2 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.ME2024
Quantile Mediation Analytics
Canyi Chen, Yinqiu He, Huixia J. Wang +2
Mediation analytics help examine if and how an intermediate variable mediates the influence of an exposure variable on an outcome of interest. Quantiles, rather than the mean, of a…