Statistics and Computing

, Volume 22, Issue 6, pp 1199–1207

Improving ABC for quantile distributions

Article
  • 759 Downloads

Abstract

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.

Keywords

Approximate Bayesian computation Likelihood-free inference Markov chain Monte Carlo Quantile distributions Quantile regression 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.School of Mathematics and PhysicsUniversity of QueenslandBrisbaneAustralia

Personalised recommendations