| Almost sure convergence in extreme value theory S Cheng, L Peng, Y Qi Mathematische Nachrichten 190, 43-50, 1998 | 117 | 1998 |
| Smoothed jackknife empirical likelihood method for ROC curve Y Gong, L Peng, Y Qi Journal of Multivariate Analysis 101 (6), 1520-1531, 2010 | 71 | 2010 |
| Limit distributions for products of sums Y Qi Statistics & probability letters 62 (1), 93-100, 2003 | 71 | 2003 |
| Likelihood Ratio Tests for High‐Dimensional Normal Distributions T Jiang, Y Qi Scandinavian Journal of Statistics 42 (4), 988-1009, 2015 | 63 | 2015 |
| Estimating the First‐and Second‐Order Parameters of a Heavy‐Tailed Distribution L Peng, Y Qi Australian & New Zealand Journal of Statistics 46 (2), 305-312, 2004 | 57 | 2004 |
| Confidence regions for high quantiles of a heavy tailed distribution L Peng, Y Qi | 51 | 2006 |
| A note on asymptotic distribution of products of sums X Lu, Y Qi Statistics & probability letters 68 (4), 407-413, 2004 | 49 | 2004 |
| Bootstrap and empirical likelihood methods in extremes Y Qi Extremes 11, 81-97, 2008 | 48 | 2008 |
| Jackknife empirical likelihood test for equality of two high dimensional means R Wang, L Peng, Y Qi Statistica Sinica, 667-690, 2013 | 47 | 2013 |
| Bootstrap approximation of tail dependence function L Peng, Y Qi Journal of Multivariate Analysis 99 (8), 1807-1824, 2008 | 41 | 2008 |
| Asymptotic distribution for the sum and maximum of Gaussian processes WP McCormick, Y Qi Journal of applied probability 37 (4), 958-971, 2000 | 40 | 2000 |
| Limit theorems for correlated Bernoulli random variables B James, K James, Y Qi Statistics & probability letters 78 (15), 2339-2345, 2008 | 38 | 2008 |
| On the tail index of a heavy tailed distribution Y Qi Annals of the Institute of Statistical Mathematics 62 (2), 277-298, 2010 | 37 | 2010 |
| Spectral radii of large non-Hermitian random matrices T Jiang, Y Qi Journal of Theoretical Probability 30 (1), 326-364, 2017 | 35 | 2017 |
| On strong convergence of arrays YC Qi Bulletin of the Australian Mathematical Society 50 (2), 219-223, 1994 | 34 | 1994 |
| On Jiang’s asymptotic distribution of the largest entry of a sample correlation matrix D Li, Y Qi, A Rosalsky Journal of Multivariate Analysis 111, 256-270, 2012 | 30 | 2012 |
| Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics Y Qi Acta Mathematicae Applicatae Sinica 13 (2), 167-175, 1997 | 30 | 1997 |
| Reduce computation in profile empirical likelihood method M Li, L Peng, Y Qi Canadian Journal of Statistics 39 (2), 370-384, 2011 | 27 | 2011 |
| Strong convergence in nonparametric regression with truncated dependent data HY Liang, D Li, Y Qi Journal of multivariate analysis 100 (1), 162-174, 2009 | 27 | 2009 |
| Limit distribution of the sum and maximum from multivariate Gaussian sequences B James, K James, Y Qi Journal of multivariate analysis 98 (3), 517-532, 2007 | 26 | 2007 |
Liang PengDepartment of Risk Management and Insurance, Robinson College of Business, Georgia State UniversityVerified email at gsu.edu
