Liang Peng

5 catalog papers. Name-matched publications do not establish a verified researcher identity.

School of Mathematics, Georgia Institute of Technology

Publications

• Predictive regressions for macroeconomic data — The Annals of Applied Statistics 2014 (name-matched, not ORCID-linked)
• Tests for covariance matrix with fixed or divergent dimension — The Annals of Statistics 2013 (name-matched, not ORCID-linked)
• Confidence regions for high quantiles of a heavy tailed distribution — The Annals of Statistics 2006 (name-matched, not ORCID-linked)
• Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution — The Annals of Statistics 2004 (name-matched, not ORCID-linked)
• Least absolute deviations estimation for ARCH and GARCH models — Biometrika 2003 (name-matched, not ORCID-linked)