Bayesian nonparametric quantile regression using splines
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References listed on IDEAS
- Kottas A. & Gelfand A.E., 2001. "Bayesian Semiparametric Median Regression Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1458-1468, December.
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- Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731, December.
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- Wang, You-Gan & Shao, Quanxi & Zhu, Min, 2009. "Quantile regression without the curse of unsmoothness," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3696-3705, August.
- Athanasios Kottas & Milovan Krnjajic, 2009. "Bayesian Semiparametric Modelling in Quantile Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(2), pages 297-319.
- Yu, Keming & Moyeed, Rana A., 2001. "Bayesian quantile regression," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 437-447, October.
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- Yuzhi Cai, 2016. "A Comparative Study Of Monotone Quantile Regression Methods For Financial Returns," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-16, May.
- Kostov, Philip & Davidova, Sophia & Bailey, Alastair, 2016. "Effect of family labour on output of farms in selected EU Member States: A non-parametric quantile regression approach," 90th Annual Conference, April 4-6, 2016, Warwick University, Coventry, UK 236358, Agricultural Economics Society.
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