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	Regresja kwantylowa bayesowska	Regresja kwantylowa
Dziedzina	Statystyka	Ekonometria
Rodzina	Regression model	Regression model
Rok powstania	2001–2011	1978
Twórca	Kozumi & Kobayashi; building on Yu & Moyeed (2001)	Koenker & Bassett
Typ	Bayesian semiparametric regression	Conditional quantile regression
Źródło pierwotne	Kozumi, H., & Kobayashi, G. (2011). Gibbs sampling methods for Bayesian quantile regression. Journal of Statistical Computation and Simulation, 81(11), 1565–1578.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Inne nazwy	BQR, Bayesian quantile regression model, asymmetric Laplace Bayesian regression, posterior quantile regression	conditional quantile regression, regression quantiles, Kantil Regresyon
Pokrewne	6	5
Podsumowanie	Bayesian Quantile Regression estimates the full posterior distribution of regression coefficients at any chosen quantile of the outcome. By combining the asymmetric Laplace likelihood with prior distributions over the coefficients, it delivers uncertainty-quantified estimates of conditional quantiles — such as the median, the 10th, or the 90th percentile — without assuming Gaussian errors.	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.