Bayesian elastic net Tobit quantile regression

DOI10.1080/03610918.2014.904341MaRDI QIDQ2821007zbMATH OpenOpenAlexFDO

Authors Rahim Alhamzawi

Publication date 16 September 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2014.904341

zbMATH Keywords

elastic netprior distributionBayesian quantile regressionTobit quantile regression

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

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• Bayesian analysis of a Tobit quantile regression model
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Cites work

• scientific article; zbMATH DE number 194933 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• Adaptive Rejection Sampling for Gibbs Sampling
• Bayesian analysis of a Tobit quantile regression model
• Bayesian quantile regression for longitudinal studies with nonignorable missing data
• Bayesian regularized quantile regression
• Censored regression quantiles
• Conjugate priors and variable selection for Bayesian quantile regression
• Estimating the dimension of a model
• Fixed and Random Effects Selection in Linear and Logistic Models
• Gibbs sampling methods for Bayesian quantile regression
• Inference with normal-gamma prior distributions in regression problems
• Least angle regression. (With discussion)
• Model selection in binary and Tobit quantile regression using the Gibbs sampler
• On the adaptive elastic net with a diverging number of parameters
• Regression Quantiles
• Regularization and Variable Selection Via the Elastic Net
• The Adaptive Lasso and Its Oracle Properties
• The Bayesian Lasso
• Unified LASSO Estimation by Least Squares Approximation
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(18)

• The Bayesian elastic net regression
• Bayesian elastic net single index quantile regression
• Type I Tobit Bayesian additive regression trees for censored outcome regression
• Bayesian tobit quantile regression with penalty
• Bayesian analysis of a Tobit quantile regression model
• Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline
• Bayesian Tobit quantile regression with single-index models
• Bayesian elastic net based on empirical likelihood
• Bayesian endogenous Tobit quantile regression
• Bayesian quantile regression analysis for continuous data with a discrete component at zero
• Variable selection and subgroup analysis for high-dimensional censored data
• Bayesian Tobit quantile regression using \(g\)-prior distribution with ridge parameter
• Bayesian composite tobit quantile regression
• Bayesian quantile regression using the skew exponential power distribution
• Elastic net regression with the value of the \(L_2\) penalty parameter associated with Bayesian analysis
• Sampling Lasso quantile regression for large-scale data
• Bayesian estimation of partial functional Tobit censored quantile regression model
• Gibbs sampling method for the Bayesian adaptive elastic net

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