Guo-Dong Xing

Publication Activity (10 Years)

Years Active: 2017-2020
Publications (10 Years): 6

Top Topics

Conditional Expectation

Prior Distribution

Top Venues

Commun. Stat. Simul. Comput.

J. Syst. Sci. Complex.

Publications

Guo-Dong Xing, Xiaohu Li, Shanchao Yang
Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model. Commun. Stat. Simul. Comput. 49 (2) (2020)
Guo-Dong Xing, Shanchao Yang
First and Second Order Asymptotics of the Spectral Risk Measure for Portfolio Loss Under Multivariate Regular Variation. J. Syst. Sci. Complex. 33 (5) (2020)
Guo-Dong Xing, Xiaoli Gan, Xiaohu Li, Shanchao Yang
On the asymptotics of value-at-risk for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails. Commun. Stat. Simul. Comput. 49 (9) (2020)
Guo-Dong Xing, Xiaohu Li, Shanchao Yang
On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails. Commun. Stat. Simul. Comput. 49 (8) (2020)
Guo-Dong Xing, Shanchao Yang, Xiaohu Li
Uniformly strong consistency and Berry-Esseen bound of frequency polygons for α-mixing samples. Commun. Stat. Simul. Comput. 48 (2) (2019)
Guo-Dong Xing, Shanchao Yang
Uniformly strong consistency of frequency polygons for negatively associated samples. Commun. Stat. Simul. Comput. 46 (3) (2017)