Estimation of the marginal expected shortfall: the mean when a related variable is extreme JJ Cai, JHJ Einmahl, L Haan, C Zhou Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2015 | 124 | 2015 |
Bias correction in extreme value statistics with index around zero JJ Cai, L de Haan, C Zhou Extremes 16, 173-201, 2013 | 58 | 2013 |
Estimation of extreme risk regions under multivariate regular variation JJ Cai, JHJ Einmahl, L De Haan | 54 | 2011 |
Gradient boosting for extreme quantile regression J Velthoen, C Dombry, JJ Cai, S Engelke Extremes 26 (4), 639-667, 2023 | 46 | 2023 |
Estimating the age of Risso’s dolphins ( Grampus griseus ) based on skin appearance KL Hartman, A Wittich, JJ Cai, FH Van Der Meulen, JMN Azevedo Journal of Mammalogy 97 (2), 490-502, 2016 | 35 | 2016 |
Improving precipitation forecasts using extreme quantile regression J Velthoen, JJ Cai, G Jongbloed, M Schmeits Extremes 22, 599-622, 2019 | 24 | 2019 |
A high quantile estimator based on the log-generalized Weibull tail limit C de Valk, JJ Cai Econometrics and statistics 6, 107-128, 2018 | 20 | 2018 |
Estimation of the marginal expected shortfall under asymptotic independence JJ Cai, E Musta Scandinavian Journal of Statistics 47 (1), 56-83, 2020 | 14 | 2020 |
Environmental data: multivariate extreme value theory in practice JJ Cai, AL Fougères, C Mercadier Journal de la Société Française de Statistique 154 (2), 178-199, 2013 | 12 | 2013 |
Parametric and non-parametric estimation of extreme earthquake event: the joint tail inference for mainshocks and aftershocks JJ Cai, P Wan, G Ozel Extremes 24, 199-214, 2021 | 8 | 2021 |
A nonparametric estimator of the extremal index JJ Cai arXiv preprint arXiv:1911.06674, 2019 | 8 | 2019 |
Nonlinear wavelet density estimation for truncated and dependent observations JJ Cai, HY Liang International Journal of Wavelets, Multiresolution and Information …, 2011 | 8 | 2011 |
Estimation concerning risk under extreme value conditions JJ Cai CentER, Tilburg University, 2012 | 3 | 2012 |
Forward variable selection for random forest models J Velthoen, JJ Cai, G Jongbloed Journal of Applied Statistics 50 (13), 2836-2856, 2023 | 2 | 2023 |
Statistical inference on condition and estimation of the Extremal Index JJ Cai arXiv preprint arXiv:1911.06674, 2019 | 2 | 2019 |
Characterizing temporal bipartite networks-sequential-versus cross-tasking LJJM Peters, JJ Cai, H Wang Complex Networks and Their Applications VII: Volume 2 Proceedings The 7th …, 2019 | 2 | 2019 |
Modified marginal expected shortfall under asymptotic dependence JJ Cai, V Chavez-Demoulin, A Guillou Biometrika 104 (1), 243-249, 2017 | 2 | 2017 |
Interpretable random forest models through forward variable selection J Velthoen, JJ Cai, G Jongbloed arXiv preprint arXiv:2005.05113, 2020 | 1 | 2020 |
Lecture 1-Introduction and the Empirical CDF JJ Cai | | 2015 |
Report of the Editors—2007 CP Robert and ATA Wood 1 Regression analysis based on semicompeting risks data J.-J. Hsieh, W. Wang and AA Ding 3 The analysis of randomized … M Cruyff, A van den Hout, PGM van der Heijden, MI Gomes, L de Haan, ... | | |