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 1 4 0 0 7 28
Estimation of extreme risk regions under multivariate regular variation 0 0 0 3 0 1 9 24
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 0 1 14 37
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 0 1 11 62
Total Working Papers 0 0 1 22 0 3 45 159


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 1 3 40
Estimation of the marginal expected shortfall under asymptotic independence 0 0 0 1 0 0 4 18
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 3 4 12 47
Total Journal Articles 0 0 0 21 3 5 19 105


Statistics updated 2026-08-07