Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution

DOI10.1080/03610918.2017.1419258OpenAlexW2782249515MaRDI QIDQ5085949

Haijing Yuan, Ang Shan, Fengkai Yang

Publication date: 30 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1419258

zbMATH Keywords

Gibbs samplingasymmetric Laplace distributionmixture quantile regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Monte Carlo methods (65C05) Statistical sampling theory and related topics (62D99)

Uses Software

• ghyp

Cites Work

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