Gibbs sampling methods for Bayesian quantile regression
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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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2011
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949655.2010.496117