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Guo-Dong Xing

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Journal Articles

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2020
[j6]
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  - journals/cssc/XingLY20
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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): 491-503 (2020)
[j5]
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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): 2049-2058 (2020)
[j4]
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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): 2462-2471 (2020)
[j3]
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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): 1533-1544 (2020)
2019
[j2]
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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): 416-430 (2019)
2017
[j1]
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  - journals/cssc/XingY17a
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Guo-Dong Xing, Shanchao Yang:
Uniformly strong consistency of frequency polygons for negatively associated samples. Commun. Stat. Simul. Comput. 46(3): 2168-2175 (2017)

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