Reference health
Probabilistic Quantile Factor Analysis
27/27 checkable references clean · checked 2026-08-01
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
12 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 27 checked references that resolve
resolves10.1080/10618600.2021.1984929
Stratified Stochastic Variational Inference for High-Dimensional Network Factor Model
resolves10.1080/01621459.2018.1543598
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
resolves10.1080/07350015.2013.767199
Should Macroeconomic Forecasters Use Daily Financial Data and How?
resolves10.1198/016214508000000869
High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics
resolves10.1198/jbes.2010.08203
Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets
resolves10.1016/j.ijforecast.2021.05.001
Variational Bayes approximation of factor stochastic volatility models
resolves10.1214/10-AOAS435
Nonparametric Bayesian sparse factor models with application to gene expression modeling
resolves10.1016/j.ijforecast.2016.07.005
Quantile regression forecasts of inflation under model uncertainty
resolves10.1257/000282803769206278
International Business Cycles: World, Region, and Country-Specific Factors
resolves10.4310/SII.2020.v13.n2.a8
Sparse signal shrinkage and outlier detection in high-dimensional quantile regression with variational Bayes
resolves10.1002/jae.695
A new coincident index of business cycles based on monthly and quarterly series
resolves10.1080/01621459.2015.1100620
Fast Bayesian Factor Analysis via Automatic Rotations to Sparsity
resolves10.1198/016214502388618960
Forecasting Using Principal Components From a Large Number of Predictors
The 12 references without a DOI — listed, not checked
no DOI — not checkedConsistent factor estimation in dynamic factor models with structural instability
no DOI — not checkedMeasuring the effects of monetary policy: A factor-augmented vector autoregressive (favar) approach
no DOI — not checkedref9
no DOI — not checkedref15
no DOI — not checkedVariational inference for bayesian mixtures of factor analysers
no DOI — not checkedStochastic variational inference
no DOI — not checkedref21
no DOI — not checkedref29
no DOI — not checkedref34
no DOI — not checkedSparse bayesian learning and the relevance vector machine
no DOI — not checkedBayesian factor regression models in the "large p, small n" paradigm
no DOI — not checkedref39
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