Bayesian quantile regression using random B-spline series prior

Abstract

A Bayesian method for simultaneous quantile regression on a real variable is considered. By monotone transformation, the response variable and the predictor variable are transformed into the unit interval. A representation of quantile function is given by a convex combination of two monotone increasing functions ξ1 and ξ2 not depending on the prediction… (More)
DOI: 10.1016/j.csda.2016.11.014

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