BayerSe/esreg: Joint Quantile and Expected Shortfall Regression
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>.
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Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.6.2 |
| Package repository | View on GitHub |
| Installation |
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