8 citations · 8 across the 3 of their papers we have counts for
3 papers
stat.ME2025
Deep neural expected shortfall regression with tail-robustness
Myeonghun Yu, Kean Ming Tan, Huixia Judy Wang +1
Expected shortfall (ES), also known as conditional value-at-risk, is a widely recognized risk measure that complements value-at-risk by capturing tail-related risks more effectivel…
stat.ME2025
Fortified Proximal Causal Inference with Many Invalid Proxies
Myeonghun Yu, Xu Shi, Eric J. Tchetgen Tchetgen
Causal inference from observational data often relies on the assumption of no unmeasured confounding, an assumption frequently violated in practice due to unobserved or poorly meas…
stat.ME2021★ 8 cited
Theory for identification and Inference with Synthetic Controls: A Proximal Causal Inference Framework
Xu Shi, Kendrick Li, Wang Miao +2
Synthetic control (SC) methods are commonly used to estimate the treatment effect on a single treated unit in panel data settings. An SC is a weighted average of control units buil…