The tenets of quantile-based inference in Bayesian models

DOI10.1016/J.CSDA.2023.107795MaRDI QIDQ6096649zbMATH OpenOpenAlexFDO

Authors Dmytro Perepolkin, Benjamin Goodrich, Ullrika Sahlin

Publication date 15 September 2023

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.csda.2023.107795

zbMATH Keywords

Bayesian analysisparametric quantile regressionquantile functionsquantile-based inference

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cited in

(5)

• Hybrid elicitation and quantile-parametrized likelihood
• Clustering complex data via mixtures of quantile-based factor analyzers
• Bayesian estimation of a quantile-based factor model
• Mixtures of quantile-based factor analyzers
• Quantile forecast matching with a Bayesian quantile Gaussian process model

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