Bayesian Analysis of Time-Varying Quantiles Using a Smoothing Spline (Q4915552)
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scientific article; zbMATH DE number 6153008
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| English | Bayesian Analysis of Time-Varying Quantiles Using a Smoothing Spline |
scientific article; zbMATH DE number 6153008 |
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Bayesian Analysis of Time-Varying Quantiles Using a Smoothing Spline (English)
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11 April 2013
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asymmetric double exponential distribution
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Markov chain Monte Carlo
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multi-move sampler
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smoothing spline
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state space approach
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time-varying quantile
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