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A non-iterative posterior sampling algorithm for linear quantile regression model - MaRDI portal

A non-iterative posterior sampling algorithm for linear quantile regression model (Q4638786)

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scientific article; zbMATH DE number 6865550
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A non-iterative posterior sampling algorithm for linear quantile regression model
scientific article; zbMATH DE number 6865550

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    A non-iterative posterior sampling algorithm for linear quantile regression model (English)
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    30 April 2018
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    asymmetric Laplace distribution
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    EM algorithm
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    Gibbs sampling
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    inverse Bayes formulae
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    quantile regression
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