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esreg
(Q42974)
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Joint Quantile and Expected Shortfall Regression
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English
esreg
Joint Quantile and Expected Shortfall Regression
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instance of
R package
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last update
13 May 2023
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software version identifier
0.6.1
publication date
22 March 2023
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0.6.2
publication date
13 May 2023
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author
Sebastian Bayer
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Timo Dimitriadis
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maintained by
Sebastian Bayer
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copyright license
GNU General Public License, version 3.0
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imports
stats
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quantreg
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Rcpp
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Formula
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cites work
A joint quantile and expected shortfall regression framework
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programmed in
R
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MaRDI profile type
MaRDI software profile
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source code repository
https://github.com/cran/esreg
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Identifiers
swMATH work ID
31262
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CRAN project
esreg
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Software Heritage ID
swh:1:snp:ccdc63ed196717a4da718b4e587985cc2662ebea
source code repository
https://github.com/cran/esreg
point in time
27 May 2023
0 references
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Mathematics
(1 entry)
mardi
Software:42974
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