r-esreg 0.6.2
Channel: guix-cran
Home page: https://cran.r-project.org/package=esreg
Licenses: GPL 3
Synopsis: Joint Quantile and Expected Shortfall Regression
Description:
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>.
Total results: 1