Python Implementation of Schmidt and Zhu (2016), Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles Without Crossing
Author: Romain Lafarguette, https://github.com/romainlafarguette, August 2021
Python implementation of the Quantiles Spacing paper of Schmidt and Zhu (2016)
Python Implementation of Schmidt and Zhu (2016), Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles Without Crossing
Author: Romain Lafarguette, https://github.com/romainlafarguette, August 2021
Python implementation of the Quantiles Spacing paper of Schmidt and Zhu (2016)
GNU General Public License v3.0