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 1 1 4
Estimation concerning risk under extreme value conditions 0 0 0 2 0 0 1 19
Estimation of extreme risk regions under multivariate regular variation 0 0 0 2 0 0 2 14
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 0 1 3 22
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 1 1 13 0 2 2 50
Total Working Papers 0 1 1 19 0 4 9 109


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 1 37
Estimation of the marginal expected shortfall under asymptotic independence 0 0 0 1 0 0 0 14
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 0 0 0 34
Total Journal Articles 0 0 0 21 0 0 1 85


Statistics updated 2024-09-04