JASA
High-Dimensional Expected Shortfall Regression
Authors
Shushu Zhang
Xuming He
Kean Ming Tan
Wen-Xin Zhou
Research Topics
High-Dimensional Statistics
Machine Learning
Paper Information
-
Journal:
Journal of the American Statistical Association -
Added to Tracker:
Jul 16, 2025
Author Details
Shushu Zhang
AuthorXuming He
AuthorKean Ming Tan
AuthorWen-Xin Zhou
AuthorResearch Topics & Keywords
High-Dimensional Statistics
Research AreaMachine Learning
Research AreaCitation Information
APA Format
Shushu Zhang
,
Xuming He
,
Kean Ming Tan
&
Wen-Xin Zhou
.
High-Dimensional Expected Shortfall Regression.
Journal of the American Statistical Association
.
BibTeX Format
@article{paper342,
title = { High-Dimensional Expected Shortfall Regression },
author = {
Shushu Zhang
and Xuming He
and Kean Ming Tan
and Wen-Xin Zhou
},
journal = { Journal of the American Statistical Association },
url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2024.2448860 }
}