Bayesian variable selection in binary quantile regression

DOI10.1016/J.SPL.2016.07.001MaRDI QIDQ312122zbMATHOpenAlexFDO

Authors Man-Suk Oh, Eun Sug Park, Beong-Soo So

Publication date 13 September 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.07.001

zbMATH Keywords

Markov chain Monte Carloquantile regressionBayes factorBayesian model selection

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cites work

• A Bayesian nonparametric approach to inference for quantile regression
• Approximate Posterior Distributions
• Bayesian analysis of a Tobit quantile regression model
• Bayesian constrained variable selection
• Bayesian quantile regression
• Bayesian regularized quantile regression
• Bayesian semiparametric modelling in quantile regression
• Bayesian variable selection in quantile regression
• Bayesian variable selection in quantile regression using the Savage-Dickey density ratio
• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
• Gibbs sampling methods for Bayesian quantile regression
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Likelihood-free Bayesian estimation of multivariate quantile distributions
• Model selection in binary and Tobit quantile regression using the Gibbs sampler
• On resolving the Savage-Dickey paradox
• Regression Quantiles
• Sampling-Based Approaches to Calculating Marginal Densities
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
• The Weighted Likelihood Ratio, Sharp Hypotheses about Chances, the Order of a Markov Chain
• Variable selection in quantile regression via Gibbs sampling

Cited in

(25)

• Bayesian model selection in ordinal quantile regression
• Bayesian binary quantile regression for the analysis of bachelor-to-master transition
• Fast Bayesian variable screenings for binary response regressions with small sample size
• Bayesian regularized regression based on composite quantile method
• Bayesian variable selection in Poisson change-point regression analysis
• Binary quantile regression and variable selection: a new approach
• Bayesian constrained variable selection
• Quantile regression with group Lasso for classification
• Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index
• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• Variable selection method based on EM algorithm in Beta regression model
• Bayesian variable selection in quantile regression using the Savage-Dickey density ratio
• Screening and selection for quantile regression using an alternative measure of variable importance
• Credit evaluation of listed company via binary quantile regression approach
• Conjugate priors and variable selection for Bayesian quantile regression
• Model selection in binary and Tobit quantile regression using the Gibbs sampler
• Bayesian variable selection for median regression
• Bayesian Lasso binary quantile regression
• Variable selection in quantile regression via Gibbs sampling
• Quantile regression for binary performance indicators
• Bayesian variable selection and estimation in quantile regression using a quantile-specific prior
• Bayesian variable selection in quantile regression
• Bayesian variable selection and estimation in maximum entropy quantile regression
• Variable selection for multivariate logistic regression models
• Subset selection in quantile regression analysis via alternative Bayesian information criteria and heuristic optimization

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