A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric laplace density

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DC Field	Value	Language
dc.contributor.author	Sriram, Karthik
dc.date.accessioned	2017-06-21T06:11:00Z
dc.date.available	2017-06-21T06:11:00Z
dc.date.issued	2015
dc.identifier.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.	en_US
dc.identifier.uri	http://hdl.handle.net/11718/19399
dc.description.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.	en_US
dc.language.iso	en_US	en_US
dc.publisher	Elsevier	en_US
dc.subject	Asymmetric Laplace	en_US
dc.subject	Bayesian	en_US
dc.subject	Credible interval	en_US
dc.subject	Misspecification	en_US
dc.title	A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric laplace density	en_US
dc.type	Article	en_US
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