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Search: subject:"Double-Exponential Prior"
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Asymmetric Laplace distribution
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Bayesian Estimation
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Bayesian quantile regression
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Double-Exponential Prior
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Gibbs sampler
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Linex Loss Function
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StudentT Prior
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double exponential prior
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Kobayashi, Genya
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Kozumi, Hideo
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Rodrigues, Josemar
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Discussion Papers / Graduate School of Business Administration, Kobe University
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
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Gibbs Sampling Methods for Bayesian Quantile Regression
Kozumi, Hideo
;
Kobayashi, Genya
-
Graduate School of Business Administration, Kobe University
-
2009
of our approach, including the incorporation of a scale parameter, the use of
double
exponential
prior
, and a Bayesian …
Persistent link: https://www.econbiz.de/10011114763
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2
Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations
Rodrigues, Josemar
- In:
TEST: An Official Journal of the Spanish Society of …
3
(
1994
)
2
,
pp. 237-246
Persistent link: https://www.econbiz.de/10005613282
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