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Nonparametric regression - Nonparametric regession under dependent errors with infinite variance
Peng, Liang; Yao, Qiwei - In: Annals of the Institute of Statistical Mathematics : AISM 56 (2004) 1, pp. 73-86
Persistent link: https://www.econbiz.de/10006550712
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Median-Based Classifiers for High-Dimensional Data
Chan, Ngai Hang; Chen, Song Xi; Peng, Liang; Yu, Cindy L - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1597-1609
Persistent link: https://www.econbiz.de/10008376188
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Price-volume Correlation in the Housing Market: Causality and Co-movements
Clayton, Jim; Miller, Norman; Peng, Liang - In: The journal of real estate finance and economics 40 (2009) 1, pp. 14-41
Persistent link: https://www.econbiz.de/10008378302
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EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS
Chan, Ngai Hang; Peng, Liang; Zhang, Dabao - In: Econometric theory 27 (2010) 1, pp. 154-178
Persistent link: https://www.econbiz.de/10008814161
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Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
Hang Chan, Ngai; Deng, Shi-Jie; Peng, Liang; Xia, Zhendong - In: Journal of econometrics 137 (2007) 2, pp. 556-576
Persistent link: https://www.econbiz.de/10007604720
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Theory and Methods - Variance Reduction in Multiparameter Likelihood Models
Cheng, Ming-Yen; Peng, Liang - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 293-304
Persistent link: https://www.econbiz.de/10007612022
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TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS
Chan, Ngai Hang; Li, Deyuan; Peng, Liang - In: Econometric theory 28 (2011) 3, pp. 705-718
Persistent link: https://www.econbiz.de/10009968682
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Jackknife empirical likelihood method for some risk measures and related quantities
Peng, Liang; Qi, Yongcheng; Wang, Ruodu; Yang, Jingping - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 142-151
Persistent link: https://www.econbiz.de/10009972464
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Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities
Wang, Ruodu; Peng, Liang; Yang, Jingping - In: Finance and stochastics 17 (2013) 2, pp. 395-417
Persistent link: https://www.econbiz.de/10010091559
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Repeat Sales Regression on Heterogeneous Properties
Peng, Liang - In: The journal of real estate finance and economics 45 (2012) 3, pp. 804-828
Persistent link: https://www.econbiz.de/10010017570