Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
From MaRDI portal
Publication:908012
DOI10.1214/13-BA817zbMath1329.62308OpenAlexW2031972378MaRDI QIDQ908012
R. V. Ramamoorthi, Pulak Ghosh, Karthik Sriram
Publication date: 2 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1369407561
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)
Related Items (42)
Bayesian analysis for quantile smoothing spline ⋮ Bayesian tail risk interdependence using quantile regression ⋮ On posterior concentration in misspecified models ⋮ Bayesian spatial quantile regression for areal count data, with application on substitute care placements in Texas ⋮ Likelihood-based quantile autoregressive distributed lag models and its applications ⋮ A Bayesian Approach to Envelope Quantile Regression ⋮ On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood ⋮ Estimation of linear composite quantile regression using EM algorithm ⋮ Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates ⋮ Bayesian model selection in ordinal quantile regression ⋮ Unnamed Item ⋮ Bayesian quantile regression using the skew exponential power distribution ⋮ Linear Quantile Regression Based on EM Algorithm ⋮ Bayesian tobit quantile regression with penalty ⋮ Gibbs posterior inference on the minimum clinically important difference ⋮ Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models ⋮ Posterior consistency for the spectral density of non‐Gaussian stationary time series ⋮ Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood ⋮ Constructing Flexible, Identifiable and Interpretable Statistical Models for Binary Data ⋮ Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations ⋮ Bayesian inference for quantile autoregressive model with explanatory variables ⋮ A note on Bayes factor consistency in partial linear models ⋮ Rejoinder on: ``Inference and computation with generalized additive models and their extensions ⋮ Noncrossing structured additive multiple-output Bayesian quantile regression models ⋮ A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density ⋮ Spatial quantile autoregression for season within year daily maximum temperature data ⋮ A Bayesian Approach to Multiple-Output Quantile Regression ⋮ Bayesian multiple quantile regression for linear models using a score likelihood ⋮ Bayesian regularisation in geoadditive expectile regression ⋮ Fast Calibrated Additive Quantile Regression ⋮ A class of finite mixture of quantile regressions with its applications ⋮ Bayesian quantile regression analysis for continuous data with a discrete component at zero ⋮ A Bayesian two-part quantile regression model for count data with excess zeros ⋮ Quantile regression neural networks: a Bayesian approach ⋮ A Bayesian approach for quantile optimization problems with high-dimensional uncertainty sources ⋮ Bayesian quantile regression for partially linear additive models ⋮ Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures ⋮ Bayesian analysis for zero-or-one inflated proportion data using quantile regression ⋮ Pyramid Quantile Regression ⋮ Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution ⋮ Quantile regression for nonlinear mixed effects models: a likelihood based perspective ⋮ Comments on: ``Inference and computation with generalized additive models and their extensions
This page was built for publication: Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density