@article{predictivequantileregressionwithhigh, title = {Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach}, author = {Hongqi Chen and Ji Hyung Lee}, year = {2024}, eprint = {2410.15097}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2410.15097v1}, }