@article{predictivequantileregressionwithmixed,
  title = {Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach},
  author = {Rui Fan and Ji Hyung Lee and Youngki Shin},
  year = {2021},
  eprint = {2101.11568},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2101.11568v4},
}