Bayesian joint-quantile regression

DOI10.1007/s00180-020-00998-wzbMath1505.62198OpenAlexW3035589650MaRDI QIDQ2667013

Yingying Hu, Huixia Judy Wang, Xuming He, Jian-hua Guo

Publication date: 23 November 2021

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-020-00998-w

zbMATH Keywords

quantile regressionasymmetric Laplace distributiondelayed rejectionhigh quantileadaptive metropolis

Mathematics Subject Classification ID

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

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