Weighted-average quantile regression

DOI10.1016/J.JECONOM.2025.106115MaRDI QIDQ6889436zbMATH OpenFDO

Authors Denis Chetverikov, Yukun Liu, Aleh Tsyvinski

Publication date 4 December 2025

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

expected shortfallquantile regressionlinear regressionrisk measuresinequalitysocial welfaredouble/debiased machine learning

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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