Probabilistic quantile factor analysis
Year of publication: |
[2023]
|
---|---|
Authors: | Korobilis, Dimitris ; Schröder, Maximilian |
Publisher: |
Oslo : BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP) |
Subject: | variational Bayes | penalized factors | quantile regression | Faktorenanalyse | Factor analysis | Regressionsanalyse | Regression analysis | Bayes-Statistik | Bayesian inference | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory |
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