個人信息
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
學術專著
DeyuanLi, 2005.01, On Extreme Value Approximation to Tails of Distribution Functions,Thela Thesis
科研項目
2010.01—2011.12, 項目負責人, 高分位數的漸近無偏修正, 教育部留學回國人員科研啟動基金
2010.01—2012.12, 課題參加人員, 基於影響函式的半參數模型的經驗似然方法, 國家自然科學基金面上項目
2009.01—2011.12, 項目負責人, 右尾點的漸近無偏修正和經驗似然估計, 國家自然科學基金青年項目
2008.12—2009.12, 項目負責人, 極值統計, 復旦大學新進青年教師事業發展起步支持項目