Probabilistic Quantile Factor Analysis

DOI10.1080/07350015.2024.2396956MaRDI QIDQ6938211zbMATH OpenFDO

Authors Dimitris Korobilis

Publication date 25 August 2025

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/07350015.2024.2396956

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• 10.1162/15324430152748236
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• Stratified Stochastic Variational Inference for High-Dimensional Network Factor Model
• The Bayesian Lasso
• The horseshoe estimator for sparse signals

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