17 citations · 20 across the 2 of their papers we have counts for
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stat.ME2016★ 3 cited
On Bayesian quantile regression and outliers
Bruno Santos, Heleno Bolfarine
In this work we discuss the progress of Bayesian quantile regression models since their first proposal and we discuss the importance of all parameters involved in the inference pro…
stat.ME2015
Bayesian quantile regression analysis for continuous data with a discrete component at zero
Bruno Santos, Heleno Bolfarine
In this work we show a Bayesian quantile regression method to response variables with mixed discrete-continuous distribution with a point mass at zero, where these observations are…
stat.ME2009★ 17 cited
Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
Alexandre G. Patriota, Artur J. Lemonte, Heleno Bolfarine
This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysic…