Gibbs sampling methods for Bayesian quantile regression (Q5300754)
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scientific article; zbMATH DE number 6182255
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English | Gibbs sampling methods for Bayesian quantile regression |
scientific article; zbMATH DE number 6182255 |
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Gibbs sampling methods for Bayesian quantile regression (English)
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28 June 2013
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asymmetric Laplace distribution
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Bayesian quantile regression
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double exponential prior
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generalized inverse Gaussian distribution
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Gibbs sampler
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Tobit quantile regression
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