Bayesian quantile regression and statistical modelling represent a growing paradigm in contemporary data analysis, extending conventional regression by estimating various conditional quantiles rather ...

Median regression models become an attractive alternative to mean regression models when employing flexible families of distributions for the errors. Classical approaches are typically algorithmic ...

This paper is a generalization of earlier studies by Ferreira (1975) and Holbert and Broemeling (1977), who used improper prior distributions in order to make informal Bayesian inferences for the ...