Inference for joint quantile and expected shortfall regression
type: Item
instance of: scholarly article
title: Inference for joint quantile and expected shortfall regression
author: Xiang Peng
author: Huixia Judy Wang
published in: Stat
publication date: 2024-06-03T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7858743
zbMATH Keywords: expected shortfall
zbMATH Keywords: quantile
zbMATH Keywords: score test
zbMATH Keywords: two-step estimation
MaRDI profile type: MaRDI publication profile
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DOI: 10.1002/STA4.619
description: scientific article; zbMATH DE number 7858743