2026 Liang Peng: Mathematics Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Mathematics	37	2503	2224	1043	872	194	5702

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Mathematics

2503

2224

1043

872

194

5702

Research.com Recognitions

2012 - Fellow of the American Statistical Association (ASA)

Overview

Liang Peng is affiliated with Georgia State University in the United States. Their academic work is primarily situated within the fields of Economics, Econometrics, and Finance, with a total of 55 publications contributing to this broad area.

Their research spans several subfields including Finance, Statistics and Probability, Economics and Econometrics, Management Science and Operations Research, and General Economics, Econometrics and Finance.

Key topics in Liang Peng's work include:

Financial Risk and Volatility Modeling
Monetary Policy and Economic Impact
Statistical Methods and Inference
Complex Systems and Time Series Analysis
Financial Markets and Investment Strategies
Forecasting Techniques and Applications
Advanced Statistical Methods and Models

Liang Peng has published frequently in several academic venues, notably:

SSRN Electronic Journal (14 publications)
Journal of Business and Economic Statistics (3 publications)
Journal of Econometrics (3 publications)
Insurance Mathematics and Economics (3 publications)
arXiv (Cornell University) (3 publications)

Some of the recent papers authored or co-authored include:

"Fault-tolerant interval inversion for accelerated bridge construction based on geometric nonlinear redundancy of cable system," 2021, Automation in Construction
"Risk Analysis via Generalized Pareto Distributions," 2021, Journal of Business and Economic Statistics
"Inference for conditional value-at-risk of a predictive regression," 2020, The Annals of Statistics
"Efficiently Backtesting Conditional Value-at-Risk and Conditional Expected Shortfall," 2020, Journal of the American Statistical Association
"Two-step risk analysis in insurance ratemaking," 2020, Scandinavian Actuarial Journal

Frequent co-authors collaborating with Liang Peng include:

Bingduo Yang
Xiaohui Liu
Lei Jiang
Yi He
Wei Long

In 2012, Liang Peng was recognized as a Fellow of the American Statistical Association (ASA).

Best Publications

Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation

J. Danielsson;L. de Haan;L. Peng;C.G. de Vries

742
Citations
Comparison of tail index estimators

L. De Haan;L. Peng

409
Citations
Least absolute deviations estimation for ARCH and GARCH models

Liang Peng;Qiwei Yao

241
Citations
Asymptotically unbiased estimators for the extreme-value index

L. Peng

214
Citations
On optimising the estimation of high quantiles of a probability distribution

A. Ferreira;L. de Haan;L. Peng

200
Citations
A Bootstrap-based Method to Achieve Optimality in Estimating the Extreme-value Index

G. Draisma;L. de Haan;L. Peng;T.T. Pereira

194
Citations
Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities

Ruodu Wang;Ruodu Wang;Liang Peng;Jingping Yang

147
Citations
Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations

Ngai Hang Chan;Shi-Jie Deng;Liang Peng;Zhendong Xia

137
Citations
Estimation of the coefficient of tail dependence in bivariate extremes

L. Peng

125
Citations
Almost sure convergence in extreme value theory

Shihong Cheng;Liang Peng;Yongcheng Qi

122
Citations
Optimality Condition for Selected Mapping in OFDM

G.T. Zhou;Liang Peng

119
Citations
Effects of data dimension on empirical likelihood

Song Xi Chen;Liang Peng;Ying-Li Qin

118
Citations
Robust Estimation of the Generalized Pareto Distribution

Liang Peng;Liang Peng;A.H. Welsh;A.H. Welsh

103
Citations
Estimating the mean of a heavy tailed distribution

Liang Peng

102
Citations
Empirical likelihood confidence regions for comparison distributions and roc curves

Gerda Claeskens;Bing-Yi Jing;Liang Peng;Wang Zhou

97
Citations
Confidence intervals for the tail index

Shihong Cheng;Liang Peng

88
Citations
Semi-parametric Estimation of the Second Order Parameter in Statistics of Extremes

M. Ivette Gomes;Laurens de Haan;Liang Peng

84
Citations
Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case

Claudia Klüppelberg;Gabriel Kuhn;Liang Peng

84
Citations
Smoothed jackknife empirical likelihood method for ROC curve

Yun Gong;Liang Peng;Yongcheng Qi

73
Citations
Estimating the tail dependence function of an elliptical distribution

Claudia Klüppelberg;Gabriel Kuhn;Liang Peng

72
Citations
Using a bootstrap method to choose the sample fraction in tail index estimation

J. Daníelsson;L.F.M. deHaan;L. Peng;C.G. deVries

12
Citations

Frequent Co-Authors

Qiwei Yao London School of Economics and Political Science

Claudia Klüppelberg Technical University of Munich

Song Xi Chen Peking University

Laurens de Haan Erasmus University Rotterdam

Shiqing Ling Hong Kong University of Science and Technology

Alan H. Welsh Australian National University

Gerda Claeskens KU Leuven

Bing-Yi Jing Hong Kong University of Science and Technology

Jon Danielsson London School of Economics and Political Science

Martin T. Wells Cornell University

External Links

Personal website of Liang Peng Google Scholar page

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