Gibbs sampling methods for Bayesian quantile regression (Q5300754)

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scientific article; zbMATH DE number 6182255
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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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