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- W2252921117 abstract "A two-stage approach is proposed to overcome the problem in quantile regression, where separately fitted curves for several quantiles may cross. The standard Bayesian quantile regression model is applied in the first stage, followed by a Gaussian process regression adjustment, which monotonizes the quantile function while borrowing strength from nearby quantiles. The two-stage approach is computationally efficient, and more general than existing techniques. The method is shown to be competitive with alternative approaches via its performance in simulated examples. Supplementary materials for the article are available online." @default.
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- W2252921117 date "2017-04-03" @default.
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- W2252921117 title "Regression Adjustment for Noncrossing Bayesian Quantile Regression" @default.
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- W2252921117 doi "https://doi.org/10.1080/10618600.2016.1172016" @default.
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