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~isPartOf:"Post-Print / HAL"
~isPartOf:"SFB 649 discussion paper"
~person:"Yuan, Ming"
~subject:"Germany"
~subject:"Multivariate Analyse"
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Factorisable multi-task quantile regression
Chao, Shih-Kang
;
Härdle, Wolfgang
;
Yuan, Ming
-
2016
-task quantile regression method that exploits the potential factor structure of
multivariate
conditional quantiles through nuclear …
Persistent link: https://www.econbiz.de/10011579012
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