Power Prior Elicitation in Bayesian Quantile Regression
Joint Authors
Source
Journal of Probability and Statistics
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-16, 16 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-12-01
Country of Publication
Egypt
No. of Pages
16
Main Subjects
Abstract EN
We address a quantile dependent prior for Bayesian quantile regression.
We extend the idea of the power prior distribution in Bayesian quantile regression by employing the likelihood function that is based on a location-scale mixture representation of the asymmetric Laplace distribution.
The propriety of the power prior is one of the critical issues in Bayesian analysis.
Thus, we discuss the propriety of the power prior in Bayesian quantile regression.
The methods are illustrated with both simulation and real data.
American Psychological Association (APA)
Alhamzawi, Rahim& Yu, Keming. 2010. Power Prior Elicitation in Bayesian Quantile Regression. Journal of Probability and Statistics،Vol. 2011, no. 2011, pp.1-16.
https://search.emarefa.net/detail/BIM-505334
Modern Language Association (MLA)
Alhamzawi, Rahim& Yu, Keming. Power Prior Elicitation in Bayesian Quantile Regression. Journal of Probability and Statistics No. 2011 (2011), pp.1-16.
https://search.emarefa.net/detail/BIM-505334
American Medical Association (AMA)
Alhamzawi, Rahim& Yu, Keming. Power Prior Elicitation in Bayesian Quantile Regression. Journal of Probability and Statistics. 2010. Vol. 2011, no. 2011, pp.1-16.
https://search.emarefa.net/detail/BIM-505334
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-505334
