On Bayesian Quantile Regression Using a Pseudo-joint Asymmetric Laplace Likelihood

Karthik Sriram; Ravi Ramamoorthi; Pulak Ghosh

doi:10.1007/s13171-015-0079-2

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On Bayesian Quantile Regression Using a Pseudo-joint Asymmetric Laplace Likelihood

Karthik Sriram Ravi Ramamoorthi Pulak Ghosh

Year: 2015 Journal: Sankhya A Vol: 78 (1)Pages: 87-104 Publisher: Springer Science+Business Media

DOI: 10.1007/s13171-015-0079-2

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Keywords:

Quantile Quantile regression Mathematics Bayesian probability Quantile function Consistency (knowledge bases) Statistics Likelihood function Econometrics Covariate Laplace's method Estimation theory Probability distribution

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

On Bayesian Quantile Regression Using a Pseudo-joint Asymmetric Laplace Likelihood

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