Deyuan Li

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-2155-2552

School of Management, Fudan University

Publications

• Distributed inference for the extreme value index — Biometrika 2022
• Estimation of Extreme Conditional Quantiles Through Power Transformation — Journal of the American Statistical Association 2013
• Estimation of High Conditional Quantiles for Heavy-Tailed Distributions — Journal of the American Statistical Association 2012
• Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition — The Annals of Statistics 2006
• Systemic and Systematic Risks-Driven Marginal Expected Side-effect — Journal of the American Statistical Association