Gibbs sampler algorithm of Bayesian weighted composite quantile regression

DOI10.3969/J.ISSN.1001-4268.2019.02.006MaRDI QIDQ5198290zbMATH OpenFDO

Authors Liyong Wang, Xinqian Wu, Yuzhu Tian, Maozai Tian

Publication date 2 October 2019

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2019.02.006

zbMATH Keywords

Gibbs samplerhierarchical modelMarkov chain Monte Carlo algorithmposterior inferencequantile regression

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cited in

(5)

• A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data
• Bayesian LASSO-regularized weighted composite quantile regression
• Bayesian composite quantile regression
• Gibbs sampling methods for Bayesian quantile regression
• Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors

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