Surya T. Tokdar and Joseph B. Kadane
We introduce a Bayesian semiparametric methodology for joint quantile
regression with linearity and piecewise linearity constraints. We
develop a probability model for all quantile curves in a continuum
that define a coherent sampling distribution of the response
variable. We provide a detailed illustration of model fitting and
inference by analyzing wind speed trends of tropical cyclones in the
Keywords: Bayesian inference, Gaussian process, Tropical cyclones, Change points, Markov chain Monte Carlo.