Bayesian nonparametric quantile regression using splines

DOI10.1016/J.CSDA.2009.09.004zbMath1464.62171OpenAlexW2020245271WikidataQ57194361 ScholiaQ57194361MaRDI QIDQ962367

Yuzhi Cai, Julian Stander, Paul M. Thompson, Rana A. Moyeed, Dominic E. Reeve

Publication date: 6 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.csda.2009.09.004

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

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Uses Software

• R
• quantreg
• MASS (R)
• ElemStatLearn

Cites Work

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• Approximate Bayesian inference for quantiles
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• Bayesian quantile regression

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