FACTORISABLE MULTITASK QUANTILE REGRESSION

Chao, SK; Hardle, WK; Yuan, M

Chao, SK (corresponding author), Univ Missouri, Dept Stat, Columbia, MO 65211 USA.

ECONOMETRIC THEORY, 2021; 37 (4): 794

Abstract

A multivariate quantile regression model with a factor structure is proposed to study data with multivariate responses with covariates. The factor str......

Full Text Link