2024
DOI: 10.1007/s00184-024-00950-8
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Bayesian composite $$L^p$$-quantile regression

Lukas Arnroth

Abstract: Abstract$$L^p$$ L p -quantiles are a class of generalized quantiles defined as minimizers of an asymmetric power function. They include both quantiles, $$p=1$$ p = 1 , and expectiles, $$p=2$$ p = 2 , as special cases. This pape… Show more

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