Bayesian regularized regression based on composite quantile method

DOI10.1007/S10255-016-0579-4MaRDI QIDQ287904zbMATHOpenAlexFDO

Authors Weihua Zhao, Riquan Zhang, Ya-zhao Lü, Jicai Liu

Publication date 23 May 2016

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-016-0579-4

zbMATH Keywords

Lassovariable selectionGibbs samplercomposite quantile regressionadaptive Lasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

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Cites work

• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Adaptive Rejection Sampling for Gibbs Sampling
• Asymptotics for Lasso-type estimators.
• Bayesian lasso regression
• Bayesian quantile regression
• Bayesian regularized quantile regression
• Composite quantile regression and the oracle model selection theory
• Gibbs sampling methods for Bayesian quantile regression
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Hedonic housing prices and the demand for clean air
• Least angle regression. (With discussion)
• Model Selection and Estimation in Regression with Grouped Variables
• Penalized regression, standard errors, and Bayesian Lassos
• Quantile regression.
• Regression Quantiles
• Regularization and Variable Selection Via the Elastic Net
• The Adaptive Lasso and Its Oracle Properties
• The Bayesian Lasso
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection in quantile regression

Cited in

(8)

• Bayesian regularized quantile regression
• Bayesian Lasso-mixed quantile regression
• Bayesian LASSO-regularized weighted composite quantile regression
• Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
• Bayesian bridge-randomized penalized quantile regression
• Regularization in regression: comparing Bayesian and frequentist methods in a poorly informative situation
• Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions
• Bayesian composite quantile regression

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