A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density (Q900913)

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A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
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    A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density (English)
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    23 December 2015
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    Bayesian
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    asymmetric Laplace
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    credible interval
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    misspecification
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