Estimation of Non-Crossing Quantile Regression Curves

DOI10.1111/anzs.12106zbMath1331.62323MaRDI QIDQ2788940

Tao Jiang, Yuzhi Cai

Publication date: 23 February 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://cronfa.swan.ac.uk/Record/cronfa21658/Download/0021658-26062017131428.pdf

zbMATH Keywords

comonotonicity; asymmetric Laplace distribution; quasi-Bayesian method

Mathematics Subject Classification ID

62F30: Parametric inference under constraints

62F15: Bayesian inference

62J02: General nonlinear regression

Related Items

SMOOTH DENSITY SPATIAL QUANTILE REGRESSION, L-logistic regression models: prior sensitivity analysis, robustness to outliers and applications

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