The following pages link to Bayesian quantile regression (Q5953887):
Displaying 50 items.
- The biokinetic spectrum for temperature and optimal Darwinian fitness (Q1717283) (← links)
- Simultaneous fitting of Bayesian penalised quantile splines (Q1727924) (← links)
- Quantile regression for linear models with autoregressive errors using EM algorithm (Q1729300) (← links)
- Retirement consumption puzzle in Malaysia: evidence from Bayesian quantile regression model (Q1733144) (← links)
- Variational message passing for elaborate response regression models (Q1738138) (← links)
- Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) (← links)
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
- Conjugate priors and variable selection for Bayesian quantile regression (Q1800091) (← links)
- Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution (Q1927130) (← links)
- Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
- Bayesian quantile regression for parametric nonlinear mixed effects models (Q1934287) (← links)
- Prediction in several conventional contexts (Q1951650) (← links)
- A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data (Q1995834) (← links)
- A Bayesian approach for quantile optimization problems with high-dimensional uncertainty sources (Q2021998) (← links)
- Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings (Q2032224) (← links)
- Bayesian multivariate quantile regression using dependent Dirichlet process prior (Q2048107) (← links)
- Logistic quantile regression for bounded outcomes using a family of heavy-tailed distributions (Q2061768) (← links)
- Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution (Q2062348) (← links)
- Identifying main effects and interactions among exposures using Gaussian processes (Q2078748) (← links)
- Joint mixture quantile regressions and time-to-event analysis (Q2083422) (← links)
- Median regression models for clustered, interval-censored survival data -- an application to prostate surgery study (Q2087757) (← links)
- Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
- Modeling tail risks of inflation using unobserved component quantile regressions (Q2097992) (← links)
- A quantile regression perspective on external preference mapping (Q2106824) (← links)
- Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula (Q2111317) (← links)
- Bayesian variable selection and estimation in quantile regression using a quantile-specific prior (Q2155021) (← links)
- Spatial distribution of the earthquake in mainland China (Q2162160) (← links)
- Estimating shape parameters of piecewise linear-quadratic problems (Q2165586) (← links)
- Bayesian nonparametric quantile mixed-effects models via regularization using Gaussian process priors (Q2166038) (← links)
- Earthquake parametric insurance with Bayesian spatial quantile regression (Q2172022) (← links)
- Quantile hidden semi-Markov models for multivariate time series (Q2172108) (← links)
- A joint quantile regression model for multiple longitudinal outcomes (Q2176332) (← links)
- Function-on-scalar quantile regression with application to mass spectrometry proteomics data (Q2194443) (← links)
- Baseline drift estimation for air quality data using quantile trend filtering (Q2194449) (← links)
- Noncrossing structured additive multiple-output Bayesian quantile regression models (Q2195832) (← links)
- Incorporating side information into robust matrix factorization with Bayesian quantile regression (Q2197616) (← links)
- Bayesian estimation of Archimedean copula-based SUR quantile models (Q2205282) (← links)
- Quantile selection in non-linear GMM quantile models (Q2208865) (← links)
- A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes (Q2218562) (← links)
- Brq: an R package for Bayesian quantile regression (Q2221223) (← links)
- Dynamic quantile linear models: a Bayesian approach (Q2226684) (← links)
- Bayesian quantile regression with mixed discrete and nonignorable missing covariates (Q2226698) (← links)
- Quantile regression neural networks: a Bayesian approach (Q2241709) (← links)
- A discrete density approach to Bayesian quantile and expectile regression with discrete responses (Q2241715) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- Bayesian Lasso binary quantile regression (Q2259357) (← links)
- Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness (Q2272450) (← links)
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification (Q2272871) (← links)
- Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (Q2274932) (← links)
- Quantile stochastic frontiers (Q2286909) (← links)
