Thompson, Paul; Cai, Yuzhi; Moyeed, Rana; Reeve, Dominic; … - In: Computational Statistics & Data Analysis 54 (2010) 4, pp. 1138-1150
A new technique based on Bayesian quantile regression that models the dependence of a quantile of one variable on the values of another using a natural cubic spline is presented. Inference is based on the posterior density of the spline and an associated smoothing parameter and is performed by...