Bayesian Semiparametric Median Regression Modeling
贝叶斯半参数中位数回归建模
Median regression models become an attractive alternative to mean regression models when employing flexible families of distributions for the errors. Classical approaches are typically algorithmic with desirable properties emerging asymptotically. However, nonparametric error models may be most attractive in the case of smaller sample sizes where parametric specifications are difficult to justify. Hence, a Bayesian approach, enabling exact inference given the observed data,…