Bayesian quantile regression with approximate likelihood
نویسندگان
چکیده
منابع مشابه
Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
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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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ژورنال
عنوان ژورنال: Bernoulli
سال: 2015
ISSN: 1350-7265
DOI: 10.3150/13-bej589