International Fellows

Tony Lancaster

Selected Publications

Bayesian quantile regression methods

This paper is a study of the application of Bayesian exponentially tilted empirical likelihood to inference […]

Sung Jae Jun, Tony Lancaster
2 April 2009 | Journal Article

Previous version

Bayesian quantile regression
Sung Jae Jun, Tony Lancaster
23 February 2006 | CWP05/06
A note on bootstraps and robustness

In this note we consider several versions of the bootstrap and argue that it is helpful […]

Tony Lancaster
23 February 2006 | CWP04/06
Bayesian quantile regression

Recent work by Schennach (2005) has opened the way to a Bayesian treatment of quantile regression. […]

Sung Jae Jun, Tony Lancaster
23 February 2006 | CWP05/06

Latest version

Bayesian quantile regression methods
Sung Jae Jun, Tony Lancaster
2 April 2009 | Journal Article