@article{fe869f762ac04a5d8ce23fdc5ecb316a,
title = "Estimation of the marginal expected shortfall: The mean when a related variable is extreme",
keywords = "Asymptotic normality, Conditional tail expectation, Extreme values",
author = "Juan-Juan Cai and Einmahl, {John H.J.} and {de Haan}, Laurens and Chen Zhou",
year = "2015",
language = "English",
volume = "77",
pages = "417--442",
journal = "Journal of the Royal Statistical Society: Series B. Statistical Methodology",
issn = "1467-9868",
publisher = "Blackwell",
number = "2",
}