Bayesian quantile regression using the skew exponential power distribution

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08)

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Cited In (9)

Loss-based approach to two-piece location-scale distributions with applications to dependent data
M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
Bayesian time-varying quantile regression on exceedance
Two-part quantile regression models for semi-continuous longitudinal data: a finite mixture approach
Bayesian composite \(L^p\)-quantile regression
Analysis of skewed data by using compound Poisson exponential distribution with applications to insurance claims
Power prior elicitation in Bayesian quantile regression
Hidden semi-Markov-switching quantile regression for time series

Uses Software

GMRFLib

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