IIMA Institutional Repository
This Institutional Repository has been created to collect, preserve and distribute the scholarly output of Indian Institute of Management, Ahmedabad. This will work as an important tool to facilitate scholarly communication and preserve the institution knowledge. The Vikram Sarabhai Library is proud to be hosting the repository for the dissemination and preservation of this valuable knowledge resource of the IIMA community.
Please use this identifier to cite or link to this item:
http://hdl.handle.net/11718/19399| Title: | A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric laplace density |
| Authors: | Sriram, Karthik |
| Keywords: | Asymmetric Laplace;Bayesian;Credible interval;Misspecification |
| Issue Date: | 2015 |
| Publisher: | Elsevier |
| Citation: | Sriram K. (2015). A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density. Statistics and Probability Letters, 107, 18-26. |
| Abstract: | A sandwich likelihood correction is proposed to remedy an inferential limitation of the Bayesian quantile regression approach based on the misspecified asymmetric Laplace density, by leveraging the benefits of the approach. Supporting theoretical results and simulations are presented. |
| URI: | http://hdl.handle.net/11718/19399 |
| Appears in Collections: | Journal Articles |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| A Sandwich likelihood correction for bayesian.pdf Restricted Access | 405.78 kB | Adobe PDF | View/Open Request a copy |
Items in IIMA Institutional Repository are protected by copyright, with all rights reserved, unless otherwise indicated.