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Robust Estimation and Inference for Expected Shortfall Regression with Many Regressors - MaRDI portal

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Robust Estimation and Inference for Expected Shortfall Regression with Many Regressors (Q6420200)

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preprint article from arXiv
Language Label Description Also known as
English
Robust Estimation and Inference for Expected Shortfall Regression with Many Regressors
preprint article from arXiv

    Statements

    publication date
    11 December 2022
    0 references
    arXiv classification
    stat.ME
    0 references
    math.ST
    0 references
    stat.TH
    0 references
    author name string
    Xuming He
    0 references
    Kean Ming Tan
    0 references
    Wen-Xin Zhou
    0 references

    Identifiers

    arXiv ID
    2212.05565
    0 references
     
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