Improving ABC for quantile distributions

被引:0
|
作者
R. McVinish
机构
[1] University of Queensland,School of Mathematics and Physics
来源
Statistics and Computing | 2012年 / 22卷
关键词
Approximate Bayesian computation; Likelihood-free inference; Markov chain Monte Carlo; Quantile distributions; Quantile regression;
D O I
暂无
中图分类号
学科分类号
摘要
A new approximate Bayesian computation (ABC) algorithm is proposed specifically designed for models involving quantile distributions. The proposed algorithm compares favourably with two other ABC algorithms when applied to examples involving quantile distributions.
引用
收藏
页码:1199 / 1207
页数:8
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