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. See Koenker (2006) <doi:10.1017/CBO9780511754098> and
Koenker et al. (2017) <doi:10.1201/9781315120256>.

Roger Koenker

quantreg

Quantile Regression

Stephen Portnoy

Blaise Melly

Achim Zeileis

Philip Grosjean

Cleve Moler

Yousef Saad

Victor Chernozhukov

Ivan Fernandez-Val

print.KhmaladzeTest function

Print a KhmaladzeTest object — print.KhmaladzeTest

Print a KhmaladzeTest object

print.KhmaladzeTest: Print a KhmaladzeTest object

Description

Usage

Arguments

See Also