Bayesian multivariate quantile regression using dependent Dirichlet process prior

DOI10.1016/j.jmva.2021.104763zbMath1475.62142arXiv2007.00797OpenAlexW3160765512MaRDI 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

zbMATH Keywords

posterior consistencyBayesian quantile regressiondependent Dirichlet processstick-breaking

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

Related Items (2)

Construction of jointly distributed random samples drawn from the beta two-parameter process ⋮ A Bayesian Approach to Multiple-Output Quantile Regression

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