The paper is organized as follows: in Sect. 2, we briefly recall the standard quantile regression methods. In Sect. 3, we illustrate the concept of substitution likelihood in detail. In Sect. 4 we describe our novel method and prove the main theorem. Section 5 is devoted to numerical simulation and comparisons with existing methods.
Approximate Bayesian Quantile Regression for Panel Data / A., Pulcini; Liseo, Brunero. - STAMPA. - (2015), pp. 173-189. [10.1007/978-3-319-11149-0_12].
Approximate Bayesian Quantile Regression for Panel Data
LISEO, Brunero
2015
Abstract
The paper is organized as follows: in Sect. 2, we briefly recall the standard quantile regression methods. In Sect. 3, we illustrate the concept of substitution likelihood in detail. In Sect. 4 we describe our novel method and prove the main theorem. Section 5 is devoted to numerical simulation and comparisons with existing methods.File allegati a questo prodotto
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