print.KhmaladzeTest

<p>Object returned from KhmaladzeTest representing the fit of the model.</p>

<p>Print an object generated by KhmaladzeTest</p>

 regression

Estimation and inference methods for models of conditional quantiles:
Linear and nonlinear parametric and non-parametric (total variation penalized) models
for conditional quantiles of a univariate response and several methods for handling
censored survival data.  Portfolio selection methods based on expected shortfall
risk are also now included.

Roger Koenker

quantreg

Quantile Regression

Stephen Portnoy

Blaise Melly

Achim Zeileis

Philip Grosjean

Cleve Moler

print.KhmaladzeTest function

Print a KhmaladzeTest object — print.KhmaladzeTest

Print a KhmaladzeTest object

print.KhmaladzeTest: Print a KhmaladzeTest object

Description

Usage

Arguments

See Also