Bayesian empirical likelihood for quantile regression (Q447855): Difference between revisions

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+.5378
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+Bayesian and frequentist confidence intervals arising from empirical-type likelihoods
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+Smoothed empirical likelihood confidence intervals for quantiles
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+Using empirical likelihood methods to obtain range restricted weights in regression estimators for surveys
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+A review on empirical likelihood methods for regression
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+Q3600722
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+Analysis of least absolute deviation
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+An MCMC approach to classical estimation.
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+Nonparametric Bayes Conditional Distribution Modeling With Variable Selection
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+Bayesian Density Regression
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+Approximate Bayesian inference for quantiles
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+Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics
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+Quantile regression for longitudinal data using the asymmetric Laplace distribution
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+Regression rank scores and regression quantiles
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+Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study
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+Monte Carlo sampling methods using Markov chains and their applications
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+A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
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+Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
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+Bootstrap Methods for Median Regression Models
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+Semiparametric Approach to a Random Effects Quantile Regression Model
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+Q3413299
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+Regression Quantiles
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+Robust Tests for Heteroscedasticity Based on Regression Quantiles
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+Introduction to empirical processes and semiparametric inference
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+Bayesian Semiparametric Median Regression Modeling
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+Bayesian Semiparametric Modelling in Quantile Regression
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+Bayesian empirical likelihood
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+Empirical Likelihood for Non‐Smooth Criterion Functions
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+Proper likelihoods for Bayesian analysis
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+Bayesian curve fitting using multivariate normal mixtures
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+Nonparametric Bayesian data analysis
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES
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+Conditional empirical likelihood estimation and inference for quantile regression models
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+Empirical likelihood ratio confidence intervals for a single functional
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+Q2756704
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+Empirical likelihood and general estimating equations
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+Bayesian Spatial Quantile Regression
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+Smoothed weighted empirical likelihood ratio confidence intervals for quantiles
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+Bayesian exponentially tilted empirical likelihood
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+Point estimation with exponentially tilted empirical likelihood
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+Asymptotic Statistics
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+Empirical likelihood for quantile regression models with longitudinal data
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+SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
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+Bayesian empirical likelihood for quantile regression
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+Bayesian generalized method of moments
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+Bayesian quantile regression
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+Bayesian inference for additive mixed quantile regression models
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+Composite quantile regression and the oracle model selection theory
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