Joint Quantile and Expected Shortfall Regression
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Documentation for package ‘esreg’ version 0.6.2
Help Pages
| esreg | Joint Quantile and Expected Shortfall Regression |
| esreg.default | Joint Quantile and Expected Shortfall Regression |
| esreg.formula | Joint Quantile and Expected Shortfall Regression |
| esr_loss | Joint Loss Function |
| estfun.esreg | Estimating function |
| lambda_matrix | Lambda Matrix |
| sigma_matrix | Sigma Matrix |
| vcov.esreg | Covariance Estimation |
| vcovA | Asymptotic Covariance Estimation |
| vcovB | Bootstrap Covariance Estimation |