JASA Feb 10, 2025

Estimation and Inference for Nonparametric Expected Shortfall Regression over RKHS

Authors
Kean Ming Tan Wen-Xin Zhou Myeonghun Yu Yue Wang Siyu Xie
Research Topics
Nonparametric Statistics Machine Learning
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2024.2441657
  • Published:
    February 10, 2025
  • Added to Tracker:
    Jul 30, 2025
Author Details
Kean Ming Tan
Author
Wen-Xin Zhou
Author
Myeonghun Yu
Author
Yue Wang
Author
Siyu Xie
Author
Research Topics & Keywords
Nonparametric Statistics
Research Area
Machine Learning
Research Area
Citation Information
APA Format
Kean Ming Tan , Wen-Xin Zhou , Myeonghun Yu , Yue Wang & Siyu Xie (2025) . Estimation and Inference for Nonparametric Expected Shortfall Regression over RKHS. Journal of the American Statistical Association , 10.1080/01621459.2024.2441657.
BibTeX Format
@article{paper390,
  title = { Estimation and Inference for Nonparametric Expected Shortfall Regression over RKHS },
  author = { Kean Ming Tan and Wen-Xin Zhou and Myeonghun Yu and Yue Wang and Siyu Xie },
  journal = { Journal of the American Statistical Association },
  year = { 2025 },
  doi = { 10.1080/01621459.2024.2441657 },
  url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2024.2441657 }
}
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