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 2 4 0 0 9 28
Estimation of extreme risk regions under multivariate regular variation 0 0 0 3 1 4 9 24
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 1 6 15 37
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 1 5 11 62
Total Working Papers 0 0 2 22 3 15 48 159


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 0 0 2 39
Estimation of the marginal expected shortfall under asymptotic independence 0 0 0 1 0 2 4 18
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 1 5 9 44
Total Journal Articles 0 0 0 21 1 7 15 101


Statistics updated 2026-06-04