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High-Dimensional Expected Shortfall Regression.

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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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An: 190954817
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PubType: Academic Journal
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+the+American+Statistical+Association%22">Journal of the American Statistical Association</searchLink>. Sep2025, Vol. 120 Issue 551, p1799-1810. 12p.
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RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1080/01621459.2024.2448860
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 12
        StartPage: 1799
    Titles:
      – TitleFull: High-Dimensional Expected Shortfall Regression.
        Type: main
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      – PersonEntity:
          Name:
            NameFull: Zhang, Shushu
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          Name:
            NameFull: He, Xuming
      – PersonEntity:
          Name:
            NameFull: Tan, Kean Ming
      – PersonEntity:
          Name:
            NameFull: Zhou, Wen-Xin
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            – D: 01
              M: 09
              Text: Sep2025
              Type: published
              Y: 2025
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              Value: 01621459
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              Value: 120
            – Type: issue
              Value: 551
          Titles:
            – TitleFull: Journal of the American Statistical Association
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