A non-iterative posterior sampling algorithm for linear quantile regression model (Q4638786)
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scientific article; zbMATH DE number 6865550
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-iterative posterior sampling algorithm for linear quantile regression model |
scientific article; zbMATH DE number 6865550 |
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A non-iterative posterior sampling algorithm for linear quantile regression model (English)
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30 April 2018
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asymmetric Laplace distribution
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EM algorithm
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Gibbs sampling
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inverse Bayes formulae
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quantile regression
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