Bayesian multiple quantile regression for linear models using a score likelihood

DOI10.1214/20-BA1217MaRDI QIDQ6201431FDOQ6201431

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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