Browsing Open Access Journal Articles by Subject "Bayesian quantile regression"
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Posterior consistency of bayesian quantile regression based on the misspecied asymmetric laplace density
(International Society for Bayesian Analysis, 2013)We explore an asymptotic justication for the widely used and em-pirically veried approach of assuming an asymmetric Laplace distribution (ALD) for the response in Bayesian Quantile Regression. Based on empirical ndings, ...