个人简介
教育背景
博士,统计学,荷兰 Erasmus University Rotterdam
硕士,概率统计,北京大学
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
教学获奖
2022.06,复旦大学优秀博士学位论文,复旦大学
学术任职
2023.04 - 2027.04, 副理事长、常务理事, 中国现场统计研究会教育统计与管理分会
近期论文
查看导师新发文章
（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）
Jingyu Ji, Deyuan Li, and Zhengjun Zhang. 2023. Decoupling systemic risk into endopathic and exopathic competing risks through autoregressive conditional accelerated fréchet model. Statistica Sinica forthcoming.1-58.
Liujun Chen, Deyuan Li, and Chen Zhou. 2022. Adapting the Hill estimator to distributed inference: dealing with the bias. Extremes 25.389–416.
Wen Xu, Yanxi Hou, and Deyuan Li. 2022. Prediction of extremal expectile based on regression models with heteroscedastic extremes. Journal of Business and Economic Statistics 40(2).522-536.
Wen Xu, Huixia Judy Wang, and Deyuan Li. 2022. Extreme quantile estimation based on the tail single-index model. Statistica Sinica 32(2).893-914.
Liujun Chen, Deyuan Li, and Chen Zhou. 2022. Distributed inference for extreme value index. Biometrika 109(1).257–264.
Jingyu Ji and Deyuan Li. 2021. Application of autoregressive tail-index model to China's stock market. Statistical Theory and Related Fields 5(1).31-34.
Yanxi Hou, Deyuan Li, Aiai Liu, and Liang Peng. 2020. Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas. Science China Mathematics 63(4).789-822.
Deyuan Li and Huixia Judy Wang. 2019. Extreme quantile estimation for autoregressive models. Journal of Business & Economic Statistics 37(4).661-670.
Qing Liu, Chen Ling, Deyuan Li, and Liang Peng. 2019. Bias-corrected inference for a modified lee-carter mortality model. Astin Bulletin 49(2).433-455.
Chenxue Li, Deyuan Li, and Liang Peng. 2017. Uniform test for predictive regression with AR errors. Journal of Business and Economic Statistics 35(1).29-39.
Xavier Gabaix, David Laibson, Deyuan Li, Hongyi Li, Sidney Resnick, and Casper G.de Vries. 2016. The impact of competition on prices with numerous firms. Journal of Economic Theory 165.1-24.
Jürg Hüsler, Deyuan Li, and Mathias Raschke. 2016. Extreme value index estimator using maximum likelihood and moment estimation. Communications in Statistics - Theory and Methods 45(12).3625-3636.
Jonathan Hill, Deyuan Li, and Liang Peng. 2016. Uniform interval estimation for AN AR(1) process with ar errors. Statistica Sinica 26(1).119-136.
Deyuan Li, N. H. Chan, and L. Peng. 2014. Empirical likelihood test for causality of bivariate ar(1) processes. Econometric Theory 30(2).357-371.
Ngai Hang Chan, Deyuan Li, Liang Peng, and Rongmao Zhang. 2013. Tail index of an ar(1) model with arch(1) errors. Econometric Theory 29(5).920-940.
Qingzhao Zhang, Deyuan Li, and Hansheng Wang. 2013. A note on tail dependence regression. Journal of Multivariate Analysis 120.163-172.
Huixia Judy Wang and Deyuan Li. 2013. Estimation of extreme conditional quantiles through power transformation. Journal of the American Statistical Association 108(503).1062-1074.
Huixia Judy Wang, Deyuan Li, and Xuming He. 2012. Estimation of high conditional quantiles for heavy-tailed distributions. Journal of the American Statistical Association 107(500).1453-1464.
Ngai Hang Chan, Deyuan Li, and Liang Peng. 2012. Toward a unified interval estimation of autoregressions. Econometric Theory 28(3).705-717.
Li, Deyuan, Liang Peng, and Xinping Xu. 2011. Bias reduction for endpoint estimation. Extremes 14(4).393-412.
Li, Deyuan, Liang Peng, and Yongcheng Qi. 2011. Empirical likelihood confidence intervals for the endpoint of a distribution function. Test 20(2).353-366.
Jürg Hüsler, Deyuan Li, and Mathias Raschke. 2011. Estimation for the generalized pareto distribution using maximum likelihood and goodness of fit. Communications in Statistics - Theory and Methods 40(14).2500-2510.
Deyuan Li, Liang Peng, Jingping Yang. 2010. Bias Reduction for High Quantiles. Journal of Statistical Planning and Inference vol.140(9).2433-2441.
Alexandru V. Asimit, Deyuan Li, Liang Peng. 2010. Pitfalls in Using Weibull Tailed Distributions. Journal of Statistical Planning and Inference vol.140(7).2018-2024.
Deyuan Li, Liang Peng. 2010. Comparing Extreme Models when the Sign of the Extreme Value Index is Known. Statistics and Probability Letters vol.80(7-8).739-746.
Deyuan Li,Liang Peng. 2009. Does Bias Reduction with External Estimator of Second Order Parameter Work for Endpoint?. Journal of Statistical Planning and Inference Vol.139(6).1937-1952.
Deyuan Li,Liang Peng. 2009. Goodness-of-fit Test for Tail Copulas Modeled by Elliptical Copulas. Statistics and Probability Letters Vol.79(8).1097-1104.
Jürg Hüsler,Deyuan Li. 2009. Testing Asymptotic Independence in Bivariate Extremes. Journal of Statistical Planning and Inference Vol.139(3).990-998.
Deyuan Li. 2008. On the Probability of Being Maximal. Australian & New Zealand Journal of Statistics Vol.50(4).381-394.
Jürg Hüsler,Deyuan Li. 2008. Weak Convergence of the Empirical Mean Excess Process with Application to Estimate the Negative Tail Index. Methodol Comput Appl Probab vol.10.577-593.
M. Isabel Bar?o, Laurens de Haan, Deyuan Li. 2007. Comparison of Estimators in Multivariate EVT. International Journal of Statistics and Systems vol.2(1).75-91.
John H.J.Einmahl, Laurens De Haan, and Deyuan Li. 2006. Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition. The Annals of Statistics 34(4).1987-2014.
Jürg Hüsler,Deyuan Li. 2006. Tail Approximations to the Density Function in EVT. Extremes Vol.9(2).131-149.
Jurg Husler, Deyuan Li, Samuel Muller. 2006. Weighted least squares estimation of the extreme value index. STATISTICS&PROBABILITY LETTERS vol.76.920-930.
Jurg Husler,Deyuan Li. 2006. On testing extreme value conditions. Extremes vol.9.69-86.
Holger Drees,Laurens de Haan,Deyuan Li. 2006. Approximations to the tail empirical distribution function with application to testing extreme value conditions. journal of statistical planning and inference Vol.136.3498-3538.
Holger Drees,Laurens de Haan,Deyuan Li. 2003. On large deviation for extremes. STATISTICS&PROBABILITY LETTERS vol.64(1).51-62.
LAURENS DE HAAN，DEYUAN LI，LIANG PENG，HELENA IGLESIAS PEREIRA. 2002. ALTERNATIVE CONDITIONS FOR ATTRACTION TO STABLE VECTORS. PROBABILITY AND MATHEMATICAL STATISTICS Vol.22.303-317.
学术专著
Deyuan Li. 2005. On Extreme Value Approximation to Tails of Distribution Functions. Thela Thesis, .
京公网安备 11010802027423号