73 citations · 73 across the 2 of their papers we have counts for
2 papers
stat.AP2021
Modeling and Decoupling Systemic Risk
Jingyu Ji, Deyuan Li, Zhengjun Zhang
Identifying systemic risk patterns in geopolitical, economic, financial, environmental, transportation, epidemiological systems and their impacts is the key to risk management. Thi…
math.ST2006★ 73 cited
Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
John H. J. Einmahl, Laurens de Haan, Deyuan Li
Consider i.i.d. random vectors on , with unknown, common distribution function . Under a sharpening of the extreme value condition on , we derive a weighted…