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Juan‐Juan Cai · Study

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Juan‐Juan Cai

3 works· latest 2014· 2 institutionscluster: provisionalORCID 0000-0002-3788-8125

h-index3

i103

Citations197

Works here3

11

12

14

Most cited in this library

Estimation of the Marginal Expected Shortfall: the Mean When a Related Variable is Extreme2014 · 105 citations
Estimation of extreme risk regions under multivariate regular variation2011 · 48 citations
Bias correction in extreme value statistics with index around zero2012 · 44 citations

Works

3 shown

Estimation of the Marginal Expected Shortfall: the Mean When a Related Variable is Extreme

Journal of the Royal Statistical Society Series B (Statistical Methodology)·2014·4 authors

105citations

Bias correction in extreme value statistics with index around zero

Extremes·2012·3 authors

44citations

Estimation of extreme risk regions under multivariate regular variation

The Annals of Statistics·2011·3 authors·Open access

48citations