Estimation and inference methods for the continuous threshold expectile regression. It can fit the continuous threshold expectile regression and test the existence of change point, for the paper, "Feipeng Zhang and Qunhua Li (2016). A continuous threshold expectile regression, submitted."
|Author||Feipeng Zhang [aut, cre], Qunhua Li [aut]|
|Maintainer||Feipeng Zhang <[email protected]>|
|License||GPL (>= 2.0)|
|Package repository||View on CRAN|
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