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

<table class="fixed-width table-group" id="tab4"><tr><td><table class="table"><colgroup><col style="width:4.79em"/><col style="width:6.64em"/><col style="width:6.62em"/><col style="width:6.61em"/><col style="width:6.78em"/></colgroup><tr><td class="thead-hr" colspan="5"><hr/></td></tr><tr class="thead"><td class="align_left">Method </td><td class="align_center">RMISE (0.10)</td><td class="align_center">RMISE (0.12)</td><td class="align_center">RMISE (0.15)</td><td class="align_center">RMISE (0.20)</td></tr><tr><td class="thead-hr" colspan="5"><hr/></td></tr><tr><td class="align_left">“M&amp;ST"</td><td class="align_center">0.1416</td><td class="align_center">0.1397</td><td class="align_center">0.1072</td><td class="align_center">0.0774</td></tr><tr><td class="align_left">“F&amp;R"</td><td class="align_center">0.1520</td><td class="align_center">0.1033</td><td class="align_center">0.0821</td><td class="align_center">0.0664</td></tr><tr><td class="align_left">“SBQR"</td><td class="align_center">0.0692</td><td class="align_center">0.0768</td><td class="align_center">0.0777</td><td class="align_center">0.0660</td></tr><tr class="table-tr"><td colspan="5"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>RMISE at different quantile levels computed for M&amp;ST, F&amp;R, and SBQR methods.</div>

Journal of Probability and Statistics

tab4

Table 4

Table 4: Fully Bayesian Estimation of Simultaneous Regression Quantiles under Asymmetric Laplace Distribution Specification 