Cheng, Shihong
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Articles (11)

Yang, Jingping, Cheng, Shihong, Zhang, Lihong.
Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and independence.
Insurance: Mathematics & Economics
2006.
39:267284

Cheng, Shihong, Peng, Liang.
Confidence intervals for the tail index.
Bernoulli
2001.
7:751760

Pan, Jiazhu, Cheng, Shihong.
Asymptotic Expansions of Estimators for the Tail Index with Applications.
Scandinavian Journal of Statistics
1998.
25:717728

Cheng, Shihong, Peng, Liang, Qi, Yongcheng.
Almost sure convergence in extreme value theory.
Mathematische Nachrichten
1998.
190:4350

Cheng, Shihong.
Approximation to the expectation of a function of order statistics and its applications.
Acta Mathematicae Applicatae Sinica / Yingyong Shuxue Xuebao (English Series)
1997.
13:7186

Cheng, Shihong, de Haan, Laurens, Huang, Xin.
Rate of convergence of intermediate order statistics.
Journal of Theoretical Probability
1997.
10:123

Qi, Yongcheng, Cheng, Shihong.
Convergence of Pickand's estimator.
Kexue Tongbao (Beijing)
1992.
37:295299

Cheng, Shihong.
On the asymptotic distribution of heavily trimmed sums (Chinese).
Chinese Journal of Applied Probability and Statistics
1990.
6:387394

Cheng, Shihong.
Weak convergence for sums of adapted random variable arrays.
Acta Mathematica Sinica / Shuxue Xuebao (Chinese Series)
1989.
32:316330

Cheng, Shihong.
On limiting distributions of order statistics with variable ranks from stationary sequences.
The Annals of Probability
1985.
13:13261340

Cheng, Shihong.
On a problem concerning spacings.
Probability Theory and Related Fields
1984.
66:245258