Research Areas

The statistical inference of the generalized Pareto distribution

Publications

Xu Zhao*, Weihu Cheng, Pengyue Zhang. Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework, Communications in Statistics-Theory and Methods, 2020, 49(4): 827-844.

Personal Statement

Zhao Xu has been engaged in teaching for 10 years. She has presided over one National Natural Science Foundation of China project. She has published seven SCI papers on international major journals and one textbook.