The expectation-maximization approach for Bayesian quantile regression

DOI10.1016/j.csda.2015.11.005zbMath1468.62235OpenAlexW2189568374MaRDI QIDQ1659461

Heng Lian, Kaifeng Zhao

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.11.005

zbMATH Keywords

model selectionquantile regressionBayesian inferenceexpectation-maximization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Related Items

The expectation-maximization approach for Bayesian additive Cox regression with current status data, Using the EM algorithm for Bayesian variable selection in logistic regression models with related covariates, Markov switching quantile regression models with time-varying transition probabilities

Uses Software

• EMVS

Cites Work

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