Juan-Juan Cai : Citation Profile

Vrije Universiteit Amsterdam

3

H index

2

i10 index

69

Citations

RESEARCH PRODUCTION:

3

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 7
   Journals where Juan-Juan Cai has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1603
   Updated: 2025-12-20    RAS profile: 2022-11-13    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Juan-Juan Cai.

Is cited by:

Einmahl, John (10)

STUPFLER, Gilles (6)

Zhou, Chen (3)

Ojea Ferreiro, Javier (1)

Enjolras, Geoffroy (1)

He, Yi (1)

Ferreira, Eva (1)

Çevik, Emrah (1)

Daouia, Abdelaati (1)

Zeldea, Cristina (1)

Targino, Rodrigo (1)

Cites to:

Einmahl, John (7)

Acharya, Viral (2)

de Vries, Casper (1)

PHILIPPON, Thomas (1)

Danielsson, Jon (1)

de Haan, Laurens (1)

Pedersen, Lasse (1)

Poon, Ser-Huang (1)

Zhou, Chen (1)

Magnus, Jan (1)

Main data

Where Juan-Juan Cai has published?

Recent works citing Juan-Juan Cai (2025 and 2024)

YearTitle of citing document
2024Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks. (2024). STUPFLER, Gilles ; Yang, Fan ; Mao, Tiantian. In: Papers. RePEc:arx:papers:2411.07212.

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2024Asymptotics of Sum of Heavy-tailed Risks with Copulas. (2024). Zhang, YI ; Yang, Fan. In: Papers. RePEc:arx:papers:2411.09657.

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2024Estimation of the conditional tail moment for Weibull‐type distributions. (2024). Qin, Jing ; Guillou, Armelle ; Goegebeur, Yuri. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:4:p:1782-1815.

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2024Latent model extreme value index estimation. (2024). Ilmonen, Pauliina ; Lietzen, Niko ; Viitasaari, Lauri ; Virta, Joni. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000071.

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2024On extreme quantile region estimation under heavy-tailed elliptical distributions. (2024). Ilmonen, Pauliina ; Viitasaari, Lauri ; Pere, Jaakko. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000216.

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2025Maximum likelihood estimation of elliptical tail. (2025). Lee, Sangyeol ; Kim, Moosup. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000897.

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2024Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Çevik, Emrah ; Kirimhan, Destan ; Gunay, Samet. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643.

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2024Dependent conditional tail expectation for extreme levels. (2024). Goegebeur, Yuri ; Qin, Jing ; Guillou, Armelle. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:171:y:2024:i:c:s030441492400036x.

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2025Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator. (2025). Li, Yizhou ; Polak, Pawe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:223:y:2025:i:c:s0167715225000562.

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2024Asymptotics for credit portfolio losses due to defaults in a multi-sector model. (2024). Zhang, Zhimin ; Yang, Yang ; Chen, Shaoying. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05934-5.

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2025Inference for New Environmental Contours Using Extreme Value Analysis. (2025). Simpson, Emma S ; Tawn, Jonathan A. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:30:y:2025:i:3:d:10.1007_s13253-024-00612-2.

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Works by Juan-Juan Cai:

YearTitleTypeCited
2018A high quantile estimator based on the log-generalized Weibull tail limit In: LIDAM Reprints ISBA.
[Citation analysis]		paper2
2018A high quantile estimator based on the log-generalized Weibull tail limit.(2018) In: Econometrics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2015Estimation of the marginal expected shortfall: the mean when a related variable is extreme In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article43
2012Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme.(2012) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2012Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme.(2012) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2020Estimation of the marginal expected shortfall under asymptotic independence In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article6
2012Estimation concerning risk under extreme value conditions In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0
2011Estimation of extreme risk regions under multivariate regular variation In: Other publications TiSEM.
[Full Text][Citation analysis]		paper18

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