Access Statistics for Juan-Juan Cai

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A high quantile estimator based on the log-generalized Weibull tail limit 0 0 0 0 0 0 4 8
Estimation concerning risk under extreme value conditions 0 0 1 4 0 0 6 28
Estimation of extreme risk regions under multivariate regular variation 0 0 0 3 0 1 10 25
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 1 1 13 38
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 0 0 11 62
Total Working Papers 0 0 1 22 1 2 44 161


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A high quantile estimator based on the log-generalized Weibull tail limit 0 0 0 15 1 1 4 41
Estimation of the marginal expected shortfall under asymptotic independence 0 0 0 1 0 0 4 18
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 1 1 1 6 1 5 14 49
Total Journal Articles 1 1 1 22 2 6 22 108


Statistics updated 2026-10-11