On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood

DOI10.1007/s13171-015-0079-2zbMath1341.62206OpenAlexW2211149865MaRDI QIDQ288264

Pulak Ghosh, Karthik Sriram, R. V. Ramamoorthi

Publication date: 25 May 2016

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-015-0079-2

zbMATH Keywords

pseudo-likelihoodasymmetric Laplace densityBayesian quantile regression

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) General nonlinear regression (62J02)

Related Items (5)

Estimation of linear composite quantile regression using EM algorithm ⋮ Bayesian quantile regression using the skew exponential power distribution ⋮ Bayesian joint-quantile regression ⋮ A Bayesian Approach to Multiple-Output Quantile Regression ⋮ Bayesian multiple quantile regression for linear models using a score likelihood

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