Deyuan Li

Fudan University — China

Economics, Econometrics and Finance · Social Sciences

16h-index1.1kcitations76works0.02yr avg
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Research Topics

Financial Risk and Volatility Modeling(43), Statistical Methods and Inference(24), Statistical Distribution Estimation and Applications(14), Monetary Policy and Economic Impact(8), Stochastic processes and financial applications(8)

Publications76 total

Testing Conditional Tail Independence
Statistica Sinica·2026Open Access
Estimation of extreme conditional expectile via tail risk transition from intermediate quantile
Statistics and Its Interface·2026
Inference for A Two-Step Joint Model of Extreme Quantile and Expected Shortfall Regression
Statistica Sinica·2025Open Access
Distributed Inference for Tail Risks
Statistica Sinica·2025Open Access
Inference for A Two-Step Joint Model of Extreme Quantile and Expected Shortfall Regression
SSRN Electronic Journal·2025Open Access
Development and application of a novel scintillation gel‐based 3D dosimetry system for radiotherapy
Journal of Applied Clinical Medical Physics·2024Open Access
Tail Gini Functional Under Asymptotic Independence
Statistica Sinica·2024Open Access
High-Dimensional Extreme Quantile Regression
arXiv (Cornell University)·2024Open Access
Aligning Multiclass Neural Network Classifier Criterion with Task Performance Metrics
arXiv (Cornell University)·2024Open Access
Estimating extreme value index by subsampling for massive datasets with heavy-tailed distributions
Statistics and Its Interface·2024
Calculation method of system response matrix of optical emission tomography based on point cloud distribution
Journal of Applied Optics·2024Open Access
Decoupling Systemic Risk into Endopathic and Exopathic Competing Risks Through Autoregressive Conditional Accelerated Fréchet Model
Statistica Sinica·2023· 1 citedOpen Access
Tail Gini Functional under Asymptotic Independence
arXiv (Cornell University)·2023Open Access
Adapting the Hill estimator to distributed inference: dealing with the bias
Extremes·2022Open Access
Adapting the Hill estimator to distributed inference: dealing with the bias
arXiv (Cornell University)·2021Open Access
Inference for the Lee-Carter Model With An AR(2) Process
Methodology And Computing In Applied Probability·2021· 3 cited
Distributed Inference for Tail Risk
arXiv (Cornell University)·2021Open Access
Distributed Inference for Tail Empirical and Quantile Processes
arXiv (Cornell University)·2021· 1 citedOpen Access
Modeling and Decoupling Systemic Risk
arXiv (Cornell University)·2021Open Access
Distributed inference for the extreme value index
Biometrika·2021· 8 citedOpen Access
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Frequent Co-authors

Liang Peng(12), Jürg Hüsler(8), Huixia Wang(4), Laurens de Haan(4), Hansheng Wang(4), Liujun Chen(4), Wenge Lv(3), Luo Shao-ming(3), Xiangwei Zhang(3), Wen Xu(3), Xiaodong Zhang(3), Holger Drees(2), Xavier Gabaix(2), David Laibson(2), Sidney I. Resnick(2), Casper G. de Vries(2), J.H.J. Einmahl(2), Siyuan Cheng(2), Ngai Hang Chan(2), Mathias Raschke(2)