Bayesian multivariate quantile regression using Dependent Dirichlet Process prior.

Indrabati Bhattacharya Subhashis Ghosal

Published in: J. Multivar. Anal. (2021)

Keyphrases

quantile regression
least squares
cross validated
response variable
regression model
bayesian networks
cross validation
maximum likelihood
posterior probability
posterior distribution
model selection
parameter estimation
random variables
information theoretic
maximum entropy
bayesian methods