A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density (Q900913): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1502.06481 / rank | |||
Normal rank |
Revision as of 17:52, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density |
scientific article |
Statements
A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density (English)
0 references
23 December 2015
0 references
Bayesian
0 references
asymmetric Laplace
0 references
credible interval
0 references
misspecification
0 references