Model selection in quantile regression models

DOI10.1080/02664763.2014.959905MaRDI QIDQ5130158zbMATH OpenOpenAlexFDO

Authors Rahim Alhamzawi

Publication date 4 November 2020

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

Full work available at URL https://doi.org/10.1080/02664763.2014.959905

zbMATH Keywords

Bayesian quantile regressionbinaryLassoscale mixture of normals

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Bayesian adaptive Lasso quantile regression
• Bayesian analysis of a Tobit quantile regression model
• Bayesian Lasso binary quantile regression
• Bayesian quantile regression
• Bayesian quantile regression for longitudinal studies with nonignorable missing data
• Bayesian regularized quantile regression
• Bayesian spatial quantile regression
• Bayesian variable selection in quantile regression
• Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
• Censored regression quantiles
• Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
• Fixed and Random Effects Selection in Linear and Logistic Models
• Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
• Gibbs sampling methods for Bayesian quantile regression
• Goodness of Fit and Related Inference Processes for Quantile Regression
• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Inference with normal-gamma prior distributions in regression problems
• Maximum score estimation of the stochastic utility model of choice
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• Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• Quantile regression.
• Quasi-maximum likelihood estimation for conditional quantiles
• Random Effects Selection in Linear Mixed Models
• Regression Quantiles
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Structuring shrinkage: some correlated priors for regression
• The Bayesian Lasso
• Unified LASSO Estimation by Least Squares Approximation
• Variable selection in quantile regression
• Variable selection in quantile regression via Gibbs sampling

Cited in

(15)

• Regularized simultaneous model selection in multiple quantiles regression
• The quantile probability model
• Block average quantile regression for massive dataset
• Brq: an R package for Bayesian quantile regression
• Bayesian Lasso binary quantile regression
• Screening and selection for quantile regression using an alternative measure of variable importance
• Assessing model adequacy in possibly misspecified quantile regression
• A new model selection procedure based on dynamic quantile regression
• scientific article; zbMATH DE number 7219003 (Why is no real title available?)
• Regularized Bayesian quantile regression
• Subset selection in quantile regression analysis via alternative Bayesian information criteria and heuristic optimization
• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• Bayesian reciprocal LASSO quantile regression
• Bayesian tobit quantile regression with penalty
• Bayesian bridge quantile regression

Describes a project that uses

Uses Software

• R
• Mcmcpack
• bayesQR
• quantreg
• Brq

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