Gibbs sampling methods for Bayesian quantile regression

DOI10.1080/00949655.2010.496117zbMath1431.62018OpenAlexW1998073888WikidataQ63018284 ScholiaQ63018284MaRDI QIDQ5300754

Genya Kobayashi, Hideo Kozumi

Publication date: 28 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://www.b.kobe-u.ac.jp/papers_files/2009_02.pdf

zbMATH Keywords

Gibbs samplerasymmetric Laplace distributionBayesian quantile regressiongeneralized inverse Gaussian distributionTobit quantile regressiondouble exponential prior

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

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Uses Software

• quantreg
• Ox

Cites Work

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• Unnamed Item
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