Bayesian multivariate quantile regression using dependent Dirichlet process prior
From MaRDI portal
Publication:2048107
DOI10.1016/j.jmva.2021.104763zbMath1475.62142arXiv2007.00797MaRDI QIDQ2048107
Indrabati Bhattacharya, Subhashis Ghosal
Publication date: 5 August 2021
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.00797
62F12: Asymptotic properties of parametric estimators
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis