Details about Juan-Juan Cai

Access statistics for papers by Juan-Juan Cai.

Last updated 2022-11-13. Update your information in the RePEc Author Service.

Short-id: pca1603

Working Papers

2018

1. A high quantile estimator based on the log-generalized Weibull tail limit
   LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (2)
   See also Journal Article A high quantile estimator based on the log-generalized Weibull tail limit, Econometrics and Statistics, Elsevier (2018) View citations (2) (2018)

2012

2. Estimation concerning risk under extreme value conditions
   Other publications TiSEM, Tilburg University, School of Economics and Management
3. Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme
   Discussion Paper, Tilburg University, Center for Economic Research View citations (6)
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2012) View citations (6)
   See also Journal Article Estimation of the marginal expected shortfall: the mean when a related variable is extreme, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2015) View citations (35) (2015)

2011

4. Estimation of extreme risk regions under multivariate regular variation
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (16)

Journal Articles

2020

1. Estimation of the marginal expected shortfall under asymptotic independence
   Scandinavian Journal of Statistics, 2020, 47, (1), 56-83 View citations (6)

2018

2. A high quantile estimator based on the log-generalized Weibull tail limit
   Econometrics and Statistics, 2018, 6, (C), 107-128 View citations (2)
   See also Working Paper A high quantile estimator based on the log-generalized Weibull tail limit, LIDAM Reprints ISBA (2018) View citations (2) (2018)

2015

3. Estimation of the marginal expected shortfall: the mean when a related variable is extreme
   Journal of the Royal Statistical Society Series B, 2015, 77, (2), 417-442 View citations (35)
   See also Working Paper Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme, Discussion Paper (2012) View citations (6) (2012)