Bayesian analysis for quantile smoothing spline
In Bayesian quantile smoothing spline [Thompson, P., Cai, Y., Moyeed, R., Reeve, D., & Stander, J. (2010). Bayesian nonparametric quantile regression using splines. Computational Statistics and Data Analysis, 54, 1138–1150.], a fixed-scale parameter in the asymmetric Laplace likelihood tends to...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2021-10-01
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| Series: | Statistical Theory and Related Fields |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/24754269.2021.1946372 |