Factorisable Multitask Quantile Regression

Published in Econometric Theory, 2021

Recommended citation: Chao, S.-K., Härdle, W. and Yuan, M. (2021). Factorisable Multitask Quantile Regression. Econometric Theory, 37(4): 794-816. https://www.cambridge.org/core/journals/econometric-theory/article/abs/factorisable-multitask-quantile-regression/2DD2D503F6D6D725F45309F0B4BA2CB4