Li, Deyuan

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Hüsler, Jürg; Li, Deyuan (2008). Weak Convergence of the Empirical Mean Excess Process with Application to Estimate the Negative Tail Index. Methodology and Computing in Applied Probability, 10(4), pp. 577-593. Heidelberg: Springer 10.1007/s11009-007-9065-z


Hüsler, Jürg; Li, Deyuan; Müller, Samuel (2006). Weighted least squares estimation of the extreme value index. Statistics & probability letters, 76(9), pp. 920-930. Amsterdam: North-Holland 10.1016/j.spl.2005.10.025

Hüsler, Jürg; Li, Deyuan (2006). On testing extreme value conditions. Extremes, 9(1), pp. 69-86. Dordrecht: Springer Science + Business Media B.V.

Hüsler, Jürg; Li, Deyuan (2006). Tail Approximations to the Density Function in EVT. Extremes, 9(2), pp. 131-149. Dordrecht: Springer Science + Business Media B.V.

Einmahl, John; de Haan, Laurens; Li, Deyuan (2006). Weighted approximations to tail copula processes with application to testing the extreme value condition. Annals of statistics, 34(4), pp. 1987-2014. Cleveland, Ohio: Institute of Mathematical Statistics 10.1214/009053606000000434

Drees, Holger; de Haan, Laurens; Li, Deyuan (2006). Approximations to the tail empirical distribution function with application to testing extreme value conditions. Journal of statistical planning and inference, 136(10), pp. 3498-3538. Amsterdam: Elsevier 10.1016/j.jspi.2005.02.017

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