Gibbs sampling methods for Bayesian quantile regression

DOI10.1080/00949655.2010.496117zbMath1431.62018WikidataQ63018284 ScholiaQ63018284MaRDI QIDQ5300754

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 sampler; asymmetric Laplace distribution; Bayesian quantile regression; generalized inverse Gaussian distribution; Tobit quantile regression; double exponential prior

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62-08: Computational methods for problems pertaining to statistics

62G08: Nonparametric regression and quantile regression

62F15: Bayesian inference

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