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stat.ME2026
Expected Shortfall Panel Regression
Yujie Hou, Xinbing Kong, Yalin Wang +1
Expected Shortfall (ES) is a coherent measure of tail risk that captures the average loss beyond a quantile threshold. Despite the growing literature on ES regression conditional o…
stat.ME2026
Tucker Diffusion Model for High-dimensional Tensor Generation
Jianhua Guo, Xinbing Kong, Zeyu Li +1
Statistical inference on large-dimensional tensor data has been extensively studied in the literature and widely used in economics, biology, machine learning, and other fields, but…
stat.ME2024
Generalized Matrix Factor Model
Xinbing Kong, Tong Zhang
This article introduces a nonlinear generalized matrix factor model (GMFM) that allows for mixed-type variables, extending the scope of linear matrix factor models (LMFM) that are…