Deyuan Li

Available identifiers

zbMath Open li.deyuanMaRDI QIDQ308598

List of research outcomes

Publication	Date of Publication	Type
Application of autoregressive tail-index model to China's stock market	2023-03-07	Paper
https://portal.mardi4nfdi.de/entity/Q5866939	2022-09-22	Paper
Adapting the Hill estimator to distributed inference: dealing with the bias	2022-07-26	Paper
Inference for the Lee-Carter model with an AR(2) process	2022-07-07	Paper
Extreme Quantile Estimation Based on the Tail Single-index Model	2022-03-30	Paper
Distributed inference for the extreme value index	2022-02-15	Paper
Exponents of Jacobians of Graphs and Regular Matroids	2021-03-01	Paper
Ulam Sets in New Settings	2021-02-05	Paper
Ehrhart-Equivalence, Equidecomposability, and Unimodular Equivalence of Integral Polytopes	2021-01-21	Paper
Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas	2020-04-01	Paper
BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL	2019-05-29	Paper
https://portal.mardi4nfdi.de/entity/Q5272727	2017-07-04	Paper
The impact of competition on prices with numerous firms	2016-09-06	Paper
Extreme value index estimator using maximum likelihood and moment estimation	2016-07-15	Paper
ON THE PROBABILITY OF BEING MAXIMAL	2016-06-01	Paper
Bias reduction for endpoint estimation	2016-01-22	Paper
EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES	2014-09-05	Paper
Weak convergence of the empirical mean excess process with application to estimate the negative tail index	2014-08-15	Paper
TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS	2014-06-20	Paper
A note on tail dependence regression	2014-01-13	Paper
Estimation of Extreme Conditional Quantiles Through Power Transformation	2013-11-11	Paper
Estimation of High Conditional Quantiles for Heavy-Tailed Distributions	2013-01-31	Paper
Empirical likelihood confidence intervals for the endpoint of a distribution function	2012-11-15	Paper
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition	2012-09-03	Paper
TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS	2012-06-11	Paper
Estimation for the Generalized Pareto Distribution Using Maximum Likelihood and Goodness of Fit	2011-07-20	Paper
The Intuitionistic Anti-fuzzy Subgroup in Group G	2011-03-02	Paper
Fuzzy Complex Value Measure and Fuzzy Complex Value Measurable Function	2011-03-02	Paper
Bias reduction for high quantiles	2010-06-03	Paper
Pitfalls in using Weibull tailed distributions	2010-04-14	Paper
Comparing extreme models when the sign of the extreme value index is known	2010-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q3641374	2009-11-11	Paper
Goodness-of-fit test for tail copulas modeled by elliptical copulas	2009-04-14	Paper
Does bias reduction with external estimator of second order parameter work for endpoint?	2009-04-08	Paper
Testing asymptotic independence in bivariate extremes	2009-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q5303295	2009-01-15	Paper
Tail approximations to the density function in EVT	2007-12-16	Paper
On testing extreme value conditions	2007-12-16	Paper
Approximations to the tail empirical distribution function with application to testing extreme value conditions	2006-08-14	Paper
Weighted least squares estimation of the extreme value index	2006-06-16	Paper
On large deviation for extremes.	2004-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q4431516	2003-10-22	Paper
Segment explicit-implicit difference method on nonuniform mesh for parabolic equation with discontinuous coefficients∗	1998-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4346531	1997-10-07	Paper
https://portal.mardi4nfdi.de/entity/Q3364705	1997-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3814718	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3774887	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3809178	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3826054	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3347218	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3324969	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3926918	1981-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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