Bayesian non-parametric simultaneous quantile regression for complete and grid data

• Main Authors: Das, Priyam, Ghosal, Subhashis
• Format: Article in Journal/Newspaper
• Language: unknown
• Subjects: Hastings; North Atlantic
• Online Access: http://www.sciencedirect.com/science/article/pii/S0167947318300963

Bayesian methods for non-parametric quantile regression have been considered with multiple continuous predictors ranging values in the unit interval. Two methods are proposed based on assuming that either the quantile function or the distribution function is smooth in the explanatory variables and i...