黎德元
教育经历
2004.10, 博士, , 荷兰鹿特丹大学
2000.07, 硕士, 概率统计, 北京大学
1997.07, 学士, 概率统计, 北京大学
学术经历:
2011.08--2011.12, 访问学者, 美国麻省理工学院斯隆管理学院
2010.01--2010.02, 访问学者, 美国佐治亚理工学院
2008.11--2008.12, 访问学者, 香港中文大学
2000.07, 硕士, 概率统计, 北京大学
1997.07, 学士, 概率统计, 北京大学
学术经历:
2011.08--2011.12, 访问学者, 美国麻省理工学院斯隆管理学院
2010.01--2010.02, 访问学者, 美国佐治亚理工学院
2008.11--2008.12, 访问学者, 香港中文大学
黎德元论文与书籍
期刊论文
1、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
2、Alexandru V. Asimit, Deyuan Li, LiangPeng. Pitfalls in Using Weibull TailedDistributions , Journal of Statistical Planningand Inference vol.140(7), 2010, in English: 2018-2024
3、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
4、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, 英语: 1937-1952
5、Deyuan Li,Liang Peng. Goodness-of-fit Test for Tail Copulas Modeledby Elliptical Copulas , Statistics and Probability Letters Vol.79(8), 2009, 英语: 1097-1104
6、JürgHüsler,Deyuan Li. Testing Asymptotic Independence in BivariateExtremes , Journal of Statistical Planningand Inference Vol.139(3), 2009, 英语: 990-998
7、Deyuan Li. On the Probability of Being Maximal ,Australian & New Zealand Journal of Statistics Vol.50(4), 2008, 英文: 381-394
8、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
9、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
10、JürgHüsler,Deyuan Li. Tail Approximations to the Density Functionin EVT , Extremes Vol.9(2), 2006, 英文: 131-149
11、Jurg Husler,Deyuan Li. On testing extreme value conditions , Extremes vol.9, 2006, 英文: 69-86
12、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
13、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
14、Jurg Husler,Deyuan Li,Samuel Muller. Weighted least squares estimation of theextreme value index , STATISTICS&PROBABILITYLETTERS vol.76, 2005, 英文: 920-930
15、Holger Drees,Laurens de Haan,Deyuan Li. On large deviation for extremes , STATISTICS&PROBABILITY LETTERS vol.64(1), 2003, 英文: 51-62
16、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
学术专著
DeyuanLi, 2005.01, On Extreme Value Approximation to Tails of Distribution Functions,Thela Thesis
1、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
2、Alexandru V. Asimit, Deyuan Li, LiangPeng. Pitfalls in Using Weibull TailedDistributions , Journal of Statistical Planningand Inference vol.140(7), 2010, in English: 2018-2024
3、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
4、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, 英语: 1937-1952
5、Deyuan Li,Liang Peng. Goodness-of-fit Test for Tail Copulas Modeledby Elliptical Copulas , Statistics and Probability Letters Vol.79(8), 2009, 英语: 1097-1104
6、JürgHüsler,Deyuan Li. Testing Asymptotic Independence in BivariateExtremes , Journal of Statistical Planningand Inference Vol.139(3), 2009, 英语: 990-998
7、Deyuan Li. On the Probability of Being Maximal ,Australian & New Zealand Journal of Statistics Vol.50(4), 2008, 英文: 381-394
8、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
9、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
10、JürgHüsler,Deyuan Li. Tail Approximations to the Density Functionin EVT , Extremes Vol.9(2), 2006, 英文: 131-149
11、Jurg Husler,Deyuan Li. On testing extreme value conditions , Extremes vol.9, 2006, 英文: 69-86
12、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
13、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
14、Jurg Husler,Deyuan Li,Samuel Muller. Weighted least squares estimation of theextreme value index , STATISTICS&PROBABILITYLETTERS vol.76, 2005, 英文: 920-930
15、Holger Drees,Laurens de Haan,Deyuan Li. On large deviation for extremes , STATISTICS&PROBABILITY LETTERS vol.64(1), 2003, 英文: 51-62
16、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
学术专著
DeyuanLi, 2005.01, On Extreme Value Approximation to Tails of Distribution Functions,Thela Thesis
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