Cargando…
Bayesian composite quantile regression for the single-index model
By using a Gaussian process prior and a location-scale mixture representation of the asymmetric Laplace distribution, we develop a Bayesian analysis for the composite quantile single-index regression model. The posterior distributions for the unknown parameters are derived, and the Markov chain Mont...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2023
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10171657/ https://www.ncbi.nlm.nih.gov/pubmed/37163496 http://dx.doi.org/10.1371/journal.pone.0285277 |