A Bayesian Approach to Multiple-Output Quantile Regression
From MaRDI portal
Publication:6185570
DOI10.1080/01621459.2022.2075369arXiv1909.02623OpenAlexW2972239741MaRDI QIDQ6185570
Publication date: 8 January 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.02623
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood
- Vector quantile regression: an optimal transport approach
- Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
- Bayesian quantile regression for ordinal models
- Some intriguing properties of Tukey's half-space depth
- A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Bayesian nonparametric quantile regression using splines
- An MCMC approach to classical estimation.
- Slice sampling. (With discussions and rejoinder)
- Likelihood-free Bayesian estimation of multivariate quantile distributions
- The Bernstein-von Mises theorem under misspecification
- Bayesian multivariate quantile regression using dependent Dirichlet process prior
- Noncrossing structured additive multiple-output Bayesian quantile regression models
- Bayesian quantile regression with approximate likelihood
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- Monte Carlo strategies in scientific computing.
- Local bilinear multiple-output quantile/depth regression
- Bayesian regularized quantile regression
- Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix
- On a Geometric Notion of Quantiles for Multivariate Data
- Bayesian Semiparametric Modelling in Quantile Regression
- An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts
- The Calculation of Posterior Distributions by Data Augmentation
- Regression Quantiles
- Quantile functions for multivariate analysis: approaches and applications
- Bayesian adaptive Lasso quantile regression
- Bayesian bivariate quantile regression
- Gibbs sampling methods for Bayesian quantile regression
- A Bayesian Nonparametric Approach to Inference for Quantile Regression
- Monte Carlo sampling methods using Markov chains and their applications
- The depth function of a population distribution.
- Bayesian quantile regression
- Discussion
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
This page was built for publication: A Bayesian Approach to Multiple-Output Quantile Regression