Bayesian quantile regression for single-index models

• المؤلفون الرئيسيون: Hu, Yuao, Lian, Heng, Gramacy, Robert B.
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2013
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/99409; http://hdl.handle.net/10220/17383

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...