Kean Ming Tan

12 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-8491-275X

Department of Statistics, University of Michigan

Publications

• Deep Neural Expected Shortfall Regression with Tail-Robustness — Journal of Machine Learning Research 2026 (name-matched, not ORCID-linked)
• Statistical inference for covariate-adjusted and interpretable generalized latent factor model with application to testing fairness — The Annals of Applied Statistics 2026
• Estimation and Inference for Nonparametric Expected Shortfall Regression over RKHS — Journal of the American Statistical Association 2025
• High-Dimensional Expected Shortfall Regression — Journal of the American Statistical Association 2025
• Robust estimation and inference for expected shortfall regression with many regressors — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2023
• Sparse Reduced Rank Huber Regression in High Dimensions — Journal of the American Statistical Association 2023
• High-dimensional quantile regression: Convolution smoothing and concave regularization — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2022
• Scalable estimation and inference for censored quantile regression process — The Annals of Statistics 2022
• Local uncertainty sampling for large-scale multiclass logistic regression — The Annals of Statistics 2020
• A convex formulation for high-dimensional sparse sliced inverse regression — Biometrika 2018
• Sparse generalized eigenvalue problem: optimal statistical rates via truncated Rayleigh flow — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2018
• Replicates in high dimensions, with applications to latent variable graphical models — Biometrika 2016