The following pages link to Juan-Juan Cai (Q638814):
Displaying 9 items.
- Estimation of extreme risk regions under multivariate regular variation (Q638815) (← links)
- Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks (Q2028580) (← links)
- Improving precipitation forecasts using extreme quantile regression (Q2283052) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS (Q3087505) (← links)
- Estimation of the marginal expected shortfall under asymptotic independence (Q5108972) (← links)
- (Q5262104) (← links)
- Estimation of the Marginal Expected Shortfall: the Mean When a Related Variable is Extreme (Q5378122) (← links)
- Gradient boosting for extreme quantile regression (Q6144813) (← links)
