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 ...

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 ...

The main focus of this short course will be the Bayesian aspect of it. That means this is a slightly more advanced course requiring some knowledge of basic probability, regression methods, and the R ...

Bitcoin researcher Smithson With has presented a new approach to predicting the crypto's cycle top price using a quantile regression model. This model, according to the researcher, suggests that ...

We propose a Bayesian semiparametric methodology for quantile regression modelling. In particular, working with parametric quantile regression functions, we develop ...