Bayesian quantile regression models based on Gibbs-DA algorithm

MaRDI QIDQ5257713zbMATH OpenFDO

Authors Huiming Zhu, Yuan Weng, Zhaofa Zeng, Yinghua Ren, Zhaolai Li

Publication date 29 June 2015

zbMATH Keywords

Bayesian approachMCMC methodmodel structuresMonte Carlo methodsquantile regressionsimulation

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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Cited in

(2)

• Retirement consumption puzzle in Malaysia: evidence from Bayesian quantile regression model
• Gibbs sampling methods for Bayesian quantile regression

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