Inference for joint quantile and expected shortfall regression

DOI10.1002/sta4.619MaRDI QIDQ6548879

Huixia Judy Wang, Xiang Peng

Publication date: 3 June 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

score testquantileexpected shortfalltwo-step estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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