Bayesian quantile regression
From MaRDI portal
Recommendations
Cites work
- Bivariate Quantile Smoothing Splines
- Goodness of Fit and Related Inference Processes for Quantile Regression
- scientific article; zbMATH DE number 1494963 (Why is no real title available?)
- scientific article; zbMATH DE number 849920 (Why is no real title available?)
- Local Linear Quantile Regression
- Regression Quantiles
- Robust Statistics
Cited in
(only showing first 100 items - show all)- Nonparametric Bayesian modelling using skewed Dirichlet processes
- Linear quantile mixed models
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
- A semiparametric Bayesian approach for joint-quantile regression with clustered data
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
- Bayesian quantile regression using random B-spline series prior
- Bayesian model selection in ordinal quantile regression
- The expectation-maximization approach for Bayesian quantile regression
- Bayesian analysis of two-piece location-scale models under reference priors with partial information
- Bayesian quantile regression using the skew exponential power distribution
- Bayesian non-parametric simultaneous quantile regression for complete and grid data
- Bayesian analysis of penalized quantile regression for longitudinal data
- Quantile regression for overdispersed count data: a hierarchical method
- An effective method to reduce the computational complexity of composite quantile regression
- Bayesian regularisation in geoadditive expectile regression
- The biokinetic spectrum for temperature and optimal Darwinian fitness
- Simultaneous fitting of Bayesian penalised quantile splines
- Quantile regression for linear models with autoregressive errors using EM algorithm
- Retirement consumption puzzle in Malaysia: evidence from Bayesian quantile regression model
- Variational message passing for elaborate response regression models
- Bayesian analysis of dynamic panel data by penalized quantile regression
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Conjugate priors and variable selection for Bayesian quantile regression
- Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution
- Smooth transition quantile capital asset pricing models with heteroscedasticity
- Bayesian quantile regression for parametric nonlinear mixed effects models
- Prediction in several conventional contexts
- A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
- A Bayesian approach for quantile optimization problems with high-dimensional uncertainty sources
- Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings
- Bayesian multivariate quantile regression using dependent Dirichlet process prior
- Logistic quantile regression for bounded outcomes using a family of heavy-tailed distributions
- Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
- Identifying main effects and interactions among exposures using Gaussian processes
- Joint mixture quantile regressions and time-to-event analysis
- Median regression models for clustered, interval-censored survival data -- an application to prostate surgery study
- Markov switching quantile regression models with time-varying transition probabilities
- Modeling tail risks of inflation using unobserved component quantile regressions
- A quantile regression perspective on external preference mapping
- Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula
- Bayesian variable selection and estimation in quantile regression using a quantile-specific prior
- Spatial distribution of the earthquake in mainland China
- Estimating shape parameters of piecewise linear-quadratic problems
- Bayesian nonparametric quantile mixed-effects models via regularization using Gaussian process priors
- Earthquake parametric insurance with Bayesian spatial quantile regression
- Quantile hidden semi-Markov models for multivariate time series
- A joint quantile regression model for multiple longitudinal outcomes
- Function-on-scalar quantile regression with application to mass spectrometry proteomics data
- Baseline drift estimation for air quality data using quantile trend filtering
- Noncrossing structured additive multiple-output Bayesian quantile regression models
- Incorporating side information into robust matrix factorization with Bayesian quantile regression
- Bayesian estimation of Archimedean copula-based SUR quantile models
- Quantile selection in non-linear GMM quantile models
- A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes
- Brq: an R package for Bayesian quantile regression
- Dynamic quantile linear models: a Bayesian approach
- Bayesian quantile regression with mixed discrete and nonignorable missing covariates
- Quantile regression neural networks: a Bayesian approach
- A discrete density approach to Bayesian quantile and expectile regression with discrete responses
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity
- Bayesian Lasso binary quantile regression
- Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
- Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
- Quantile stochastic frontiers
- Bayesian bridge-randomized penalized quantile regression
- Robust Bayesian small area estimation based on quantile regression
- Quantile regression-based Bayesian joint modeling analysis of longitudinal-survival data, with application to an AIDS cohort study
- Bayesian nonlinear quantile regression approach for longitudinal ordinal data
- Measuring contagion of subprime crisis based on MVMQ-CAViaR method
- Bayesian quantile regression with approximate likelihood
- Bayesian empirical likelihood estimation of quantile structural equation models
- On the \(L_p\)-quantiles for the Student \(t\) distribution
- Quantile regression with group Lasso for classification
- Bayesian analysis of quantile regression for censored dynamic panel data
- Spatial quantile multiple regression using the asymmetric Laplace process
- Bayesian joint-quantile regression
- Nonparametric C- and D-vine-based quantile regression
- Turán problems for \(k\)-geodetic digraphs
- Markov-switching quantile autoregression: a Gibbs sampling approach
- Bayesian empirical likelihood of quantile regression with missing observations
- Bayesian tail risk interdependence using quantile regression
- On posterior concentration in misspecified models
- Bayesian analysis of a Tobit quantile regression model
- Estimation of non-crossing quantile regression curves
- A quantile survival model for censored data
- Quantile regression with a change-point model for longitudinal data: an application to the study of cognitive changes in preclinical Alzheimer's disease
- Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
- Bayesian quantile regression for censored data
- Quantile regression via the EM algorithm
- Bayesian regularized regression based on composite quantile method
- On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood
- Modeling adverse birth outcomes via confirmatory factor quantile regression
- Linear quantile regression based on EM algorithm
- Quantile regression models with factor‐augmented predictors and information criterion
- Bayesian latent variable models for median regression on multiple outcomes
- Estimation of linear composite quantile regression using EM algorithm
- Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
- Bayesian variable selection in binary quantile regression
- Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression
This page was built for publication: Bayesian quantile regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5953887)
