G1_fun

internal

Simultaneous modeling of the quantile and the expected shortfall of a response variable given
a set of covariates, see Dimitriadis and Bayer (2019) <doi:10.1214/19-EJS1560>.

Sebastian Bayer

esreg

Joint Quantile and Expected Shortfall Regression

Timo Dimitriadis

G1_fun function

<dl><dt>z</dt>
<dd>Data</dd>
<dt>type</dt>
<dd>Choice of the G1 function:<ul>
<li>1: G1(z) = z</li>
<li>2: G1(z) = 0</li>
</ul></dd></dl>

Arguments

Specification Function — G1_fun

<dl>

<dt>z</dt>
<dd>Data</dd>


<dt>type</dt>
<dd>Choice of the G1 function:<ul>
<li>1: G1(z) = z</li>
<li>2: G1(z) = 0</li>
</ul></dd>

</dl>

G1_fun: Specification Function

Description

Usage

Arguments