| 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 | 65 | 2015 |
| Bias correction in extreme value statistics with index around zero JJ Cai, L de Haan, C Zhou Extremes 16 (2), 173-201, 2013 | 41 | 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 | 32 | 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 | 10 | 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 | 10 | 2016 |
| Environmental data: multivariate Extreme Value Theory in practice. CJ Juan, F Anne-Laure, M Cécile arXiv preprint math.PR/00000000, 2013 | 9 | 2013 |
| Nonlinear wavelet density estimation for truncated and dependent observations JJ Cai, HY Liang International Journal of Wavelets, Multiresolution and Information …, 2011 | 8 | 2011 |
| Improving precipitation forecasts using extreme quantile regression J Velthoen, JJ Cai, G Jongbloed, M Schmeits Extremes 22 (4), 599-622, 2019 | 3 | 2019 |
| Estimation of the marginal expected shortfall under asymptotic independence JJ Cai, E Musta Scandinavian Journal of Statistics 47 (1), 56-83, 2020 | 1 | 2020 |
| A nonparametric estimator of the extremal index JJ Cai arXiv preprint arXiv:1911.06674, 2019 | 1 | 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 | 1 | 2018 |
| Modified marginal expected shortfall under asymptotic dependence JJ Cai, V Chavez-Demoulin, A Guillou Biometrika 104 (1), 243-249, 2017 | 1 | 2017 |
| Estimation concerning risk under extreme value conditions JJ Cai CentER, Tilburg University, 2012 | 1 | 2012 |
| Interpretable random forest models through forward variable selection J Velthoen, JJ Cai, G Jongbloed arXiv preprint arXiv:2005.05113, 2020 | | 2020 |
| Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks JJ Cai, P Wan, G Ozel arXiv preprint arXiv:1906.06882, 2019 | | 2019 |
| Lecture 1-Introduction and the Empirical CDF JJ Cai | | 2015 |
