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Peng, Liang and Yao, Qiwei 
ORCID: 0000-0003-2065-8486
(2017)
Estimating conditional means with heavy tails.
Statistics and Probability Letters, 127.
pp. 14-22.
ISSN 0167-7152
Gong, Jinguo, Li, Yadong, Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2015)
Estimation of extreme quantiles for functions of dependent random variables.
Journal of the Royal Statistical Society. Series B: Statistical Methodology, 77 (5).
pp. 1001-1024.
ISSN 1369-7412
Fan, Jian-qing, Peng, Liang, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zhang, Wenyang
(2009)
Approximating conditional density functions using dimension reduction.
Acta Mathematicae Applicatae Sinica, English Series, 25 (3).
pp. 445-456.
ISSN 0168-9673
Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2004)
Nonparametric regression under dependent errors with infinite variance.
Annals of the Institute of Statistical Mathematics, 56 (1).
pp. 73-86.
ISSN 0020-3157
Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2003)
Least absolute deviations estimation for ARCH and GARCH models.
Biometrika, 90 (4).
pp. 967-975.
ISSN 0006-3444
Hall, Peter, Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2002)
Prediction and nonparametric estimation for time series with heavy tails.
Journal of Time Series Analysis, 23 (3).
pp. 313-331.
ISSN 0143-9782
Hall, Peter, Peng, Liang and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2002)
Moving-maximum models for extrema of time series.
Journal of Statistical Planning and Inference, 103 (1-2).
pp. 51-63.
ISSN 0378-3758
