Li, Deyuan

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Number of items: 8.

Journal Article

Hüsler, Jürg; Li, Deyuan; Raschke, Mathias (2011). Estimation for the generalized Pareto distribution using Maximum likelihood and goodness of fit. Communications in statistics - theory and methods, 40(14), pp. 2500-2510. New York, N.Y.: Marcel Dekker 10.1080/03610920903324874

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 US; http://www.springer-ny.com 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. 10.1007/s10687-006-0025-8

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. 10.1007/s10687-006-0013-z

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

Book Section

Hüsler, Jürg; Li, Deyuan (2007). Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields. In: Reiss, Rolf-Dieter; Thomas, Michael (eds.) Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields (pp. 144-151). Basel: Birkhäuser

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