Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification

DOI10.1155/2019/8610723zbMath1431.62165OpenAlexW2946922323WikidataQ127780354 ScholiaQ127780354MaRDI QIDQ2272871

Josephine Merhi Bleik

Publication date: 17 September 2019

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/8610723

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Related Items (2)

Bayesian estimation of Archimedean copula-based SUR quantile models ⋮ Identification of Wiener model with internal noise using a cubic spline approximation-Bayesian composite quantile regression algorithm

Uses Software

• quantreg
• bayesQR
• BSquare
• quantregGrowth

Cites Work

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• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Inference on the Quantile Regression Process
• A Three-Parameter Asymmetric Laplace Distribution and Its Extension
• Bayesian quantile regression

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