In many applications, interest focuses on assessing the relationship between a predictor and a multivariate outcome variable, and there may be prior knowledge about the shape of the regression curves.

Bayesian quantile regression and statistical modelling represent a growing paradigm in contemporary data analysis, extending conventional regression by estimating various conditional quantiles rather ...

In the setting of nonparametric multivariate regression with unknown error variance σ², we study asymptotic properties of a Bayesian method for estimating a ...