Bayesian elastic net single index quantile regression

DOI10.1080/02664763.2016.1189515MaRDI QIDQ5138583zbMATH OpenOpenAlexFDO

Authors Taha Alshaybawee, Habshah Midi, Rahim Alhamzawi

Publication date 4 December 2020

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

Full work available at URL https://doi.org/10.1080/02664763.2016.1189515

zbMATH Keywords

Bayesian quantile regressionelastic netGibbs samplerprior distributionsingle index model

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A Gaussian process regression approach to a single-index model
• Bayesian adaptive Lasso quantile regression
• Bayesian elastic net Tobit quantile regression
• Bayesian Lasso binary quantile regression
• Bayesian Lasso-mixed quantile regression
• Bayesian quantile regression for single-index models
• Bayesian regularized quantile regression
• Bayesian Tobit quantile regression with single-index models
• Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
• Gibbs sampling methods for Bayesian quantile regression
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Model selection and estimation in the Gaussian graphical model
• Monte Carlo strategies in scientific computing.
• Optimal rates of convergence for nonparametric estimators
• Optimal smoothing in single-index models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Regularization and Variable Selection Via the Elastic Net
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Single-index quantile regression
• Sparsity and Smoothness Via the Fused Lasso
• The Adaptive Lasso and Its Oracle Properties
• The Bayesian elastic net
• The Bayesian Lasso
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(10)

• Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models
• scientific article; zbMATH DE number 2148835 (Why is no real title available?)
• The Bayesian elastic net regression
• Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline
• An elastic-net penalized expectile regression with applications
• Bayesian elastic net based on empirical likelihood
• Bayesian analysis in single-index quantile regression with missing observation
• Flexible Bayesian quantile regression based on the generalized asymmetric Huberised-type distribution
• Safe Bayes for single index quantile regression estimation and variable selection
• Bayesian quantile regression for single-index models

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