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stat.ME2024
Learning Fair Decisions with Factor Models: Applications to Annuity Pricing
Fei Huang, Junhao Shen, Yanrong Yang +1
Fairness-aware statistical learning is essential for mitigating discrimination against protected attributes such as gender, race, and ethnicity in data-driven decision-making. This…
stat.ME2023★ 1 cited
Robust Statistical Inference for Large-dimensional Matrix-valued Time Series via Iterative Huber Regression
Yong He, Xin-Bing Kong, Dong Liu +1
Matrix factor model is drawing growing attention for simultaneous two-way dimension reduction of well-structured matrix-valued observations. This paper focuses on robust statistica…