Research

Publications in refereed journals:

  1. Chen, L., Li, D. and Zhou, C. (2022) Distributed inference for extreme value index. Biometrika, 109(1), 257-264. https://doi.org/10.1093/biomet/asab001.

  2. Chen, L., Li, D. and Zhou, C. (2022+) Adapting the Hill estimator to distributed inference: dealing with the bias. Extremes, https://doi.org/10.1007/s10687-022-00440-y.

  3. Li, Y., Chen, L., Li, D. and Wang, H. (2022+) Estimating extreme value index by subsampling for massive datasets with heavy-tailed distributions. Statistics and Its Interface, accepted.




Working Papers:

  1. Chen, L., Li, D. and Zhou, C. (2021) Distributed inference for extreme value statistics.