementManagement	2013	152
Asymptotically unbiased estimators for the extreme-value index Liang Peng Statistics & Probability Letters Unbiased EstimatorsEngineeringEconomic AnalysisStatistical InferenceMathematical Statistic	1998	106
Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations Ngai Hang Chan, Shijie Deng, Liang Peng, Journal of Econometrics Heavy-tailed InnovationsEconomicsVolatility ModelingEngineeringAsset Pricing	2006	99
Effects of data dimension on empirical likelihood Song Xi Chen, Liang Peng, Yuliang Qin Biometrika	2009	92
Optimality Condition for Selected Mapping in OFDM G. Tong Zhou, Liang Peng IEEE Transactions on Signal Processing Multi-carrier CommunicationEngineeringOriginal Ofdm SignalOfdm SystemOfdm Signal	2006	87
Almost Sure Convergence in Extreme Value Theory Shihong Cheng, Liang Peng, Yongcheng Qi Mathematische Nachrichten Indicator FunctionEngineeringIntegrable ProbabilityEquation ImageProbability Theory	1998	85
Estimation of the coefficient of tail dependence in bivariate extremes Liang Peng Statistics & Probability Letters Tail DependenceEstimation TheoryEngineeringBusinessEconometrics	1999	80

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