Guo-Dong Xing

According to our database, Guo-Dong Xing authored at least 6 papers between 2017 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2020

First and Second Order Asymptotics of the Spectral Risk Measure for Portfolio Loss Under Multivariate Regular Variation.

Guo-Dong Xing, Shanchao Yang

J. Syst. Sci. Complex., 2020

On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails.

Guo-Dong Xing, Xiaohu Li, Shanchao Yang

Commun. Stat. Simul. Comput., 2020

Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model.

Guo-Dong Xing, Xiaohu Li, Shanchao Yang

Commun. Stat. Simul. Comput., 2020

On the asymptotics of value-at-risk for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails.

Guo-Dong Xing, Xiaoli Gan, Xiaohu Li, Shanchao Yang

Commun. Stat. Simul. Comput., 2020

2019

Uniformly strong consistency and Berry-Esseen bound of frequency polygons for α-mixing samples.

Guo-Dong Xing, Shanchao Yang, Xiaohu Li

Commun. Stat. Simul. Comput., 2019

2017

Uniformly strong consistency of frequency polygons for negatively associated samples.

Guo-Dong Xing, Shanchao Yang

Commun. Stat. Simul. Comput., 2017