Academic Posts
2023.04—,Vice Director General/Standing Director,Education Statistics and Management Branch, Chinese Association for Applied Statistics
Academic Conferences
2023.08, 6th International Conference on Econometrics and Statistics, Tokyo, Japan
2023.06, 13th conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications, Milan, Italy
Journal Papers
| 1. | Qingzhao Zhong, Jingyu Ji, Liujun Chen, Yanxi Hou, and Deyuan Li. 2025. Inference for a two-step joint model of extreme quantile and expected shortfall regression. Statistica Sinica forcoming 1-41. |
| 2. | Zhaowen Wang, Liujun Chen, and Deyuan Li. 2025. Tail gini functional under asymptotic independence. Statistica Sinica forthcoming 1-36. |
| 3. | Liujun Chen, Deyuan Li, and Chen Zhou. 2025. Distributed inference for tail risks. Statistica Sinica forthcoming 1-41. |
| 4. | Yongxin Li, Liujun Chen, Deyuan Li, and Hansheng Wang. 2024. Estimating extreme value index by subsampling for massive datasets with heavy-tailed distributions. Statistics and Its Interface 17(4) 605-622.  |
| 5. | Jingyu Ji, Deyuan Li, and Zhengjun Zhang. 2023. Decoupling systemic risk into endopathic and exopathic competing risks through autoregressive conditional accelerated fréchet model. Statistica Sinica forthcoming 1-58. |
| 6. | Liujun Chen, Deyuan Li, and Chen Zhou. 2022. Adapting the Hill estimator to distributed inference: dealing with the bias. Extremes 25 389–416. |
| 7. | Wen Xu, Yanxi Hou, and Deyuan Li. 2022. Prediction of extremal expectile based on regression models with heteroscedastic extremes. Journal of Business and Economic Statistics 40(2) 522-536. |
| 8. | Wen Xu, Huixia Judy Wang, and Deyuan Li. 2022. Extreme quantile estimation based on the tail single-index model. Statistica Sinica 32(2) 893-914. |
| 9. | Liujun Chen, Deyuan Li, and Chen Zhou. 2022. Distributed inference for the extreme value index. Biometrika 109(1) 257–264. |
| 10. | Jingyu Ji and Deyuan Li. 2021. Application of autoregressive tail-index model to China's stock market. Statistical Theory and Related Fields 5(1) 31-34. |
| 11. | 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. |
| 12. | Deyuan Li and Huixia Judy Wang. 2019. Extreme quantile estimation for autoregressive models. Journal of Business & Economic Statistics 37(4) 661-670. |
| 13. | 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. |
| 14. | 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. |
| 15. | 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. |
| 16. | 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. |
| 17. | 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. |
| 18. | 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. |
| 19. | 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. |
| 20. | 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. |
| 21. | Qingzhao Zhang, Deyuan Li, and Hansheng Wang. 2013. A note on tail dependence regression. Journal of Multivariate Analysis 120 163-172. |
| 22. | 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. |
| 23. | Ngai Hang Chan, Deyuan Li, and Liang Peng. 2012. Toward a unified interval estimation of autoregressions. Econometric Theory 28(3) 705-717. |
| 24. | Li, Deyuan, Liang Peng, and Xinping Xu. 2011. Bias reduction for endpoint estimation. Extrems 14(4) 393-412. |
| 25. | Li, Deyuan, Liang Peng, and Yongcheng Qi. 2011. Empirical likelihood confidence intervals for the endpoint of a distribution function. Test 20(2) 353-366. |
| 26. | 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. |
| 27. | Deyuan Li, Liang Peng, Jingping Yang. 2010. Bias Reduction for High Quantiles. Journal of Statistical Planning and Inference vol.140(9) 2433-2441. |
| 28. | 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. |
| 29. | 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. |
| 30. | 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. |
| 31. | 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. |
| 32. | Jürg Hüsler, Deyuan Li. 2009. Testing Asymptotic Independence in Bivariate Extremes. Journal of Statistical Planning and Inference Vol.139(3) 990-998. |
| 33. | Deyuan Li. 2008. On the Probability of Being Maximal. Australian & New Zealand Journal of Statistics Vol.50(4) 381-394. |
| 34. | 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. |
| 35. | M. Isabel Barão, Laurens de Haan, Deyuan Li. 2007. Comparison of Estimators in Multivariate EVT. International Journal of Statistics and Systems vol.2(1) 75-91. |
| 36. | John H.J.Einmahl, Laurens De Haan, and Deyuan Li. 2006. Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition. The Annals of Statistics 34(4) 1987-2014. |
| 37. | Jürg Hüsler, Deyuan Li. 2006. Tail Approximations to the Density Function in EVT. Extremes Vol.9(2) 131-149. |
| 38. | Jurg Husler, Deyuan Li, Samuel Muller. 2006. Weighted least squares estimation of the extreme value index. STATISTICS&PROBABILITY LETTERS vol.76 920-930. |
| 39. | Jurg Husler, Deyuan Li. 2006. On testing extreme value conditions. Extremes vol.9 69-86. |
| 40. | 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. |
| 41. | Holger Drees, Laurens de Haan, Deyuan Li. 2003. On large deviation for extremes. STATISTICS & PROBABILITY LETTERS vol.64(1) 51-62. |
| 42. | LAURENS DE HAAN(ROTTERDAM), DEYUAN LI(ROTTERDAM), LIANG PENG(ATLANTA, GEORGIA), HELENA IGLESIAS PEREIRA(LISBOA). 2002. ALTERNATIVE CONDITIONS FOR ATTRACTION TO STABLE VECTORS. PROBABILITY AND MATHEMATICAL STATISTICS Vol.22 303-317. |
Academic Works
Deyuan Li. 2005. On Extreme Value Approximation to Tails of Distribution Functions. Thela Thesis, .
Translated Works
Zhiguo Xiao, Deyuan Li, Guoyou Qin, and Zhongyi Zhu, Causal Inference in Statistics, Social, and Biomedical Sciences: An Introduction,Shanghai,Gezhi Publishing House, Shanghai Sanlian Bookstore, Shanghai People's Publishing House,2025.07 (in Chinese)
Research Projects
2025.01—2028.12, Principal Investigator, Research on Statistics for Extremes Based on Privacy Protection, National Natural Science Foundation of China
2021.12—2022.02, Principal Investigator, Risk Measurement Models Optimization Project, Shanghai Customs Dsitrict P.R. China
2020.01—2023.12, Principal Investigator, Research on Statistics of Extremes for Distributed Data and High-Dimensional Data, National Natural Science Foundation of China
2019.12—2020.05, Principal Investigator, Risk Measurement Models Procurement Project, Department of Risk Management, General Administration of Customs, P.R. China
2016.01—2020.12, Member, Precision Targeting of Ads in E-Commerce and Managerial Strategies, National Natural Science Foundation of China
2016.01—2020.04, Principal Investigator, Extremal Quantiles Based on Quantile Regression for Dependent Data and Its Application, National Natural Science Foundation of China
2012.01—2015.12, Principal Investigator, Regression Model in Spatial Extremes and its Application, National Natural Science Foundation of China
2010.01—2012.12, Member, Influence Function Based Empirical Likelihood Methods in Semi-parametric Models, National Natural Science Foundation of China
2010.01—2011.12, Principal Investigator, Bias Reduction for High Quantile Estimation, Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry
2009.01—2011.12, Principal Investigator, Bias Reduction for Right Endpoint Estimation and Empirical Likelihood Estimation, National Natural Science Foundation of China
2008.12—2009.12, Principal Investigator, Statistics of Extremes, Fudan University
Academic Posts
2023.04—,Vice Director General/Standing Director,Education Statistics and Management Branch, Chinese Association for Applied Statistics
Academic Conferences
2023.08, 6th International Conference on Econometrics and Statistics, Tokyo, Japan
2023.06, 13th conference on Extreme Value Analysis, Probabilistic and Statistical Models and their Applications, Milan, Italy
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