Browsing Journal Articles by Author "Ghosh, Pulak"
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A Bayesian quantile regression model for insurance company costs data
Sriram, Karthik; Shi, Peng; Ghosh, Pulak (John Wiley & Sons, Inc., 2015)We examine the average cost function for property and casualty insurers. The cost function describes the relationship between a firm's minimum production cost and outputs. A comparison of cost functions could shed light ... -
Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric laplace density
Sriram, Karthik; Ramamoorthi, R. V.; Ghosh, Pulak (Bayesian Analysis, 2013)We explore an asymptotic justification for the widely used and empirically verified approach of assuming an asymmetric Laplace distribution (ALD) for the response in Bayesian Quantile Regression. Based on empirical ...