Expected shortfall regression for high-dimensional additive models

DOI10.1007/S42081-025-00324-YMaRDI QIDQ7308042zbMATH OpenFDO

Authors Toshio Honda

Publication date 3 August 2026

Published in Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S42081-025-00324-Y

Mathematics Subject Classification ID

Statistics (62-XX)

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