Distributed Inference for the Extreme Value Index
, Biometrika
, 2022
, 109(1)257-264
Estimating extreme value index by subsampling for massive datasets with heavy-tailed distributions
, Statistics and Its Interface
, 2024
, 4(17)605-622
Estimation of Expectile-Based Marginal Expected Shortfall Under Asymptotic Independence
, Stat
, 2024
, 13(4)1-11
Adapting the Hill estimator to distributed inference: dealing with the bias
, Extremes
, 2022
, 25(3)389-416
中国科大
校友
服务
