Nothing
Simultaneous modeling of the quantile and the expected shortfall of a response variable given a set of covariates, see Dimitriadis and Bayer (2017) <arXiv:1704.02213>.
Package details 


Author  Sebastian Bayer [aut, cre], Timo Dimitriadis [aut] 
Maintainer  Sebastian Bayer <[email protected]> 
License  GPL3 
Version  0.3.1 
Package repository  View on CRAN 
Installation 
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