Fully Bayesian Estimation of Simultaneous Regression Quantiles under Asymmetric Laplace Distribution Specification

Table 1

Table of criteria: crossing loss and RMISE.

Method	nb. crossing	crossing loss	RMISE (0.10)	RMISE (0.12)
“K&B"	34	0.0043	0.3565	0.3218
“Y&M"	26	0.0038	0.3344	0.3362
“R&S"	0	0	0.2449	0.2849
“SBQR"	0	0	0.1989	0.2383