Selected Papers
Peng, L. and Qi, Y. (2006) Confidence regions for
high quantiles of a heavy tailed distribution. Annals of Statistics
34 (4)
Peng, L and Qi, Y. (2006) A new calibration method
of constructing empirical likelihood-based confidence intervals for
the tail index. Australian & New Zealand Journal of Statistics 48,
59-66.
Chan, N.H., Peng L. and Qi Y.(2006) Quantile inference
for nearly-integrated autoregressive time series with infinite variance.
Statistica Sinica 16, 15-28.
Lu, X. and Qi, Y. (2004) Empirical likelihood for
the additive risk model. Probability and Mathematical Statistics 24,
419-431.
Lu, X. and Qi, Y. (2004) A note on limit distributions
for products of sums. Statist. Probab. Lett. 68, no 4, 407-413.
Peng, L. and Qi, Y. (2004) Estimating the first and
second order parameters of a heavy tailed distribution. Australian &
New Zealand Journal of Statistics 46, no 2, 305-312.
Adler, A. and Qi, Y. (2003) On exact strong laws for
sums of multidimensionally indexed random variables. Probability and
Mathematical Statistics 23, 305-313
Peng, L. and Qi, Y. (2003) Almost sure convergence
of distributional laws for order statistics. Probability and Mathematical
Statistics 23, 217-228
Peng, L. and Qi, Y (2003) Chover-type laws of the
iterated logarithm for weighted sums. Statist. Probab. Lett 65, 401-410.
Qi, Y. (2003) Limit distributions for products of
sums. Statist. Probab. Lett 62, no 1, 93-100.
Qi, Y. and Reeves, J. (2002) On sequential estimation
for branching processes with immigration. Stochastic Processes and their
Applications 100, 41-51.
McCormick, W.P. and Qi, Y. (2000) Asymptotic distribution
for the sum and the maximum of Gaussian processes. Journal of Applied
Probability 37, no 4, 958-971.
Cheng, S., Peng, L. and Qi, Y. (2000) Ergodic behavior
of extreme values. J. Austral. Math. Soc (Ser. A) 68, 170-180.
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