summary.esreg_twostep

object

Accepts all parameters you can pass to <code><a rd-options="" href="/link/vcov.esreg_twostep?package=esreg&version=0.3.1" data-mini-rdoc="esreg::vcov.esreg_twostep">vcov.esreg_twostep</a></code>.

Summarize details about the regression estimates.

internal

Simultaneous modeling of the quantile and the expected shortfall of a response variable given
a set of covariates, see Dimitriadis and Bayer (2017) <arXiv:1704.02213>.

Sebastian Bayer

esreg

Joint Quantile and Expected Shortfall Regression

Timo Dimitriadis

summary.esreg_twostep function

Accepts all parameters you can pass to <code><a rd-options='' href='vcov.esreg_twostep'>vcov.esreg_twostep</a></code>.

summary.esreg_twostep: esreg_twostep summary

Description

Usage

Arguments