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.

Qi, Y. (1999) On the one-sided logarithmic law for arrays. Systems Science and Mathematical Sciences 12, no. 2, 123-132.

Cheng, S., Peng, L. and Qi, Y. (1998) Almost sure convergence in extreme value theory. Math. Nach. 190, 43-50.

Qi, Y. (1998) Estimating extreme-value index from records. Chinese Annals of Mathematics Ser. B 19: 4, 499-510.

Balkema, A.A. and Qi, Y. (1998) Strictly stable laws for multivariate residual lifetimes. Proceedings of the 18-th Seminar Problems for Stochastic Models, Part I (Hajduszoboszlo, 1997). Journal of Mathematical Sciences (New York) 92, no.3, 3873-3880.

Qi, Y. and Wilms R.J.G. (1997), The limit behavior of maxima modulo one and the number of maxima. Statist. Probab. Lett. 32, no. 4, 357-366.

Qi, Y. (1997) A note on the number of maxima in a discrete sample. Statist. Probab. Lett. 33, no. 4, 373-377.

Qi, Y. (1997) Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics. Acta Mathematicae Applicatae Sinica (English Ser) 13, no.2, 167-175.

Qi, Y. (1997) A problem on stability of order statistics. Journal of Statistical Planning and Inference 64, no. 1, 21-25.

Qi,Y. (1997) The variational distance for asymptotic distribution of extreme values (modulo one). Acta Scientiarum Naturalium Universitatis Pekinensis 33, no. 1, 32-41.

Qi, Y. (1997) Some results on a counting process associated to records. Acta Scientiarum Naturalium Universitatis Pekinensis 33, no. 3, 289-297.

Peng, L. and Qi, Y. (1997) Asymptotic normality of Hill estimator in a second-order submodel of regular variation. (in Chinese) Chinese Annals of Mathematics Ser. A 18, no. 5, 539—544; translated in Chinese J Contemp. Math. 18, no.4,365-372.

Qi, Y. (1996) The weak law of large numbers when extreme terms are excluded from sums. Systems Science and Mathematical Sciences 9, no. 1, 83-93.

Qi, Y. (1996) A simple estimator for an exponential coefficient. Systems Science and Mathematical Sciences 9, no. 2, 151-156.

Qi, Y. and Cheng, Ping (1996) A law of the iterated logarithm for sums in the domains of attraction of stable distributions. Chinese Annals of Mathematics 17A:2, 195-206.

Qi, Y. and Cheng, Ping (1996) Limit distributions on numbers of runs. Northwest Math J. 12, no. 4, 483-488.

Chen, L. and Qi, Y. (1996) Convergence rate for asymptotic uniformity of distribution of independent sums modulo one. Acta Scientiarum Naturalium Universitatis Pekinensis 32, no. 3, 316-321.

Qi, Y. and Cheng S. (1996) Convergence rate of distributions of trimmed sums. Chinese Annals of Mathematics 17B:3, 349-364.

Qi, Y. (1995) Convergence rates in the law of large numbers for trimmed sums, Acta Mathematicae Applicatae Sinica 18, no.2, 273-286.

Qi, Y. (1995) Limit theorems for sums and maxima of pairwise negative quadrant dependent random variables. Systems Science and Mathematical Sciences 8, no. 3, 249-253.

Qi, Y. (1994) The weak law of large numbers for trimmed sums. Chinese Annals of Mathematics 15A:3, 309-318.

Qi, Y. (1994) Some results on covariance of function of order statistics. Statistics & Probability Letters 19, 111-114.

Qi, Y. (1994) On the strong convergence of arrays. Bulletin of the Australian Mathematical Society 50, 219-223.

Qi, Y. (1994) Some problems concerning consecutive k-out-of-n:F system. Proceedings of the second international conference on Reliability, Maintainability and Safety, Beijing, China, June 7-10, International Academic Publishers, 267-271.

Qi, Y. (1994) Strong laws of lifetime for a consecutive k-out-of-n:F system. Systems Science and Mathematical Sciences 7, No.2, 121-127.

Qi, Y. (1994) Limit laws of lifetime for a consecutive k-within-m-out-of-n system, Systems Science and Mathematical Sciences 7, no. 1, 82-88.

Qi, Y. (1993) On reliability of m consecutive-k-out-of-n system, Proceedings of the first academic conference for Chinese Postdoctoral Research Fellows, Chinese Defense Industry Press, 1133-1136.

Qi, Y. (1993) The law of the iterated logarithm for Hill's estimator. Chinese Annals of Mathematics 14A:5, 555—560 (in Chinese); The English version in Chinese Journal of Contemporary Mathematics 14:4, 347-354.

Qi, Y. (1993) Generalized moments of several variables related to random walks with positive drift. Acta Scientiarum Naturalium Universitatis Pekinensis 29, no. 5, 552-562.

Qi, Y. (1993) The central limit problem for trimmed sums in the Feller class. Chinese Annals of Mathematics 14A:2, 201--209 (in Chinese); The English version in Chinese Journal of Contemporary Mathematics 14:2, 177-187.

Qi, Y. and Cheng S. (1992) Convergence of Pickands-type estimators. Chinese Science Bulletin 37, no.17, 1409-1413.

Qi, Y. (1991) Convergence rate of conditional central limit theorem for interchangeable sequences. Acta Scientiarum Naturalium Universitatis Pekinensis 27, No. 5, 536-545.

Qi, Y. (1991) On rates of convergence to normality for trimmed sums. Acta Scientiarum Naturalium Universitatis Pekinensis 27, no. 5, 526-535.

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