Model selection in binary and Tobit quantile regression using the Gibbs sampler
From MaRDI portal
Publication:433242
DOI10.1016/j.csda.2011.10.003zbMath1243.62033OpenAlexW2080081019MaRDI QIDQ433242
Yonggang Ji, Nan Lin, Bao-Xue Zhang
Publication date: 13 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.10.003
Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
Related Items
Bayesian variable selection in binary quantile regression ⋮ Bayesian model selection in ordinal quantile regression ⋮ Bayesian quantile regression using the skew exponential power distribution ⋮ Bayesian tobit quantile regression with penalty ⋮ Quantile regression with group Lasso for classification ⋮ Noncrossing structured additive multiple-output Bayesian quantile regression models ⋮ Model selection in quantile regression models ⋮ Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition ⋮ Bayesian composite Tobit quantile regression ⋮ A non-iterative posterior sampling algorithm for linear quantile regression model ⋮ Bayesian variable selection in quantile regression using the Savage-Dickey density ratio ⋮ Conjugate priors and variable selection for Bayesian quantile regression ⋮ Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter ⋮ Bayesian analysis for zero-or-one inflated proportion data using quantile regression ⋮ Bayesian Elastic Net Tobit Quantile Regression ⋮ Group penalized quantile regression
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Quasi-maximum likelihood estimation for conditional quantiles
- Bayesian analysis of a Tobit quantile regression model
- Quantile pyramids for Bayesian nonparametrics
- Improving the computation of censored quantile regressions
- Regularized simultaneous model selection in multiple quantiles regression
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Censored regression quantiles
- Nonparametric regression using Bayesian variable selection
- Bayes inference in the Tobit censored regression model
- Maximum score estimation of the stochastic utility model of choice
- Semiparametric estimation of a work-trip mode choice model
- An MCMC approach to classical estimation.
- Likelihood-free Bayesian estimation of multivariate quantile distributions
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Bayesian regularized quantile regression
- Flexible Bayesian quantile regression for independent and clustered data
- Bootstrapping Quantile Regression Estimators
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Bayesian Semiparametric Modelling in Quantile Regression
- The Bayesian Lasso
- Bayesian lasso regression
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Regression Quantiles
- Estimation and specification testing in female labor participation models: parametric and semiparametric methods
- Bayesian quantile inference
- Bayesian Semiparametric Median Regression Modeling
- Three-Step Censored Quantile Regression and Extramarital Affairs
- Modeling Regression Error With a Mixture of Polya Trees
- An Alternative Estimator for the Censored Quantile Regression Model
- Goodness of Fit and Related Inference Processes for Quantile Regression
- A Bayesian Semiparametric Accelerated Failure Time Model
- Bayesian Analysis of Binary and Polychotomous Response Data
- Gibbs sampling methods for Bayesian quantile regression
- A Bayesian Nonparametric Approach to Inference for Quantile Regression
- Bayesian quantile regression
This page was built for publication: Model selection in binary and Tobit quantile regression using the Gibbs sampler