Expected shortfall regression for censored data

DOI10.1007/S40304-023-00357-3MaRDI QIDQ6913760zbMATH OpenFDO

Authors Shoukun Jiao, Wuyi Ye

Publication date 20 October 2025

Published in Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S40304-023-00357-3

zbMATH Keywords

expected shortfall regressionKaplan-Meierrandom censoringvalue-at-risk

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Censored data models (62N01)

Cites work

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