Bayesian nonparametric quantile regression using splines
A new technique based on Bayesian quantile regression that models the dependence of a quantile of one variable on the values of another using a natural cubic spline is presented. Inference is based on the posterior density of the spline and an associated smoothing parameter and is performed by means...
| Main Authors: | , , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2010
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