Bayesian quantile regression for single-index models

DOI10.1007/S11222-012-9321-0zbMath1325.62089arXiv1110.0219OpenAlexW2002036195MaRDI QIDQ892421

Heng Lian, Robert B. Gramacy, Yuao Hu

Publication date: 19 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.0219

zbMATH Keywords

Markov chain Monte Carloquantile regressionsingle-index modelsGaussian process prior

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Geostatistics (86A32)

Related Items (21)

Quantile regression for single-index-coefficient regression models ⋮ The expectation-maximization approach for Bayesian quantile regression ⋮ RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES ⋮ Bayesian inference for conditional copulas using Gaussian process single index models ⋮ Semiparametric quantile estimation for varying coefficient partially linear measurement errors models ⋮ Bayesian tobit quantile regression with penalty ⋮ The single-index support vector regression model to address the problem of high dimensionality ⋮ Bayesian bridge quantile regression ⋮ Bayesian single-index quantile regression for ordinal data ⋮ Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood ⋮ Robust direction identification and variable selection in high dimensional general single-index models ⋮ Bayesian analysis in single-index quantile regression with missing observation ⋮ Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior ⋮ Bayesian inference for quantile autoregressive model with explanatory variables ⋮ Latent single-index models for ordinal data ⋮ Bayesian elastic net single index quantile regression ⋮ A non-iterative posterior sampling algorithm for linear quantile regression model ⋮ Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach ⋮ Bayesian quantile regression for partially linear additive models ⋮ Bayesian Tobit quantile regression with single-index models ⋮ New estimation for heteroscedastic single-index measurement error models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation and testing for partially linear single-index models
• Single-index quantile regression
• Estimation for a partial-linear single-index model
• Bayesian estimation and variable selection for single index models
• Optimal smoothing in single-index models
• Simultaneous linear quantile regression: a semiparametric Bayesian approach
• The Bayesian elastic net
• Inference with normal-gamma prior distributions in regression problems
• Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
• Calibration and empirical Bayes variable selection
• A Gaussian process regression approach to a single-index model
• Noncrossing quantile regression curve estimation
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• Bayesian Semiparametric Modelling in Quantile Regression
• The horseshoe estimator for sparse signals
• The Bayesian Lasso
• Partially Collapsed Gibbs Samplers
• Bayesian lasso regression
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Bayesian quantile regression for longitudinal data models
• Gibbs sampling methods for Bayesian quantile regression
• Bayesian quantile regression

This page was built for publication: Bayesian quantile regression for single-index models