R: Joint Quantile and Expected Shortfall Regression

# Joint Quantile and Expected Shortfall Regression

## Documentation for package ‘esreg’ version 0.6.2

- DESCRIPTION file.

## Help Pages

esreg | Joint Quantile and Expected Shortfall Regression
esreg.default | Joint Quantile and Expected Shortfall Regression
esreg.formula | Joint Quantile and Expected Shortfall Regression
esr_loss | Joint Loss Function
estfun.esreg | Estimating function
lambda_matrix | Lambda Matrix
sigma_matrix | Sigma Matrix
vcov.esreg | Covariance Estimation
vcovA | Asymptotic Covariance Estimation
vcovB | Bootstrap Covariance Estimation