Joint Quantile and Expected Shortfall Regression


[Up] [Top]

Documentation for package ‘esreg’ version 0.3.1

Help Pages

esreg Joint Quantile and Expected Shortfall Regression
esreg_twostep Two Step Quantile and Expected Shortfall Regression
esr_loss Joint Quantile and Expected Shortfall Loss Function
gpl Generalized Piecewise Linear Loss Function
vcov.esreg Covariance Estimation for esreg
vcov.esreg_twostep Covariance Estimation for esreg_twostep