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Approximation of stable law in Wasserstein-1 distance by Stein’s method Journal article
ANNALS OF APPLIED PROBABILITY, 2019,Volume: 29,Issue: 1,Page: 458-504
Authors:  Xu, Lihu
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Stable Approximation  Wasserstein-1 Distance (W-1 Distance)  Stein's Method  L-1 Discrepancy  Normal Domain Of Attraction Of Stable Law  Alpha-stable Processes  
Empirical likelihood ratio under infinite second moment Journal article
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017,Volume: 46,Issue: 14,Page: 6909-6915
Authors:  Cheng, Conghua;  Liu, Yiming;  Liu, Zhi
Favorite  |  View/Download:16/0  |  Submit date:2018/10/30
Confidence Interval  Domain Of Attraction Of Normal Law  Empirical Likelihood  Infinite Variance  62b05  62g30  
Empirical likelihood for compound Poisson processes under infinite second moment Journal article
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017,Volume: 46,Issue: 17,Page: 8618-8627
Authors:  Cheng, Conghua;  Liu, Zhi;  Wan, Yi
Favorite  |  View/Download:14/0  |  Submit date:2018/10/30
Compound Poisson Process  Domain Of Attraction Of Normal Law  Empirical Likelihood