| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151345 | Statistics & Probability Letters | 2015 | 9 Pages |
Abstract
A sandwich likelihood correction is proposed to remedy an inferential limitation of the Bayesian quantile regression approach based on the misspecified asymmetric Laplace density, by leveraging the benefits of the approach. Supporting theoretical results and simulations are presented.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Karthik Sriram,