The expectation-maximization approach for Bayesian quantile regression (Q1659461): Difference between revisions

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+Bayesian Lasso binary quantile regression
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+Bayes Model Averaging with Selection of Regressors
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+Least angle regression. (With discussion)
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Quantile regression for longitudinal data using the asymmetric Laplace distribution
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+Bayesian quantile regression for single-index models
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+Bayesian quantile regression for partially linear additive models
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+An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
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+Gibbs sampling methods for Bayesian quantile regression
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+Bayesian regularized quantile regression
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+Bayesian Variable Selection in Structured High-Dimensional Covariate Spaces With Applications in Genomics
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+Mixtures of <i>g</i> Priors for Bayesian Variable Selection
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+Bayesian quantile regression for longitudinal data models
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+Fully Bayes factors with a generalized \(g\)-prior
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+Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
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+Bayesian Spatial Quantile Regression
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+EMVS: The EM Approach to Bayesian Variable Selection
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+Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models
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+Bayesian quantile regression
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+Bayesian Tobit quantile regression model for medical expenditure panel survey data
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+Bayesian Tobit quantile regression with single-index models
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