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Objective Bayesian Analysis On The Quantile Regression, Shiyi Tu

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The dissertation consists of two distinct but related research projects. First of all, we study the Bayesian analysis on the two-piece location-scale models, which contain several well-known sub-distributions, such as the asymmetric Laplace distribution, the skewed normal distribution, and the skewed Student-t distribution. The use of two-piece location-scale models is an attractive method to model non-symmetric data. From a practical point of view, a prior with some objective information may be more reasonable due to the lack of prior information in many applied situations. It has been shown that several common used objective priors, such as the Jeffreys prior, result …