Bayesian quantile regression and statistical modelling represent a growing paradigm in contemporary data analysis, extending conventional regression by estimating various conditional quantiles rather ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 5 (2018), pp. 975-993 (19 pages) Estimating conditional quantiles of financial time series is essential for ...

In this paper we propose a semiparametric quantile regression model for censored survival data. Quantile regression permits covariates to affect survival differently at different stages in the ...