bootstrap methods 1elliptical distributions 1gaussian approximation 1goodness-of-fit testing 1high-dimensional data 1
From the 1 of 2 linked papers with an AI index.
2 papers
stat.ME2026
Renewable high-dimensional expected shortfall regression
Haochen Rao, Tingzi Weng, Yifan Jiang +1
Expected Shortfall (ES) has become a core coherent risk measure in finance and statistics, and high-dimensional ES regression is crucial for characterizing heterogeneous tail risk…
stat.ME2026
A Correlation-Free Test for High-Dimensional Elliptical Distributions
Wenrui Wu, Bingye Yang, Minghua Deng +1
The paper proposes a test for assessing whether high‑dimensional data follow an elliptical distribution that does not rely on estimating the inverse covariance matrix, and provides…