Bayesian hierarchical quantile factor model and its application

DOI10.12460/J.ISSN.1001-4268.APS.2026.2024026MaRDI QIDQ7262381zbMATH OpenFDO

Authors Jiao Xue, Hengjun Huang

Publication date 11 June 2026

Published in Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.12460/J.ISSN.1001-4268.APS.2026.2024026

zbMATH Keywords

MCMCMetropolis-Hastings samplinggeneralized asymmetric Laplace distributionquantile factor model

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites work

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