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High-Dimensional Expected Shortfall Regression.

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Bibliographic Details
Title: High-Dimensional Expected Shortfall Regression.
Authors: Zhang, Shushu1 (AUTHOR) shushuz@umich.edu, He, Xuming2 (AUTHOR), Tan, Kean Ming1 (AUTHOR), Zhou, Wen-Xin3 (AUTHOR)
Source: Journal of the American Statistical Association. Sep2025, Vol. 120 Issue 551, p1799-1810. 12p.
Database: Mathematics Source
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ISSN:01621459
DOI:10.1080/01621459.2024.2448860