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Simultaneous modeling of the quantile and the expected shortfall of a response variable given a set of covariates, see Dimitriadis and Bayer (2019) <doi:10.1214/19-EJS1560>.
Package details |
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Author | Sebastian Bayer [aut, cre], Timo Dimitriadis [aut] |
Maintainer | Sebastian Bayer <sebastian.bayer@uni-konstanz.de> |
License | GPL-3 |
Version | 0.6.2 |
Package repository | View on CRAN |
Installation |
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