JASA Mar 18, 2025

High-Dimensional Expected Shortfall Regression

Authors
Shushu Zhang Kean Ming Tan Wen-Xin Zhou Xuming He
Research Topics
Machine Learning High-Dimensional Statistics
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2024.2448860
  • Published:
    March 18, 2025
  • Added to Tracker:
    Jul 30, 2025
Author Details
Shushu Zhang
Author
Kean Ming Tan
Author
Wen-Xin Zhou
Author
Xuming He
Author
Research Topics & Keywords
Machine Learning
Research Area
High-Dimensional Statistics
Research Area
Citation Information
APA Format
Shushu Zhang , Kean Ming Tan , Wen-Xin Zhou & Xuming He (2025) . High-Dimensional Expected Shortfall Regression. Journal of the American Statistical Association , 10.1080/01621459.2024.2448860.
BibTeX Format
@article{paper372,
  title = { High-Dimensional Expected Shortfall Regression },
  author = { Shushu Zhang and Kean Ming Tan and Wen-Xin Zhou and Xuming He },
  journal = { Journal of the American Statistical Association },
  year = { 2025 },
  doi = { 10.1080/01621459.2024.2448860 },
  url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2024.2448860 }
}
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