Estimation of the marginal expected shortfall: the mean when a related variable is extreme JJ Cai, JHJ Einmahl, L Haan, C Zhou
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2015
124 2015 Bias correction in extreme value statistics with index around zero JJ Cai, L de Haan, C Zhou
Extremes 16, 173-201, 2013
58 2013 Estimation of extreme risk regions under multivariate regular variation JJ Cai, JHJ Einmahl, L De Haan
54 2011 Gradient boosting for extreme quantile regression J Velthoen, C Dombry, JJ Cai, S Engelke
Extremes 26 (4), 639-667, 2023
45 2023 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
35 2016 Improving precipitation forecasts using extreme quantile regression J Velthoen, JJ Cai, G Jongbloed, M Schmeits
Extremes 22, 599-622, 2019
24 2019 A high quantile estimator based on the log-generalized Weibull tail limit C de Valk, JJ Cai
Econometrics and statistics 6, 107-128, 2018
20 2018 Estimation of the marginal expected shortfall under asymptotic independence JJ Cai, E Musta
Scandinavian Journal of Statistics 47 (1), 56-83, 2020
14 2020 Environmental data: multivariate extreme value theory in practice JJ Cai, AL Fougères, C Mercadier
Journal de la Société Française de Statistique 154 (2), 178-199, 2013
12 2013 Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks JJ Cai, P Wan, G Ozel
Extremes 24, 199-214, 2021
8 2021 A nonparametric estimator of the extremal index JJ Cai
arXiv preprint arXiv:1911.06674, 2019
8 2019 Nonlinear wavelet density estimation for truncated and dependent observations JJ Cai, HY Liang
International Journal of Wavelets, Multiresolution and Information …, 2011
8 2011 Estimation concerning risk under extreme value conditions JJ Cai
CentER, Tilburg University, 2012
3 2012 Forward variable selection for random forest models J Velthoen, JJ Cai, G Jongbloed
Journal of Applied Statistics 50 (13), 2836-2856, 2023
2 2023 Statistical inference on JJ Cai
arXiv preprint arXiv:1911.06674, 2019
2 2019 Characterizing temporal bipartite networks-sequential-versus cross-tasking LJJM Peters, JJ Cai, H Wang
Complex Networks and Their Applications VII: Volume 2 Proceedings The 7th …, 2019
2 2019 Modified marginal expected shortfall under asymptotic dependence JJ Cai, V Chavez-Demoulin, A Guillou
Biometrika 104 (1), 243-249, 2017
2 2017 Interpretable random forest models through forward variable selection J Velthoen, JJ Cai, G Jongbloed
arXiv preprint arXiv:2005.05113, 2020
1 2020 Lecture 1-Introduction and the Empirical CDF JJ Cai
2015 Report of the Editors—2007 CP Robert and ATA Wood 1 Regression analysis based on semicompeting risks data J.-J. Hsieh, W. Wang and AA Ding 3 The analysis of randomized … M Cruyff, A van den Hout, PGM van der Heijden, MI Gomes, L de Haan, ...
