Semiparametric functional factor models with Bayesian rank selection
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Publication:6203345
DOI10.1214/23-ba1410arXiv2108.02151OpenAlexW3188835777MaRDI QIDQ6203345
Antonio Canale, Daniel R. Kowal
Publication date: 27 February 2024
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.02151
Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Functional data analysis (62R10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)
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