Quantile regression using RJMCMC algorithm

Computational Statistics and Data Analysis

Volumn 40, Issue 2, 2002, Pages 303-315

  Yu, Keming ^a  

^a UNIVERSITY OF PLYMOUTH   (United Kingdom)

Author keywords

Check function; Piecewise polynomial; Quantile regression; r Nearest neighbour; Reversible jump Markov chain Monte Carlo algorithm

Indexed keywords

ALGORITHMS; MONTE CARLO METHODS; REGRESSION ANALYSIS;

DATA SETS;

COMPUTATIONAL METHODS;

REGRESSION;

EID: 0037190006     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(01)00093-7     Document Type: Article

References (22)

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