PLoS One. 2023 May 10;18(5):e0285277. doi: 10.1371/journal.pone.0285277. eCollection 2023.
ABSTRACT
By using a Gaussian process prior and a location-scale mixture representation of the asymmetric Laplace distribution, we develop a Bayesian analysis for the composite quantile single-index regression model. The posterior distributions for the unknown parameters are derived, and the Markov chain Monte Carlo sampling algorithms are also given. The proposed method is illustrated by three simulation examples and a real dataset.
PMID:37163496 | DOI:10.1371/journal.pone.0285277
