A joint quantile and expected shortfall regression framework (Q62993)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A joint quantile and expected shortfall regression framework |
scientific article |
Statements
13
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1
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1 January 2019
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12 July 2019
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A joint quantile and expected shortfall regression framework (English)
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expected shortfall
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joint elicitability
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joint regression
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M-estimation
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quantile regression
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0.8398942947387695
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0.8073341846466064
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0.767271876335144
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0.7599197626113892
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0.7580370306968689
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