Estimation and Inference for Nonparametric Expected Shortfall Regression over RKHS

DOI10.1080/01621459.2024.2441657MaRDI QIDQ6878070zbMATH OpenFDO

Authors Myeonghun Yu, Siyu Xie, Kean Ming Tan, Wen-Xin Zhou

Publication date 7 January 2026

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2024.2441657

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Expected shortfall regression for high-dimensional additive models

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