| Using a bootstrap method to choose the sample fraction in tail index estimation J Danielsson, L de Haan, L Peng, CG de Vries Journal of Multivariate analysis 76 (2), 226-248, 2001 | 748 | 2001 |
| Comparison of tail index estimators L De Haan, L Peng Statistica Neerlandica 52 (1), 60-70, 1998 | 403 | 1998 |
| Least absolute deviations estimation for ARCH and GARCH models L Peng, Q Yao Biometrika 90 (4), 967-975, 2003 | 228 | 2003 |
| Asymptotically unbiased estimators for the extreme-value index L Peng Statistics & Probability Letters 38 (2), 107-115, 1998 | 223 | 1998 |
| A bootstrap-based method to achieve optimality in estimating the extreme-value index G Draisma, L de Haan, L Peng, TT Pereira Extremes 2, 367-404, 1999 | 202 | 1999 |
| On optimising the estimation of high quantiles of a probability distribution A Ferreira*,, L de Haan*, L Peng¶ Statistics 37 (5), 401-434, 2003 | 201 | 2003 |
| Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities R Wang, L Peng, J Yang Finance and Stochastics 17, 395-417, 2013 | 148 | 2013 |
| Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations NH Chan, SJ Deng, L Peng, Z Xia Journal of Econometrics 137 (2), 556-576, 2007 | 138 | 2007 |
| Estimation of the coefficient of tail dependence in bivariate extremes L Peng Statistics & Probability Letters 43 (4), 399-409, 1999 | 125 | 1999 |
| Optimality condition for selected mapping in OFDM GT Zhou, L Peng IEEE Transactions on Signal Processing 54 (8), 3159-3165, 2006 | 117 | 2006 |
| Almost sure convergence in extreme value theory S Cheng, L Peng, Y Qi Mathematische Nachrichten 190, 43-50, 1998 | 117 | 1998 |
| Effects of data dimension on empirical likelihood SX Chen, L Peng, YL Qin Biometrika 96 (3), 711-722, 2009 | 114 | 2009 |
| Estimating the mean of a heavy tailed distribution L Peng Statistics & Probability Letters 52 (3), 255-264, 2001 | 104 | 2001 |
| Semi-parametric estimation of the second order parameter in statistics of extremes MI Gomes, L Haan, L Peng Extremes 5, 387-414, 2002 | 102 | 2002 |
| Robust estimation of the generalized pareto distribution L Peng, AH Welsh Extremes 4, 53-65, 2001 | 102 | 2001 |
| Empirical likelihood confidence regions for comparison distributions and ROC curves G Claeskens, BY Jing, L Peng, W Zhou Canadian Journal of Statistics 31 (2), 173-190, 2003 | 94 | 2003 |
| Semi‐Parametric Models for the Multivariate Tail Dependence Function–the Asymptotically Dependent Case C Klüppelberg, G Kuhn, L Peng Scandinavian Journal of Statistics 35 (4), 701-718, 2008 | 90 | 2008 |
| Confidence intervals for the tail index S Cheng, L Peng Bernoulli, 751-760, 2001 | 86 | 2001 |
| Estimating the tail dependence function of an elliptical distribution C Klüppelberg, G Kuhn, L Peng | 77 | 2007 |
| Nonparametric estimation of the dependence function for a multivariate extreme value distribution D Zhang, MT Wells, L Peng Journal of Multivariate Analysis 99 (4), 577-588, 2008 | 73 | 2008 |
