| 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 | 633 | 2001 |
| Comparison of tail index estimators L De Haan, L Peng Statistica Neerlandica 52 (1), 60-70, 1998 | 360 | 1998 |
| Least absolute deviations estimation for ARCH and GARCH models L Peng, Q Yao Biometrika 90 (4), 967-975, 2003 | 207 | 2003 |
| Asymptotically unbiased estimators for the extreme-value index L Peng Statistics & Probability Letters 38 (2), 107-115, 1998 | 181 | 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 (4), 367-404, 1999 | 177 | 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 | 165 | 2003 |
| Almost sure convergence in extreme value theory S Cheng, L Peng, Y Qi Mathematische Nachrichten 190, 43-50, 1998 | 114 | 1998 |
| 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 (2), 395-417, 2013 | 113 | 2013 |
| Estimation of the coefficient of tail dependence in bivariate extremes L Peng Statistics & Probability Letters 43 (4), 399-409, 1999 | 111 | 1999 |
| Optimality condition for selected mapping in OFDM GT Zhou, L Peng IEEE Transactions on Signal Processing 54 (8), 3159-3165, 2006 | 110 | 2006 |
| 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 | 106 | 2007 |
| Effects of data dimension on empirical likelihood SX Chen, L Peng, YL Qin Biometrika 96 (3), 711-722, 2009 | 94 | 2009 |
| Robust estimation of the generalized pareto distribution L Peng, AH Welsh Extremes 4 (1), 53-65, 2001 | 88 | 2001 |
| Estimating the mean of a heavy tailed distribution L Peng Statistics & Probability Letters 52 (3), 255-264, 2001 | 86 | 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 | 80 | 2003 |
| Confidence intervals for the tail index S Cheng, L Peng Bernoulli 7 (5), 751-760, 2001 | 77 | 2001 |
| 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 | 75 | 2008 |
| Threshold selection in extreme value analysis F Caeiro, MI Gomes Extreme value modeling and risk analysis: Methods and applications 1, 69-86, 2016 | 60 | 2016 |
| Semi-parametric estimation of the second order parameter in statistics of extremes MI Gomes, L De Haan, L Peng Extremes 5 (4), 387-414, 2002 | 60 | 2002 |
| On prediction intervals based on predictive likelihood or bootstrap methods P Hall, L Peng, N Tajvidi Biometrika 86 (4), 871-880, 1999 | 58 | 1999 |
