Statistics and Its Interface

Volume 7 (2014)

Number 3

Special Issue on Extreme Theory and Application (Part I)

Guest Editors: Yazhen Wang and Zhengjun Zhang

Contents

Editorial Preface

pp. 307-307

Pricing synthetic CDO with MGB2 distribution

Qiurong Cui and Yong Ma

pp. 309-318

Copula function’s concentration set and its concentrated partition

Lujun Li, Yijun Wu, and Jingping Yang

pp. 319-329

The tail behavior of randomly weighted sums of dependent random variables

Xuan Leng and Taizhong Hu

pp. 331-338

Berman’s inequality under random scaling

Enkelejd Hashorva and Zhichao Weng

pp. 339-349

Convergence rate of maxima of bivariate Gaussian arrays to the Hüsler-Reiss distribution

Xin Liao and Zuoxiang Peng

pp. 351-362

Gaussian approximation of perturbed chi-square risks

Krzysztof Debicki, Enkelejd Hashorva, and Lanpeng Ji

pp. 363-373

A numerical characteristic of extreme values

Takaaki Shimura

pp. 375-379

Coupon collector’s problem and its extensions in extreme value framework

Jelena Jockovic and Pavle Mladenovic

pp. 381-388

Point and exact interval estimation for the generalized Pareto distribution with small samples

Jian He, Zhuo Sheng, Bing Xing Wang, and Keming Yu

pp. 389-404

Tests of fit for the asymmetric Laplace distribution

Colin Chen

pp. 405-414