Bayesian quantile regression for single-index models
Using an asymmetric Laplace distribution, which provides a mechanism for Bayesian inference of quantile regression models, we develop a fully Bayesian approach to fitting single-index models in conditional quantile regression. In this work, we use a Gaussian process prior for the unknown nonparametr...
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| Main Authors: | , , |
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| 其他作者: | |
| 格式: | Article |
| 語言: | English |
| 出版: |
2013
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| 在線閱讀: | https://hdl.handle.net/10356/99409 http://hdl.handle.net/10220/17383 |
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| 機構: | Nanyang Technological University |
| 語言: | English |