Publications: *Corresponding author

[10]. Hou, Y., Leng, X., Peng, L. and Zhou, Y. (2023). Panel Quantile Regression for Extreme Risk. Journal of  Econometrics, forthcoming

[9]. Huang, H., Jiang, L., *Leng, X. and Peng, L. (2023).  Bootstrap Analysis of Mutual Fund Performance. Journal of  Econometrics, 235,239-255

[8]. Leng, X., Chen, H. and  Wang, W. (2023). Multi-dimensional latent group structures with heterogeneous distributions. Journal of  Econometrics, 233, 1-21

[7]. Huang, H., Leng, X., Liu, X. and Peng, L. (2020). Unit root test and weighted least squares estimator for an AR process with possible GARCH errors. Journal of Financial Econometrics, 18, 425-470

[6]. Leng, X., Peng, L., Wang, X. and Zhou, C. (2019). Endpoint estimation for observations with normal measurement errors. Extremes, 22,71-96

[5]. Leng, X. and Peng, L. (2017). Testing for a unit root in Lee-Carter mortality model. ASTIN Bulletin, 47, 715-735.

[4]. Leng, X. and Peng, L. (2016). Inference pitfalls in Lee-Carter model for forecasting mortality. Insurance: Mathematics and Economics, 70, 58-65. 

[3]. Leng, X., Zhuang, J. and Hu, T. (2016). Dispersive ordering for the multivariate normal distribution. Probability in the Engineering and Informational Sciences, 30, 141–152.

[2]. Leng, X. and Hu, T. (2014). The closure property of 2RV under random sum. Statistics and Probability Letters, 92, 158-167.

[1]. Leng, X. and Hu, T. (2014). The tail behavior of randomly weighted sums of dependent random variables. Statistics and Its Interface, 7, 331-338.