Juan Juan Cai
Juan Juan Cai
Assistant professor of statistics, Delft University of Technology
Verified email at tudelft.nl
Cited by
Cited by
Estimation of the marginal expected shortfall: the mean when a related variable is extreme
JJ Cai, JHJ Einmahl, L de Haan, C Zhou
Journal of the Royal Statistical Society: Series B: Statistical Methodology …, 2015
Bias correction in extreme value statistics with index around zero
JJ Cai, L de Haan, C Zhou
Extremes 16 (2), 173-201, 2013
Estimation of extreme risk regions under multivariate regular variation
JJ Cai, JHJ Einmahl, L De Haan
The Annals of Statistics 39 (3), 1803-1826, 2011
A high quantile estimator based on the log-generalized Weibull tail limit
C de Valk, JJ Cai
Econometrics and statistics 6, 107-128, 2018
Estimating the age of Risso’s dolphins ( Grampus griseus ) based on skin appearance
KL Hartman, A Wittich, JJ Cai, FH Van Der Meulen, JMN Azevedo
Journal of Mammalogy 97 (2), 490-502, 2016
Environmental data: multivariate Extreme Value Theory in practice.
CJ Juan, F Anne-Laure, M Cécile
arXiv preprint math.PR/00000000, 2013
Nonlinear wavelet density estimation for truncated and dependent observations
JJ Cai, HY Liang
International Journal of Wavelets, Multiresolution and Information …, 2011
Improving precipitation forecasts using extreme quantile regression
J Velthoen, JJ Cai, G Jongbloed, M Schmeits
Extremes 22 (4), 599-622, 2019
Estimation of the marginal expected shortfall under asymptotic independence
JJ Cai, E Musta
Scandinavian Journal of Statistics 47 (1), 56-83, 2020
A nonparametric estimator of the extremal index
JJ Cai
arXiv preprint arXiv:1911.06674, 2019
Characterizing temporal bipartite networks-sequential-versus cross-tasking
LJJM Peters, JJ Cai, H Wang
International Conference on Complex Networks and their Applications, 28-39, 2018
Modified marginal expected shortfall under asymptotic dependence
JJ Cai, V Chavez-Demoulin, A Guillou
Biometrika 104 (1), 243-249, 2017
Estimation concerning risk under extreme value conditions
JJ Cai
CentER, Tilburg University, 2012
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks
JJ Cai, P Wan, G Ozel
Extremes, 1-16, 2020
Interpretable random forest models through forward variable selection
J Velthoen, JJ Cai, G Jongbloed
arXiv preprint arXiv:2005.05113, 2020
Lecture 1-Introduction and the Empirical CDF
JJ Cai
Characterizing Temporal Bipartite Networks-sequential-vs cross-tasking
LJJM Peters, JJ Cai, H Wang
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