18 citations · 28 across the 8 of their papers we have counts for
Showing 2023Show all
2 papers · 1 filter
stat.ME2023★ 2 cited
High-Dimensional Expected Shortfall Regression
Shushu Zhang, Xuming He, Kean Ming Tan +1
Expected shortfall is defined as the average over the tail below (or above) a certain quantile of a probability distribution. Expected shortfall regression provides powerful tools…
stat.ME2023★ 1 cited
Estimation of Complier Expected Shortfall Treatment Effects with a Binary Instrumental Variable
Bo Wei, Kean Ming Tan, Xuming He
Estimating the causal effect of a treatment or exposure for a subpopulation is of great interest in many biomedical and economical studies. Expected shortfall, also referred to as…