A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density

DOI10.1016/j.spl.2015.07.035zbMath1357.62132arXiv1502.06481OpenAlexW1960244428MaRDI QIDQ900913

Karthik Sriram

Publication date: 23 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.06481

zbMATH Keywords

misspecificationBayesianasymmetric Laplacecredible interval

Mathematics Subject Classification ID

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

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