We propose a Bayesian semiparametric methodology for quantile regression modelling. In particular, working with parametric quantile regression functions, we develop ...

Bayesian quantile regression and statistical modelling represent a growing paradigm in contemporary data analysis, extending conventional regression by estimating various conditional quantiles rather ...

We develop a Bayesian method for nonparametric model—based quantile regression. The approach involves flexible Dirichlet process mixture models for the joint distribution of the response and the ...

In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...

2024 DEC 11 (NewsRx) -- By a News Reporter-Staff News Editor at Economics Daily Report -- Data detailed on Investment have been presented. According to news reporting out of Cleveland, Ohio, by NewsRx ...