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 1 1 5
Estimation concerning risk under extreme value conditions 0 0 1 3 3 3 6 25
Estimation of extreme risk regions under multivariate regular variation 0 0 0 3 2 5 5 20
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 1 1 2 52
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 1 2 5 27
Total Working Papers 0 0 1 21 8 12 19 129


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 1 1 1 15
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 0 3 4 38
Total Journal Articles 0 0 0 21 1 4 5 90


Statistics updated 2026-01-09