Man pages for esreg
Joint Quantile and Expected Shortfall Regression

cdf_at_quantileCumulative Density Function at Quantile
conditional_mean_sigmaConditional Mean and Sigma
conditional_truncated_varianceConditional truncated variance
density_quantile_functionDensity Quantile Function
esregJoint Quantile and Expected Shortfall Regression
esr_lossJoint Loss Function
esr_rho_lpJoint (VaR, ES) loss for a linear predictor
estfun.esregEstimating function
G1_funSpecification Function
G1_prime_funSpecification Function
G1_prime_prime_funSpecification Function
G2_curly_funSpecification Function
G2_funSpecification Function
G2_prime_funSpecification Function
G2_prime_primeSpecification Function
G_vecVectorized call to the G1 / G2 functions
lambda_matrixLambda Matrix
sigma_matrixSigma Matrix
vcovAAsymptotic Covariance Estimation
vcovBBootstrap Covariance Estimation
vcov.esregCovariance Estimation
esreg documentation built on Nov. 16, 2019, 1:07 a.m.