Bayesian multivariate quantile regression using dependent Dirichlet process prior

DOI10.1016/j.jmva.2021.104763zbMath1475.62142arXiv2007.00797MaRDI QIDQ2048107

Indrabati Bhattacharya, Subhashis Ghosal

Publication date: 5 August 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.00797

zbMATH Keywords

posterior consistency; Bayesian quantile regression; dependent Dirichlet process; stick-breaking

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

Related Items

Construction of jointly distributed random samples drawn from the beta two-parameter process, A Bayesian Approach to Multiple-Output Quantile Regression

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