sigma_est

the design matrix with one in the first column corresponding to the intercept


Estimation of the Scale Parameter for Quantile Regression


Adjusted inference for Bayesian quantile regression based on
asymmetric Laplace working likelihood, for details see Yang, Y., Wang, H.
and He, X. (2015), Posterior inference in Bayesian quantile regression with
asymmetric Laplace likelihood, International Statistical
Review, 2015 <doi:10.1111/insr.12114>.

sigma_est: Estimation of the Scale Parameter for Quantile Regression

Description

Usage

Arguments

Value