文章基本信息

标题：Power Prior Elicitation in Bayesian Quantile Regression
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作者：Rahim Alhamzawi ; Keming Yu
期刊名称：Journal of Probability and Statistics
印刷版ISSN：1687-952X
电子版ISSN：1687-9538
出版年度：2011
卷号：2011
DOI：10.1155/2011/874907
出版社：Hindawi Publishing Corporation
摘要：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.