Gibbs sampling methods for bayesian quantile regression

Journal of Statistical Computation and Simulation

Volumn 81, Issue 11, 2011, Pages 1565-1578

  Kozumi, Hideo ^a   Kobayashi, Genya ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

Asymmetric laplace distribution; Bayesian quantile regression; Double exponential prior; Generalized inverse gaussian distribution; Gibbs sampler; Tobit quantile regression

Indexed keywords

EID: 80055088059     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949655.2010.496117     Document Type: Article

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