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barticle Fan , J · 2013

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stat.ME 1

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2025 1

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CONDITIONAL 1

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Factor Augmented Quantile Regression Model

stat.ME · 2025-08-01 · conditional · novelty 5.0

Factor-augmented quantile regression with convolution smoothing and an ℓ1 penalty is consistent, and a bootstrap test assesses factor-model adequacy.

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  • Factor Augmented Quantile Regression Model stat.ME · 2025-08-01 · conditional · none · ref 8

    Factor-augmented quantile regression with convolution smoothing and an ℓ1 penalty is consistent, and a bootstrap test assesses factor-model adequacy.