Inference for joint quantile and expected shortfall regression (Q6548879)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Inference for joint quantile and expected shortfall regression |
scientific article; zbMATH DE number 7858743
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for joint quantile and expected shortfall regression |
scientific article; zbMATH DE number 7858743 |
Statements
Inference for joint quantile and expected shortfall regression (English)
0 references
3 June 2024
0 references
expected shortfall
0 references
quantile
0 references
score test
0 references
two-step estimation
0 references
