Bayesian semiparametric additive quantile regression
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References listed on IDEAS
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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More about this item
Keywordsasymmetric Laplace distribution; Bayesian quantile regression; Dirichlet process mixtures; LASSO; P-splines;
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