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 0 4
Estimation concerning risk under extreme value conditions 0 1 1 3 1 2 2 21
Estimation of extreme risk regions under multivariate regular variation 0 0 1 3 0 0 1 15
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 0 0 1 51
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 0 1 1 23
Total Working Papers 0 1 2 21 1 3 5 114


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 0 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 1 35
Total Journal Articles 0 0 0 21 0 0 1 86


Statistics updated 2025-08-05