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20182020
most citedDouble/Debiased Machine Learning for Logistic Partially Linear Model

2 citations · 3 across the 2 of their papers we have counts for

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math.ST2018

Conditional Tail-Related Risk Estimation Using Composite Asymmetric Least Squares and Empirical Likelihood

Sheng Wu, Yi Zhang, Jun Zhao +1

In this article, by using composite asymmetric least squares (CALS) and empirical likelihood, we propose a two-step procedure to estimate the conditional value at risk (VaR) and co…