Juan Juan Cai

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-3788-8125

Department of Econometrics and Data Science, Vrije Universiteit Amsterdam

Publications

• Empirical likelihood based testing for multivariate regular variation — The Annals of Statistics 2025
• Modified marginal expected shortfall under asymptotic dependence — Biometrika 2017
• Estimation of the marginal expected shortfall: the mean when a related variable is extreme — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2015
• Estimation of extreme risk regions under multivariate regular variation — The Annals of Statistics 2011