A joint quantile and expected shortfall regression framework (Q62993)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A joint quantile and expected shortfall regression framework |
scientific article |
Statements
13
0 references
1
0 references
1 January 2019
0 references
12 July 2019
0 references
A joint quantile and expected shortfall regression framework (English)
0 references
expected shortfall
0 references
joint elicitability
0 references
joint regression
0 references
M-estimation
0 references
quantile regression
0 references
0 references
