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 ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 49, No. 3 (September/septembre 2021), pp. 698-730 (33 pages) We propose a flexible Bayesian semiparametric quantile ...
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 ...
A novel Bayesian Hierarchical Network Model (BHNM) is designed for ensemble predictions of daily river stage, leveraging the spatial interdependence of river networks and hydrometeorological variables ...
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