彭作祥
姓名：彭作祥 籍贯：四川西昌 民族：汉族 职称：教授 所在部门（教研室）：统计学 办公室（电话）：星际电子在线808 电子邮件：pzx@swu.edu.cn
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2000年于西南财经大学攻读计量经济学博士学位，师从庞皓教授，研究方向为经济建模技术及应用，2003年获经济学博士学位
1999年在北京大学概率统计系作高访
1993年毕业于西南师范大学数学系，获理学硕士学位，研究方向为极值理论，导师为谢盛荣教授
1990年7月毕业于西南师范大学数学系，获理学学士学位
2021始，统计学国家级一流本科专业负责人
2010年聘为星际电子在线极值统计分析方向博士研究生导师；
2010-2022，统计系主任
2001年晋升教授
1996年破格晋升副教授；1998年聘为硕士生导师
1993年，西南师范大学数学系，助教
极值统计分析，主要有：
1. 极值指数(extreme index)估计；极值相依指数(extremal index)的估计
2. 大分位数估计；极值分位数回归
3. 风险度量
4. 极值分布的高阶展开
5. 高斯序列与过程的极值
本科生：专业外语
硕士研究生：极值理论基础、风险管理
博士研究生：高等数理统计、高等极值理论
1. 重庆市数学会常务理事
2. 重庆市工业与应用数学学会副理事长
3. 重庆市普通本科高等学校数理类专业教学指导委员会委员
4. 重庆市科学技术带头人后备人选
5. MR评论员
1. 随机序列与过程的极值理论研究(11171275)，201201-201512, 国家自科面上项目
2. 统计极值理论、波动模型及其应用(120060-20600204), 200909-201109, 重庆市高校优秀人才计划项目
3. 极值理论及其在金融保险中的应(cstc2012jjA00029),201201-201412, 重庆市自科项目
4. 统计极值理论及其应用(CSTC，2005BB8098), 200409-200709, 重庆市自科项目
5. 统计学本科卓越人才培养模式研究(2015JY058)，2015, 校重点教改项目
1. Liao, X., Peng, Z. and Nadarajah, S. (2023). Tail dependence functions of two classes of bivariate skew distributions. Methodology and Computing in Applied Probability, doi:10.1007/s11009-023-09986-1
2. Zou, Y., Lu, Y. and Peng, Z. (2023). Rates of convergence of powered order statistics from general error distribution. Statistical Theory and Related Fields, 7(1), 1-29.
3. Hu, S., Peng, Z. and Nadarajah, S. (2022). Location invariant heavy tail index estimation with block method. Statistics, 56(3), 479-497.
4. Hu, S., Peng, Z. and Nadarajah, S. (2022). Tail dependence functions of the bivariate Husler–Reiss model. Statistics and Probability Letters, 180, 109235.
5. Zou, Y., Peng, Z., Cornell, J., Ye, P. and He, H. (2021). A new statistical test for latent class in censored data due to detection limit. Statistics in Medicine, 40, 779-798.
6. Xiong, L. and Peng, Z. (2020). Heavy tail index estimation based on block order statistics. Journal of Statistical Computation and Simulation, 90(12), 2198-2208.
7. Xiong, Q. and Peng, Z. (2020). Asymptotic expansions of powered skew-normal extremes. Statistics and Probability Letters, 158, 108667
8. Lu, Y. and Peng, Z. (2020). Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids. Stochastics, 92(2), 165-192.
9. Peng, Z., Tong, J. and Weng, Z. (2019). Asymptotic distribution of exceedances point processes in the plane for stationary Gaussian sequences with data missing. Statistics and Probability Letters,149, 73-79.
10. Song, Y., Kube, C. M., Peng, Z., Turner, J. A. and Li, X. (2019). Flaw detection with ultrasonic backscatter signal envelopes. JASA Express Letters, DOI: 10.1121/1.5089826.
11. Liao, X., Weng, Z. and Peng, Z. (2018). Second-order asymptotics on distributions of maxima of bivariate elliptical arrays. Acta Mathematica Sinica, English Series, 34(7), 1159-1178.
12. Zhou, W. and Peng, Z. (2017). Asymptotic behavior of bivariate Gaussian powered extremes. Journal of Mathematical Analysis and Applications, 455, 923-938.
13. Lu, Y. and Peng, Z. (2017). Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays. Extremes, 20, 187-198.
14. Ling, C. and Peng, Z.(2016). Tail asymptotics of generalized deflated risks with insurance applications. Insurance: Mathematics and Economics, 71, 220-231.
15. 凌成秀, 彭作祥 (2016). 自相似随机过程的顺序统计量的极值.中国科学-数学, 8, 1139-1148.
16. Enkelejd, H.,Peng, Z. and Weng, Z. (2016). Higher-order expansions of distributions of maxima in a Husler-Reiss model. Methodology and Computing in Applied Probability, 18, 181-196.
17. Liao, X., Peng, L., Peng, Z. and Zheng, Y. (2016). Dynamic bivariate normal copula. SCIENCE CHINA Mathematics, 59(5), 955-976.
18. Liao, X. and Peng, Z. (2015). Asymptotics of minima and maxima of Husler-Reiss bivariate Gaussian arrays. Extremes, 18, 1-14.
19. Jia, P., Liao, X. and Peng, Z. (2015). Distributional expansion of maximum from general error distribution. Journal of Mathematical Analysis and Applications, 422, 1131-1145.
20. Liao, X. and Peng, Z. (2014). Convergence rate of maxima of bivariate Gaussian arrays to the Husler-Reiss distribution. Statistics and Its Interface, 7(3), 351-362.
21. Enkelejd, H., Ling, C. and Peng, Z. (2014). Second order asymptotics of deflated risks. Insurance: Mathematics and Economics, 56, 88-101.
22. Enkelejd, H., Ling, C. and Peng, Z. (2014). Tail asymptotic expansions for L-statistics. Science China Mathematics, 10, 1993-2012.
23. Liao,X., Peng, Z. and Nadarajah, S. (2013). Tail properties and asymptotic expansions for the maximum of logarithmic skew-normal distribution. Journal of Applied Probability, 50,900-907.
24. Tan, Z., Enkelejd, H. and Peng, Z. (2012). Asymptotics of maxima of strongly dependent Gaussian processes. Journal of Applied Probability, 49(4), 1106-1118.
25. Ling, C., Peng, Z. and Nadarajah, S. (2012). Location invariant Weiss-Hill estimator. Extremes, 15, 197-230.
26. Peng, Z. and Nadarajah, S.(2012). Convergence rates for the moments of extremes. Bulletin of the Korean Mathematical Society, 49(3), 495-510.
27. Cao, L. and Peng, Z.(2011). Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences. Applied Mathematics Letters, 24, 243-247.
28. Tong,B. and Peng, Z.(2011). On almost sure max-limit theorems of complete and incomplete samples from stationary sequences. Acta Math. Sin. English.Ser., 27(7), 1323-1332.
29. Peng, Z., Cao, L. and Nadarajah, S.(2010). Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences. Journal of Multivariate Analysis, 101, 2641-2647.
30. Li, J., Peng, Z. and Nadarajah, S.(2010). Asymptotic normality of location invariant heavy tail index estimator. Extremes, 13, 269-290.
31. Hu,A., Peng, Z. and Qi, Y.(2009). Convergence of exceedances point processes formed by a kind of Gaussian sequence. Metrika, 70, 279-295.
32. Peng, Z., Wang,L. and Nadarajah,S.(2009). Almost sure central limit theorem for partial sums and maxima. Mathematische Nachrichten, 282(4), 632-636.
33. Li,J., Peng, Z. and Nadarajah, S.(2008). A class of unbiased location invariant Hill-type estimators for heavy tailed distributions. Electronic Journal of Statistics, 2, 829-847.
34. Peng, Z., Liu, M. and Nadarajah, S.(2008). Conditions based on conditional moments for max-stable limit laws. Extremes, 11, 329--337.
35. Lin, F., Peng, Z. and Nadarajah, S.(2008). Second-order regularly variation and its applications on the rate of convergence of extreme value distribution. Bull. Korean Math. Soc., 45, 75-93.
36. 彭作祥,庞皓(2005). 具有GARCH-skew-t误差项的时序单位根检验. 数理统计与管理，6, 49-54.
37. Peng, Z. and Nadarajah, S.(2003). On the joint limiting distribution of sums and maxima of stationary normal sequence. Theory Probab. Appl., 47(4), 706-708.
38. 彭作祥(1999).强相依高斯序列超过数点过程与部分和的联合渐近分布. 应用数学学报，3：362 -367.
39. 彭作祥(1997). Pickands型估计的推广.数学学报，5,759-762.
彭作祥(2006). 金融时间序列建模分析. 西南财经大学出版社，成都
统计学本科卓越人才培养模式研究， 星际电子在线第四届教学成果二等奖，负责人。
