Bayesian inference for additive mixed quantile regression models

DOI10.1016/j.csda.2010.05.006zbMath1247.62101OpenAlexW2069349208MaRDI QIDQ452530

Yu Ryan Yue, Håvard Rue

Publication date: 15 September 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.05.006

zbMATH Keywords

quantile regressionGibbs samplingasymmetric Laplace distributionGaussian Markov random fieldsadditive mixed modelsintegrated nested Laplace approximations

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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Uses Software

• GMRFLib
• INLA
• Fahrmeir

Cites Work

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