Joint Quantile Regression through Bayesian Semiparametrics
نویسندگان
چکیده
We introduce a Bayesian semiparametric methodology for joint quantile regression with linearity and piecewise linearity constraints. We develop a probability model for all quantile curves in a continuum that define a coherent sampling distribution of the response variable. We provide a detailed illustration of model fitting and inference by analyzing wind speed trends of tropical cyclones in the North Atlantic.
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تاریخ انتشار 2009