黎德元

教授 博士生导师 统计学系 思源教授楼736室

电话：25011216

传真：65642351

Email：deyuanli@fudan.edu.cn

研究方向：极值统计

教师个人信息

教育背景：

教育背景：

博士,统计学,荷兰鹿特丹大学
硕士,概率统计,北京大学
学士,概率统计,北京大学

荣誉称号：

荣誉称号：

学术经历：

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

科研获奖：

科研获奖：

教学获奖：

教学获奖：

期刊论文：

期刊论文：

1. Wen Xu, Huixia Judy Wang, and Deyuan Li. 2022. Extreme quantile estimation based on the tail single-index model. Statistica Sinica forthcoming.1-41.
2. Wen Xu, Yanxi Hou, and Deyuan Li. 2020. Prediction of extremal expectile based on regression models with heteroscedastic extremes. Journal of Business & Economic Statistics forthcoming.1-15.
3. 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.
4. Deyuan Li and Huixia Judy Wang. 2019. Extreme quantile estimation for autoregressive models. Journal of Business & Economic Statistics 37(4).661-670.
5. 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.
6. 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.
7. 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.
8. 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.
9. 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 .
10. 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.
11. 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.
12. 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.
13. Qingzhao Zhang, Deyuan Li, and Hansheng Wang. 2013. A note on tail dependence regression. Journal of Multivariate Analysis 120.163-172.
14. 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.
15. Ngai Hang Chan, Deyuan Li, and Liang Peng. 2012. Toward a unified interval estimation of autoregressions . Econometric Theory 28(3).705-717.
16. Li, Deyuan, Liang Peng, and Xinping Xu. 2011. Bias reduction for endpoint estimation. Extremes 14(4).393-412.
17. Li, Deyuan, Liang Peng, and Yongcheng Qi. 2011. Empirical likelihood confidence intervals for the endpoint of a distribution function. Test 20(2).353-366.
18. 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.
19. Deyuan Li, Liang Peng, Jingping Yang. 2010. Bias Reduction for High Quantiles . Journal of Statistical Planning and Inference vol.140(9).2433-2441.
20. 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.
21. 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.
22. 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.
23. 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.
24. Jürg Hüsler,Deyuan Li. 2009. Testing Asymptotic Independence in Bivariate Extremes. Journal of Statistical Planning and Inference Vol.139(3).990-998.
25. Deyuan Li. 2008. On the Probability of Being Maximal. Australian & New Zealand Journal of Statistics Vol.50(4).381-394.
26. 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.
27. 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.
28. Jürg Hüsler,Deyuan Li. 2006. Tail Approximations to the Density Function in EVT. Extremes Vol.9(2).131-149.
29. John H.J.Einmahl, Laurens De Haan, and Deyuan Li. 2006. Weighted approximations of tail coupula processes with application to testing the bivariate extreme value condition. Annals of Statistics 34(4).1987-2014.
30. 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.
31. Jurg Husler,Deyuan Li. 2006. On testing extreme value conditions. Extremes vol.9.69-86.
32. Jurg Husler,Deyuan Li,Samuel Muller. 2005. Weighted least squares estimation of the extreme value index. STATISTICS&PROBABILITY LETTERS vol.76.920-930.
33. Holger Drees,Laurens de Haan,Deyuan Li. 2003. On large deviation for extremes. STATISTICS&PROBABILITY LETTERS vol.64(1).51-62.
34. 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.

会议/研讨会论文：

会议/研讨会论文：

著作中的文章：

著作中的文章：

学术专著：

学术专著：

Deyuan Li. 2005. On Extreme Value Approximation to Tails of Distribution Functions. Thela Thesis, null.

翻译著作：

翻译著作：

著作中的章节：

著作中的章节：

教材和其他：

教材和其他：

科研项目：

科研项目：

2020.01 - 2023.12, 项目负责人, 基于分布式数据和高维数据的极值统计研究, 国家自然科学基金面上项目.
2019.12 - 2020.05, 项目负责人, 风险测量模型采购项目, 海关总署风险管理司.
2016.01 - 2020.12, 课题参加人员, 电子商务环境中定向广告的精准投放与管理策略研究, 国家自然科学基金重点项目.
2016.01 - 2019.12, 项目负责人, 相依数据的高分位数回归及应用, 国家自然科学基金面上项目.
2012.01 - 2015.12, 项目负责人, 空间极值回归模型的统计推断及应用, 国家自然科学基金面上项目.
2010.01 - 2011.12, 项目负责人, 高分位数的渐近无偏修正, 教育部留学回国人员科研启动基金.
2010.01 - 2012.12, 课题参加人员, 基于影响函数的半参数模型的经验似然方法, 国家自然科学基金面上项目.
2009.01 - 2011.12, 项目负责人, 右尾点的渐近无偏修正和经验似然估计, 国家自然科学基金青年项目.
2008.12 - 2009.12, 项目负责人, 极值统计, 复旦大学新进青年教师事业发展起步支持项目.

学术任职：

学术任职：

社会兼职：

社会兼职：

学术会议：

学术会议：

工作论文：

工作论文：

案例：

案例：

社会活动：

社会活动：