Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors (Q5086189): Difference between revisions

Latest revision as of 12:13, 29 July 2024

scientific article; zbMATH DE number 7551466

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English	Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors	scientific article; zbMATH DE number 7551466

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scholarly article

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title

Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors (English)

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Communications in Statistics - Simulation and Computation

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publication date

1 July 2022

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zbMATH Keywords

Bayesian QR

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LASSO-penalized priors

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Gibbs sampler

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autoregressive error

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regression model

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1080/03610918.2017.1397166

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cites work

Bayesian analysis of penalized quantile regression for longitudinal data

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Bayesian adaptive Lasso quantile regression

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Q4768455

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Q2868791

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors

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Quantile regression for longitudinal data using the asymmetric Laplace distribution

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Bayesian Lasso for Semiparametric Structural Equation Models

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Quantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariate

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Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors

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Bayesian analysis of quantile regression for censored dynamic panel data

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Q3413299

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Regression Quantiles

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Gibbs sampling methods for Bayesian quantile regression

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Revisiting simple linear regression with autocorrelated errors

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Variable selection in quantile regression when the models have autoregressive errors

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Regression Models with Time Series Errors

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The Bayesian Lasso

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Bayesian Spatial Quantile Regression

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Robust second-order least-squares estimation for regression models with autoregressive errors

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Second-order least-squares estimation for regression models with autocorrelated errors

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Regression Models with Time Series Errors

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Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates

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Linear Quantile Regression Based on EM Algorithm

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Q4864293

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Bayesian semiparametric additive quantile regression

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Regression coefficient and autoregressive order shrinkage and selection via the lasso

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Shrinkage estimation for linear regression with ARMA errors

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Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity

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Adaptive lasso for linear regression models with ARMA-GARCH errors

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Penalized regression models with autoregressive error terms

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Bayesian quantile regression

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Bayesian Tobit quantile regression with single-index models

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The Adaptive Lasso and Its Oracle Properties

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Identifiers

DOI

10.1080/03610918.2017.1397166

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5086189

@@ Property / cites work @@
+Bayesian analysis of penalized quantile regression for longitudinal data
+Normal rank
@@ Property / cites work @@
+Bayesian adaptive Lasso quantile regression
@@ Property / cites work: Bayesian adaptive Lasso quantile regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4768455
@@ Property / cites work: Q4768455 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2868791
@@ Property / cites work: Q2868791 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
+Normal rank
@@ Property / cites work @@
+Quantile regression for longitudinal data using the asymmetric Laplace distribution
+Normal rank
@@ Property / cites work @@
+Bayesian Lasso for Semiparametric Structural Equation Models
+Normal rank
@@ Property / cites work @@
+Quantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariate
+Normal rank
@@ Property / cites work @@
+Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of quantile regression for censored dynamic panel data
+Normal rank
@@ Property / cites work @@
+Q3413299
@@ Property / cites work: Q3413299 / rank @@
+Normal rank
@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Gibbs sampling methods for Bayesian quantile regression
+Normal rank
@@ Property / cites work @@
+Revisiting simple linear regression with autocorrelated errors
+Normal rank
@@ Property / cites work @@
+Variable selection in quantile regression when the models have autoregressive errors
+Normal rank
@@ Property / cites work @@
+Regression Models with Time Series Errors
@@ Property / cites work: Regression Models with Time Series Errors / rank @@
+Normal rank
@@ Property / cites work @@
+The Bayesian Lasso
@@ Property / cites work: The Bayesian Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Spatial Quantile Regression
@@ Property / cites work: Bayesian Spatial Quantile Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Robust second-order least-squares estimation for regression models with autoregressive errors
+Normal rank
@@ Property / cites work @@
+Second-order least-squares estimation for regression models with autocorrelated errors
+Normal rank
@@ Property / cites work @@
+Regression Models with Time Series Errors
@@ Property / cites work: Regression Models with Time Series Errors / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
+Normal rank
@@ Property / cites work @@
+Linear Quantile Regression Based on EM Algorithm
@@ Property / cites work: Linear Quantile Regression Based on EM Algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian semiparametric additive quantile regression
+Normal rank
@@ Property / cites work @@
+Regression coefficient and autoregressive order shrinkage and selection via the lasso
+Normal rank
@@ Property / cites work @@
+Shrinkage estimation for linear regression with ARMA errors
+Normal rank
@@ Property / cites work @@
+Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Adaptive lasso for linear regression models with ARMA-GARCH errors
+Normal rank
@@ Property / cites work @@
+Penalized regression models with autoregressive error terms
+Normal rank
@@ Property / cites work @@
+Bayesian quantile regression
@@ Property / cites work: Bayesian quantile regression / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Tobit quantile regression with single-index models
+Normal rank
@@ Property / cites work @@
+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
+Normal rank