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 1 4 4 8
Estimation concerning risk under extreme value conditions 1 1 2 4 1 6 9 28
Estimation of extreme risk regions under multivariate regular variation 0 0 0 3 0 2 5 20
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 0 6 7 57
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 2 5 9 31
Total Working Papers 1 1 2 22 4 23 34 144


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 2 2 39
Estimation of the marginal expected shortfall under asymptotic independence 0 0 0 1 1 2 2 16
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 0 1 4 39
Total Journal Articles 0 0 0 21 2 5 8 94


Statistics updated 2026-03-04