Extreme values for dependent data (by Qiwei Yao)
Estimation of extreme quantiles for functions of dependent random variables.
(R-codes)
(with J. Gong, Y. Li and L. Peng.)
J. Royal. Statist. Soc., B.
2015, 77, 1001-1024.
Moving-maximum models for extrema of time series.
(With P.Hall and L.Peng)
J. Stats. Plann. Inference,
2002, 103, 51-63.
Last update: 22 October 2015
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