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

Table 2

Table of criteria: crossing loss and RMISE for normal covariate case.

Method	nb. crossing	crossing loss	RMISE (0.10)	RMISE (0.12)
“K&B"	38	0.0037	0.2356	0.2151
“Y&M"	5	0.0005	0.4569	0.4391
“R&S"	0	0	0.2865	0.3189
“SBQR"	0	0	0.2218	0.2102