Model selection in quantile regression models

DOI10.1080/02664763.2014.959905OpenAlexW2045829475MaRDI QIDQ5130158

Rahim Alhamzawi

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.959905

zbMATH Keywords

binaryscale mixture of normalsLassoBayesian quantile regression

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Bayesian reciprocal LASSO quantile regression ⋮ Regularized Bayesian quantile regression ⋮ Bayesian tobit quantile regression with penalty ⋮ Bayesian bridge quantile regression ⋮ Block average quantile regression for massive dataset

Uses Software

• R
• quantreg
• Mcmcpack
• bayesQR
• Brq

Cites Work

• Quasi-maximum likelihood estimation for conditional quantiles
• Bayesian analysis of a Tobit quantile regression model
• Model selection in binary and Tobit quantile regression using the Gibbs sampler
• Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
• Bayesian variable selection in quantile regression
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Censored regression quantiles
• Maximum score estimation of the stochastic utility model of choice
• Bayesian Lasso binary quantile regression
• Inference with normal-gamma prior distributions in regression problems
• Bayesian regularized quantile regression
• Structuring shrinkage: some correlated priors for regression
• Random Effects Selection in Linear Mixed Models
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• Bayesian Quantile Regression for Longitudinal Studies with Nonignorable Missing Data
• Unified LASSO Estimation by Least Squares Approximation
• The Bayesian Lasso
• Regression Quantiles
• Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
• Bayesian adaptive Lasso quantile regression
• Variable selection in quantile regression via Gibbs sampling
• Bayesian Spatial Quantile Regression
• Gibbs sampling methods for Bayesian quantile regression
• Fixed and Random Effects Selection in Linear and Logistic Models
• Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
• Bayesian quantile regression
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