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20222026
most citedA new non-parametric Kendall's tau for matrix-valued elliptical observations

2 citations · 3 across the 6 of their papers we have counts for

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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…