@article{09d7ede6f7994b579c4aed605ed4a751,
title = "High-Dimensional Expected Shortfall Regression",
keywords = "Conditional value-at-risk, Data heterogeneity, Debiased inference, Neyman orthogonality, Quantile regression, Superquantile regression",
author = "Shushu Zhang and Xuming He and Tan, \{Kean Ming\} and Zhou, \{Wen Xin\}",
year = "2025",
doi = "10.1080/01621459.2024.2448860",
language = "English",
volume = "120",
pages = "1799--1810",
journal = "Journal of the American Statistical Association",
issn = "0162-1459",
number = "551",
}