2 papers
q-fin.RM2026
Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
Yang Liu, Yunran Wei, Xintao Ye
Various financial market scenarios may cause heterogeneous risk assessments among analysts, which motivates the usage of the Generalized Risk Measure in Fadina et al. (2024, Financ…
stat.ME2025
Integrative Analysis of High-dimensional RCT and RWD Subject to Censoring and Hidden Confounding
Xin Ye, Shu Yang, Xiaofei Wang +1
In this study, we focus on estimating the heterogeneous treatment effect (HTE) for survival outcome. The outcome is subject to censoring and the number of covariates is high-dimens…