Bayesian empirical likelihood for quantile regression

DOI10.1214/12-AOS1005zbMath1274.62458arXiv1207.5378WikidataQ63018282 ScholiaQ63018282MaRDI QIDQ447855

Yunwen Yang, Xuming He

Publication date: 29 August 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.5378

zbMATH Keywords

posteriorefficiencyempirical likelihoodpriorhigh quantiles

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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