Bayesian quantile regression with the asymmetric Laplace distribution

J.-L. Dortet-Bernadet; Yan Fan; T. Rodrigues

doi:10.1016/b978-0-12-815862-3.00007-x

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Bayesian quantile regression with the asymmetric Laplace distribution

J.-L. Dortet-Bernadet Yan Fan T. Rodrigues

Year: 2020 Elsevier eBooks Pages: 1-25 Publisher: Elsevier BV

DOI: 10.1016/b978-0-12-815862-3.00007-x

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Keywords:

Quantile regression Laplace distribution Laplace transform Bayesian probability Quantile Bayesian linear regression Context (archaeology) Applied mathematics Mathematics Laplace's method Distribution (mathematics) Computer science Econometrics Mathematical optimization Statistics Bayesian inference Mathematical analysis

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Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Statistical Methods and Bayesian Inference

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Bayesian quantile regression with the asymmetric Laplace distribution

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