“…In all three aforementioned works, frequentist likelihood‐based methods are developed to infer model parameters. Most recently, Zhou and Huang (
2022) unified the mean regression and modal regression in a Bayesian framework by reparameterizing a four‐parameter beta distribution with an unknown support so that the mean or the mode of Y depends on
. Earlier works on Bayesian modal regression, including parametric and nonparametric methods, can also be found in Aristodemou (2014, Chapter 2).…”