A new family of error distributions for Bayesian quantile regression
Y Yan, A Kottas - arXiv preprint arXiv:1701.05666, 2017 - arxiv.org
We propose a new family of error distributions for model-based quantile regression, which is
constructed through a structured mixture of normal distributions. The construction enables …
constructed through a structured mixture of normal distributions. The construction enables …
Flexible Bayesian quantile regression based on the generalized asymmetric Huberised-type distribution
W Hu, W Zhang - Statistics and Computing, 2024 - Springer
To enhance the robustness and flexibility of Bayesian quantile regression models using the
asymmetric Laplace or asymmetric Huberised-type (AH) distribution, which lacks …
asymmetric Laplace or asymmetric Huberised-type (AH) distribution, which lacks …
Bayes factors for longitudinal model assessment via power posteriors
Bayes factor, defined as the ratio of the marginal likelihood functions of two competing
models, is the natural Bayesian procedure for model selection. Marginal likelihoods are …
models, is the natural Bayesian procedure for model selection. Marginal likelihoods are …