Juan‐Juan Cai

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

Juan‐Juan Cai, J.H.J. Einmahl, Laurens de Haan et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2014 · 106 citations

Empirical Finance, Mathematical Statistic, Marginal Expected Shortfall +16

Gradient boosting for extreme quantile regression

Jasper Velthoen, Clément Dombry, Juan‐Juan Cai et al. · Extremes · 2023 · 80 citations · Full text

Estimation of extreme risk regions under multivariate regular variation

Juan‐Juan Cai, J.H.J. Einmahl, Laurens de Haan · The Annals of Statistics · 2011 · 52 citations · Full text

Extreme Risk Region, Extreme Value Theory, Engineering +15

Bias correction in extreme value statistics with index around zero

Juan‐Juan Cai, Laurens de Haan, Chen Zhou · Extremes · 2012 · 45 citations

Uncertainty Quantification, Rare Event Estimation, Biostatistics +5

Assessment of climate change impact on the fates of polycyclic aromatic hydrocarbons in the multimedia environment based on model prediction

Juan‐Juan Cai, Jee Hey Song, Yunah Lee et al. · The Science of The Total Environment · 2013 · 30 citations

Climatology, Future Climatic Change, Engineering +11