[JCGS 2021] Official Implement of the paper "Learning Multiple Quantiles With Neural Networks"
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Updated
Nov 2, 2024 - R
[JCGS 2021] Official Implement of the paper "Learning Multiple Quantiles With Neural Networks"
Compute least squares estimates and IVX estimates with pairwise quantile predictive regressions (R package)
R package for estimation of elliptical extreme quantile regions
Simulations for an article about extreme quantile region estimation
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