SFQRA: scaled factor-augmented quantile regression with aggregation in conditional mean forecasting (Q7006250)
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scientific article; zbMATH DE number 8018308
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| English | SFQRA: scaled factor-augmented quantile regression with aggregation in conditional mean forecasting |
scientific article; zbMATH DE number 8018308 |
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SFQRA: scaled factor-augmented quantile regression with aggregation in conditional mean forecasting (English)
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31 March 2025
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high-dimension
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latent factor model
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principal component analysis
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quantile aggregation
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robust forecasting
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