2 papers
stat.ME2017
Noncrossing simultaneous Bayesian quantile curve fitting
T. Rodrigues, J. -L. Dortet-Bernadet, Y. Fan
Bayesian simultaneous estimation of nonparametric quantile curves is a challenging problem, requiring a flexible and robust data model whilst satisfying the monotonicity or noncros…
stat.ME2015
Regression Adjustment for Noncrossing Bayesian Quantile Regression
Thais Rodrigues, Yanan Fan
A two-stage approach is proposed to overcome the problem in quantile regression, where separately fitted curves for several quantiles may cross. The standard Bayesian quantile regr…