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Bayesian Methods for Nonlinear Classification and Regression

โœ Scribed by Soyer, Refik


Book ID
111658004
Publisher
American Statistical Association
Year
2004
Tongue
English
Weight
116 KB
Volume
46
Category
Article
ISSN
0040-1706

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Bayesian quantile regression methods
โœ Tony Lancaster; Sung Jae Jun ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 384 KB

## Abstract This paper is a study of the application of Bayesian exponentially tilted empirical likelihood to inference about quantile regressions. In the case of simple quantiles we show the exact form for the likelihood implied by this method and compare it with the Bayesian bootstrap and with Je