個人信息
復旦大學管理學院統計學系副教授
研究方向極值統計,網路拍賣
興趣愛好攝影,旅遊,羽毛球
教育背景2004.10, 博士, , 荷蘭鹿特丹大學
2000.07, 碩士, 機率統計,北京大學
1997.07, 學士, 機率統計,北京大學
學術成果
期刊論文Deyuan Li, Liang Peng, Jingping Yang. Bias Reduction for High Quantiles ,Journal of Statistical Planning and Inference vol.140(9), 2010, in English: 2433-2441
Alexandru V. Asimit, Deyuan Li, LiangPeng. Pitfalls in Using Weibull TailedDistributions , Journal of Statistical Planningand Inference vol.140(7), 2010, in English: 2018-2024
Deyuan Li, Liang Peng. Comparing Extreme Models when the Sign of theExtreme Value Index is Known ,Statistics and Probability Letters vol.80(7-8), 2010, in English: 739-746
Deyuan Li,Liang Peng. Does Bias Reduction with External Estimatorof Second Order Parameter Work for Endpoint? ,Journal of Statistical Planning and Inference Vol.139(6), 2009, 英語: 1937-1952
Deyuan Li,Liang Peng. goodness-of-fit Test for Tail Copulas Modeledby Elliptical Copulas , Statistics and Probability Letters Vol.79(8), 2009, 英語: 1097-1104
JürgHüsler,Deyuan Li. Testing Asymptotic Independence in BivariateExtremes , Journal of Statistical Planningand Inference Vol.139(3), 2009, 英語: 990-998
Deyuan Li. On the Probability of Being Maximal ,Australian & New Zealand Journal of Statistics Vol.50(4), 2008, 英文: 381-394
JürgHüsler,Deyuan Li. Weak Convergence of the Empirical Mean ExcessProcess with Application to Estimate the Negative Tail Index , Methodol Comput Appl Probab vol.10, 2008, 英文: 577-593
M. Isabel Bar?o, Laurens de Haan, DeyuanLi. Comparison of Estimators inMultivariate EVT , International Journal ofStatistics and Systems vol.2(1), 2007, 英文: 75-91
JürgHüsler,Deyuan Li. Tail Approximations to the Density Functionin EVT , Extremes Vol.9(2), 2006, 英文: 131-149
Jurg Husler,Deyuan Li. On testing extreme value conditions , Extremes vol.9, 2006, 英文: 69-86
JOHN H.J.EINMAHL,LAURENS DE HAAN,DEYUANLI. WEIGHTED APPROXIMATIONS OF TAILCOPULA PROCESSES WITH APPLICATION TO TESTING THE BIVARIATE EXTREME VALUECONDITION , Annals of Statistics Vol.34(4), 2006, 英文: 1987-2014
Holger Drees,Laurens de Haan,Deyuan Li. Approximations to the tail empiricaldistribution function with application to testing extreme value conditions , journal of statistical planning andinference Vol.136, 2006, 英文: 3498-3538
Jurg Husler,Deyuan Li,Samuel Muller. Weighted least squares estimation of theextreme value index , STATISTICS&PROBABILITYLETTERS vol.76, 2005, 英文: 920-930
Holger Drees,Laurens de Haan,Deyuan Li. On large deviation for extremes , STATISTICS&PROBABILITY LETTERS vol.64(1), 2003, 英文: 51-62
LAURENS DE HAAN,DEYUANLI,LIANG PENG,HELENA IGLESIAS PEREIRA. ALTERNATIVE CONDITIONS FOR ATTRACTION TOSTABLE VECTORS , PROBABILITY AND MATHEMATICALSTATISTICS Vol.22, 2002, 英文: 303-317
DeyuanLi, 2005.01, On Extreme Value Approximation to tails of Distribution Functions,Thela Thesis