Selected Publications
Bayesian quantile regression methods
This paper is a study of the application of Bayesian exponentially tilted empirical likelihood to inference […]
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A note on bootstraps and robustness
In this note we consider several versions of the bootstrap and argue that it is helpful […]
Bayesian quantile regression
Recent work by Schennach (2005) has opened the way to a Bayesian treatment of quantile regression. […]