An Oracle Inequality for Multivariate Dynamic Quantile Forecasting

DOI10.1080/07350015.2024.2415107MaRDI QIDQ6938200zbMATH OpenFDO

Authors Jordi Llorens-Terrazas

Publication date 25 August 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

This page was built for publication: An Oracle Inequality for Multivariate Dynamic Quantile Forecasting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6938200)