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BNR

Seminar

Bayesian inference for quantile regression, expectile regression and M-quantile regression (Venue: GH seminar RM2)

Yu, K (Brunel)
Thursday 09 August 2007, 09:30-10:00

Seminar Room 2, Newton Institute Gatehouse

Abstract

Quantile regression, expectile regression and M-quantile regression, including time series based these models, have become popular with wide applications recent years. Based on the author’s recent work on Bayesian quantile regression, this talk will outline nonparametric Bayesian inference quantile regression, including quantile autoregression. Moreover, this talk will introduce the idea of Bayesian expectile regression and M-quantile regression.

Presentation

[pdf ]

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