A non-iterative posterior sampling algorithm for linear quantile regression model (Q4638786)

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scientific article; zbMATH DE number 6865550
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    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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