Bayesian inference for additive mixed quantile regression models
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- Yuta Kurose & Yasuhiro Omori, 2012. "Bayesian Analysis of Time-Varying Quantiles Using a Smoothing Spline," CIRJE F-Series CIRJE-F-845, CIRJE, Faculty of Economics, University of Tokyo.
- Philip Kostov & Julie Le Gallo, 2015. "Convergence: A Story of Quantiles and Spillovers," Kyklos, Wiley Blackwell, vol. 68(4), pages 552-576, November.
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More about this item
KeywordsAdditive mixed models Asymmetric Laplace distribution Gaussian Markov random fields Gibbs sampling Integrated nested Laplace approximations Quantile regression;
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