FACTORISABLE MULTITASK QUANTILE REGRESSION
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Publication:4959134
DOI10.1017/S0266466620000304zbMath1473.62131arXiv1507.03833OpenAlexW3123835220MaRDI QIDQ4959134
Ming Yuan, Shih-Kang Chao, Wolfgang Karl Härdle
Publication date: 10 September 2021
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.03833
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Uses Software
Cites Work
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