bayesQR: A Bayesian Approach to Quantile Regression
نویسندگان
چکیده
منابع مشابه
A Bayesian Nonparametric Approach to Inference for Quantile Regression
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This paper is a study of the application of Bayesian Exponentially Tilted Empirical Likelihood to inference about quantile regressions. In the case of simple quantiles we show the exact form for the likelihood implied by this method and compare it with the Bayesian bootstrap and with Jeffreys’ method. For regression quantiles we derive the asymptotic form of the posterior density. We also exami...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2017
ISSN: 1548-7660
DOI: 10.18637/jss.v076.i07