Bayesian multiple quantile regression for linear models using a score likelihood

DOI10.1214/20-BA1217MaRDI QIDQ6201431zbMATH OpenFDO

Authors Teng Wu, Naveen Naidu Narisetty

Publication date 20 February 2024

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/bayesian-analysis/volume-16/issue-3/Bayesian-Multiple-Quantile-Regression-for-Linear-Models-Using-a-Score/10.1214/20-BA1217.full

zbMATH Keywords

Bayesian quantile regressionadaptive importance samplingmultiple quantile regressionworking likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Nonparametric quantile regression for time series with replicated observations and its application to climate data

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