Combined quantile forecasting for high-dimensional non-Gaussian data

DOI10.1002/ENV.70035MaRDI QIDQ6930676zbMATH OpenFDO

Authors Seeun Park, Hee-Seok Oh, Yaeji Lim

Publication date 12 September 2025

Published in Environmetrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/ENV.70035

zbMATH Keywords

factor modelnon-Gaussianquantile factor modelquantile regressionrobustness

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

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