High-dimensional latent panel quantile regression with an application to asset pricing (Q6046304)
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scientific article; zbMATH DE number 7684006
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional latent panel quantile regression with an application to asset pricing |
scientific article; zbMATH DE number 7684006 |
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High-dimensional latent panel quantile regression with an application to asset pricing (English)
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10 May 2023
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asset pricing
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factor model
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high-dimensional quantile regression
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nuclear norm regularization
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panel data
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