Improving ABC for quantile distributions

DOI10.1007/s11222-010-9209-9zbMath1252.62023OpenAlexW2043664536MaRDI QIDQ693358

Ross S. McVinish

Publication date: 7 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-010-9209-9

zbMATH Keywords

Markov chain Monte Carloquantile regressionapproximate Bayesian computationlikelihood-free inferencequantile distributions

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items

Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework, Likelihood-free Bayesian estimation of multivariate quantile distributions, An ABC approach for CAViaR models with asymmetric kernels, Approximate Bayesian computation for Lorenz curves from grouped data

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