Bayesian Quantile Regression Methods in Handling Non-normal and Heterogeneous Error Term
نویسندگان
چکیده
منابع مشابه
Bayesian Quantile Regression Methods∗
This paper is a study of the application of Bayesian Exponentially Tilted Empirical Likelihood to inference about quantile regressions. In the case of simple quantiles we show the exact form for the likelihood implied by this method and compare it with the Bayesian bootstrap and with Jeffreys’ method. For regression quantiles we derive the asymptotic form of the posterior density. We also exami...
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1. Introduction: Recent work by Schennach(2005) has opened the way to a Bayesian treatment of quantile regression. Her method, called Bayesian exponentially tilted empirical likelihood (BETEL), provides a likelihood for data y subject only to a set of m moment conditions of the form Eg(y, θ) = 0 where θ is a k dimensional parameter of interest and k may be smaller, equal to or larger than m. Th...
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Statistical Science) Bayesian Spatial Quantile Regression by Kristian Lum Department of Statistical Science Duke University
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ژورنال
عنوان ژورنال: Asian Journal of Scientific Research
سال: 2019
ISSN: 1992-1454
DOI: 10.3923/ajsr.2019.346.351