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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...

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Detalles Bibliográficos
Autores principales: Yuan, Xiaohui, Xiang, Xuefei, Zhang, Xinran
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

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