Waldmann, Elisabeth; Kneib, Thomas; Yu, Yu Ryan; Lang, … - Institut für Finanzwissenschaft, Fakultät für … - 2012
Quantile regression provides a convenient framework for analyzing the impact of covariates on the complete conditional … distribution of a response variable instead of only the mean. While frequentist treatments of quantile regression are typically … mean regression to Bayesian semiparametric quantile regression. In particular, we will consider high …