A discrete density approach to Bayesian quantile and expectile regression with discrete responses

DOI10.1007/s42519-021-00203-1zbMath1477.62095OpenAlexW3186949502MaRDI QIDQ2241715

Publication date: 9 November 2021

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-021-00203-1

zbMATH Keywords

quantile regression Bayesian inference posterior consistency expectile regression discrete responses discrete asymmetric Laplace distribution discrete asymmetric normal distribution Worcester Heart Attack Study

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05)

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