Concepedia

Conditional Expectation

Conditional Expectation is the expected value of a random variable given the occurrence of a specific event or the knowledge of another random variable, distinguished from the unconditional expectation by its dependence on partial information encoded in a sub-σ-algebra or conditioning variable.

908

Publications

58.3K

Citations

1.6K

Authors

757

Institutions

Publications per year

2017–2026

141

Parents

Publications

908

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

Lars Peter Hansen, Robert J. Hodrick · Journal of Political Economy · 1980 · 2.2K citations

, , +16

Peeking Inside the Black Box: Visualizing Statistical Learning With Plots of Individual Conditional Expectation

Alex Goldstein, Adam Kapelner, Justin Bleich et al. · Journal of Computational and Graphical Statistics · 2014 · 1.8K citations · Full text

, , +12

On the coherence of expected shortfall

Carlo Acerbi, Dirk Tasche · Journal of Banking & Finance · 2002 · 1.6K citations

, , +17

Bivariate Exponential Distributions

E. J. Gumbel · Journal of the American Statistical Association · 1960 · 1.2K citations

, , +12

Solving Linear Rational Expectations Models

Christopher A. Sims · Computational Economics · 2002 · 1.1K citations

, , +13

1–5 of 908

Authors

1.6K

  1. WK
    Whitney K. Newey

    Massachusetts Institute of Technology, United States

    8 publications · 1K citations

    8

    h-index

  2. JM
    José M. Ruiz

    Universidad de Murcia, Spain

    8 publications · 226 citations

    8

    h-index

  3. ZL
    Zinoviy Landsman

    University of Haifa, Israel

    7 publications · 649 citations

    7

    h-index

  4. VC
    Victor Chernozhukov

    Massachusetts Institute of Technology, United States

    7 publications · 163 citations

    7

    h-index

  5. HM
    Haitham M. Yousof

    Benha University, Egypt

    6 publications · 235 citations

    6

    h-index

1–5 of 1.6K

Institutions

757

  1. Massachusetts Institute of Technology

    Cambridge, United States

    15 h-index

    33 publications

    2.7K citations

  2. Stanford University

    Stanford, United States

    14 h-index

    24 publications

    1.3K citations

  3. Harvard University

    Cambridge, United States

    13 h-index

    19 publications

    3.7K citations

  4. Duke University

    Durham, United States

    12 h-index

    20 publications

    1.8K citations

  5. University of Waterloo

    Waterloo, Canada

    11 h-index

    20 publications

    1.6K citations

  6. Columbia University

    New York, United States

    11 h-index

    14 publications

    2.4K citations

  7. Cornell University

    Ithaca, United States

    10 h-index

    17 publications

    857 citations

  8. University of Haifa

    Haifa, Israel

    9 h-index

    13 publications

    870 citations

1–8 of 757

Venues

  1. Journal of the American Statistical Association

    37 publications · 5.5K citations

    27

    h-index

  2. arXiv (Cornell University)

    Repository · 27 publications · 703 citations

    18

    h-index

  3. Pacific Journal of Mathematics

    19 publications · 870 citations

    17

    h-index

  4. SSRN Electronic Journal

    Repository · 25 publications · 620 citations

    16

    h-index

  5. IEEE Transactions on Automatic Control

    13 publications · 1.3K citations

    12

    h-index

1–5