A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
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Publication:900913
DOI10.1016/j.spl.2015.07.035zbMath1357.62132arXiv1502.06481OpenAlexW1960244428MaRDI QIDQ900913
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
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