Expected shortfall regression for high-dimensional additive models

Japanese Journal of Statistics and Data Science 2026

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Authors: Toshio Honda, Po-Hsiang Peng
DOI: 10.1007/s42081-025-00324-y
Cited by: 0
References: 28

Fields of Study & Subjects

Statistical Methods and Inference Financial Risk and Volatility Modeling Advanced Statistical Methods and Models

Publication details

Journal / source
Japanese Journal of Statistics and Data Science
Volume
9
Issue
2
Pages
475–502
Publication date
3 January 2026
Language
EN