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 3 4 8
Estimation concerning risk under extreme value conditions 0 1 2 4 0 3 9 28
Estimation of extreme risk regions under multivariate regular variation 0 0 0 3 1 1 6 21
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 0 5 7 57
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 0 4 9 31
Total Working Papers 0 1 2 22 1 16 35 145


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 2 2 39
Estimation of the marginal expected shortfall under asymptotic independence 0 0 0 1 2 3 4 18
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 1 2 5 40
Total Journal Articles 0 0 0 21 3 7 11 97


Statistics updated 2026-04-09