Bayesian quantile regression for single-index models

DOI10.1007/s11222-012-9321-0zbMath1325.62089arXiv1110.0219MaRDI QIDQ892421

Heng Lian, Robert B. Gramacy, Yuao Hu

Publication date: 19 November 2015

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

Full work available at URL: https://arxiv.org/abs/1110.0219

zbMATH Keywords

Markov chain Monte Carlo; quantile regression; single-index models; Gaussian process prior

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62P12: Applications of statistics to environmental and related topics

62F15: Bayesian inference

86A32: Geostatistics

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