A Sandwich Likelihood Correction for Bayesian Quantile Regression based on the Misspecified Asymmetric Laplace Density
classification
📊 stat.ME
keywords
approachasymmetricbayesiancorrectiondensitylaplacelikelihoodmisspecified
read the original 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.