This is an R package to help the SKKU nonparametric statistics project. It is basically based on the paper
Cai, Z., & Wang, X. (2008). Nonparametric estimation of conditional VaR and expected shortfall. Journal of Econometrics, 147(1), 120-130.
# install.packages("devtools") devtools::install_github("ygeunkim/ceshat")
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