A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density (Q900913)
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English | A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density |
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A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density (English)
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23 December 2015
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Bayesian
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asymmetric Laplace
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credible interval
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misspecification
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