Bayesian bivariate quantile regression

DOI10.1177/1471082X14551247OpenAlexW2075078588MaRDI QIDQ4971420

Thomas Kneib, Elisabeth Waldmann

Publication date: 12 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1471082x14551247

zbMATH Keywords

Markov chain Monte Carlo simulationsBayesian quantile regressionseemingly unrelated regressionstructured additive regression

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (8)

A joint quantile regression model for multiple longitudinal outcomes ⋮ Multivariate effect priors in bivariate semiparametric recursive Gaussian models ⋮ A Bayesian Approach to Multiple-Output Quantile Regression ⋮ Bayesian estimation of Archimedean copula-based SUR quantile models ⋮ A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data ⋮ Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress ⋮ Bayesian multivariate quantile regression using dependent Dirichlet process prior ⋮ Bayesian analysis of semiparametric Bernstein polynomial regression models for data with sample selection

Uses Software

• R
• BayesX

Cites Work

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• EFFICIENT SEMIPARAMETRIC SEEMINGLY UNRELATED QUANTILE REGRESSION ESTIMATION
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Bayesian quantile regression

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