Juan-Juan Cai

Finance · 2011–2013

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 23 citations into it; #6,787 of 10,518 by trust here, #7,920 by citations
• Economics and Econometrics — 12 citations into it; #20,907 of 23,481 by trust here, #20,730 by citations
• Statistics and Probability — 8 citations into it; #10,249 of 12,932 by trust here, #11,487 by citations
• Global and Planetary Change — 5 citations into it

Whom Juan-Juan Cai trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Laurens de Haan
2. M. Ivette Gomes
3. Alexandre B. Tsybakov
4. Wolfgang Polonik
5. Ana Ferreira
6. Philippe Rigollet
7. Dinis D. Pestana
8. Frederico Caeiro
9. Jón Dańıelsson
10. Harry Joe

Who trusts Juan-Juan Cai overall

1. Abdelaati Daouia
2. Bikramjit Das
3. Stéphane Girard
4. Abhimanyu Mitra
5. Gilles Stupfler

Papers from Juan-Juan Cai's perspective

Ordered by how strongly the researchers Juan-Juan Cai trusts endorse each paper. Same corpus, a different order for every researcher.

1. DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄
2. Measuring Mass Concentrations and Estimating Density Contour Clusters-An Excess Mass Approach
3. On nonparametric estimation of density level sets
4. Empirical Processes with Applications to Statistics
5. Extreme value theory : an introduction
6. Tail Conditional Expectations for Elliptical Distributions
7. Tail Risk of Multivariate Regular Variation
8. A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
9. Regularly varying functions
10. Statistics of Extremes: Theory and Applications

Their papers

• Estimation of extreme risk regions under multivariate regular variation (2011) — 50 citations
• Estimation of the marginal expected shortfall: the mean when a related variable is extreme (2012) — 126 citations
• Bias correction in extreme value statistics with index around zero (2013) — 50 citations