Karthik Sriram

Indian Institute of Management (IIMB), Bangalore

Bannerghatta Road

Bangalore, Karnataka 560076

India

SCHOLARLY PAPERS

3

DOWNLOADS

208

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Simultaneous Bayesian Estimation of Multiple Quantiles with an Extension to Hierarchical Models

IIM Bangalore Research Paper No. 359
Number of pages: 41 Posted: 27 Jul 2012
Karthik Sriram, R. Ramamoorthi and Pulak Ghosh
Indian Institute of Management (IIMB), Bangalore, Michigan State University and Indian Institute of Management (IIMB), Bangalore
Downloads 91 (295,276)
Citation 2

Abstract:

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Asymmetric Laplace distribution, Bayesian quantile regression, Crossing

2.

A Bayesian Semiparametric Quantile Regression Model for Longitudinal Data with Application to Insurance Company Costs

IIM Bangalore Research Paper No. 355
Number of pages: 38 Posted: 26 Jul 2012
Karthik Sriram, Peng Shi and Pulak Ghosh
Indian Institute of Management (IIMB), Bangalore, University of Wisconsin - Madison and Indian Institute of Management (IIMB), Bangalore
Downloads 76 (329,227)

Abstract:

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Bayesian quantile regression, Asymmetric Laplace distribution, Singleindex, Dirichlet process, Spline, Clustering, Longitudinal data

3.

Posterior Consistency of Bayesian Quantile Regression Under a Mis-Specified Likelihood Based on Asymmetric Laplace Density

IIM Bangalore Research Paper No. 340
Number of pages: 29 Posted: 06 Aug 2012
Karthik Sriram, R. Ramamoorthi and Pulak Ghosh
Indian Institute of Management (IIMB), Bangalore, Michigan State University and Indian Institute of Management (IIMB), Bangalore
Downloads 41 (440,156)
Citation 4

Abstract:

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consistency, asymmetric laplace density, Kullback-Leibler divergence, quantile regression, posterior distribution