A Bayesian Nonparametric Approach to Inference for Quantile Regression

DOI10.1198/jbes.2009.07331zbMath1214.62045OpenAlexW2014586030MaRDI QIDQ5392713

Athanasios Kottas, Matthew A. Taddy

Publication date: 13 April 2011

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jbes.2009.07331

zbMATH Keywords

Markov chain Monte CarloDirichlet process mixture modelmultivariate normal mixtureTobit quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

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