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A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric laplace density
(Elsevier, 2015)
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. ...
On posterior concentration in misspecified models
(International Society for Bayesian Analysis, 2015)
We investigate the asymptotic behavior of Bayesian posterior distributions under independent and identically distributed (i.i.d.i.i.d.) misspecified models. More specifically, we study the concentration of the posterior ...
A Bayesian quantile regression model for insurance company costs data
(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 ...
On posterior concentration in misspecified models
(Bayesian Analysis, 2015)
We investigate the asymptotic behavior of Bayesian posterior distributions under independent and identically distributed (i.i.d.) misspecified models. More specifically, we study the concentration of the posterior distribution ...