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  • 陈刘军
  • 特任副教授
  • ljchen22@ustc.edu.cn
  • 统计与金融系
  • 概率与统计
English
  • 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