Deyuan Li

Fudan University

Beijing West District Baiyun Load 10th

Shanghai, 100045

China

SCHOLARLY PAPERS

2

DOWNLOADS

44

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Pitfalls in Using Weibull Tailed Distributions

Journal of Statistical Planning and Inference, 2010, Volume 140, Issue 7, p.2018- 2024
Number of pages: 11 Posted: 11 Sep 2013
Cass Business School, City, University of London, Fudan University and Georgia Institute of Technology
Downloads 44 (547,191)

Abstract:

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Asymptotic Mean Squared Error, Extreme Tail Probability, High Quantile, Regular Variation, Weibull Tail Coefficient

2.

A Note on Tail Dependence Regression

Posted: 29 May 2013
Qingzhao Zhang, Deyuan Li and Hansheng Wang
Chinese Academy of Sciences (CAS), Fudan University and Peking University - Guanghua School of Management

Abstract:

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Approximate Maximum Likelihood Estimation, Tail Dependence Index, Tail Dependence Regression