esregression

Project information

Simultaneous modeling of the quantile and the expected shortfall of a response variable given a set of covariates with link functions, see Dimitriadis and Bayer (2019), Dimitriadis and Schnaitmann (2021) and Dimitriadis, Liu and Schnaitmann (2021).

12 Commits
1 Branch
0 Tags

README

Created on

March 12, 2021

Loading