Please use this identifier to cite or link to this item: http://buratest.brunel.ac.uk/handle/2438/5640
Title: Power prior elicitation in Bayesian quantile regression
Authors: Alhamzawi, R
Yu, K
Issue Date: 2011
Publisher: Hindawi Publishing Corporation
Citation: Journal of Probability and Statistics, Artn: 874907, 2011
Abstract: 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.
Description: This article has been made available through the Brunel Open Access Publishing Fund - Copyright @ 2011 Rahim Alhamzawi and Keming Yu.
URI: http://www.hindawi.com/journals/jps/2011/874907/
http://bura.brunel.ac.uk/handle/2438/5640
DOI: http://dx.doi.org/10.1155/2011/874907
ISSN: 1687-952X
Appears in Collections:Publications
Brunel OA Publishing Fund
Dept of Mathematics Research Papers
Mathematical Sciences

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