Bayesian quantile regression using the skew exponential power distribution
From MaRDI portal
(Redirected from Publication:1663095)
Recommendations
Cites work
- scientific article; zbMATH DE number 1614382 (Why is no real title available?)
- scientific article; zbMATH DE number 3426675 (Why is no real title available?)
- scientific article; zbMATH DE number 1085998 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- M-quantiles
- A generalized class of skew distributions and associated robust quantile regression models
- A practical guide to splines.
- A statistical perspective on ill-posed inverse problems (with discussion)
- An adaptive Metropolis algorithm
- Asymmetric Least Squares Estimation and Testing
- Automatic Bayesian Curve Fitting
- Bayesian Semiparametric Median Regression Modeling
- Bayesian Tobit quantile regression using \(g\)-prior distribution with ridge parameter
- Bayesian adaptive Lasso quantile regression
- Bayesian analysis of a Tobit quantile regression model
- Bayesian analysis of some models that use the asymmetric exponential power distribution
- Bayesian binary quantile regression for the analysis of bachelor-to-master transition
- Bayesian elastic net Tobit quantile regression
- Bayesian empirical likelihood for quantile regression
- Bayesian endogenous Tobit quantile regression
- Bayesian inference for additive mixed quantile regression models
- Bayesian lasso regression
- Bayesian model selection based on proper scoring rules
- Bayesian nonparametric quantile regression using splines
- Bayesian quantile regression
- Bayesian quantile regression for partially linear additive models
- Bayesian regularized quantile regression
- Bayesian semiparametric modelling in quantile regression
- Bayesian spatial quantile regression
- Bayesian tail risk interdependence using quantile regression
- Bayesian variable selection in quantile regression
- Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
- Fast Computation of Fully Automated Log-Density and Log-Hazard Estimators
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Gaussian Markov Random Fields
- Generalized additive models
- Generalized quantiles as risk measures
- Generalized structured additive regression based on Bayesian P-splines
- Geoadditive Models
- 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
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection in binary and Tobit quantile regression using the Gibbs sampler
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- On Bayesian Modeling of Fat Tails and Skewness
- On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood
- On scale mixtures of normal distributions
- On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
- On the \(L_p\)-quantiles for the Student \(t\) distribution
- On the ergodicity properties of some adaptive MCMC algorithms
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
- Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Probabilistic Forecasts, Calibration and Sharpness
- Properties and estimation of asymmetric exponential power distribution
- Quantile regression.
- Regression Quantiles
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles
- Spatial quantile multiple regression using the asymmetric Laplace process
- The Bayesian Lasso
- The Group Lasso for Logistic Regression
- The extended exponential power distribution and Bayesian robustness.
- Variable selection in quantile regression via Gibbs sampling
Cited in
(11)- Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
- Hidden semi-Markov-switching quantile regression for time series
- Flexible Bayesian quantile regression based on the generalized asymmetric Huberised-type distribution
- Bayesian time-varying quantile regression on exceedance
- Power prior elicitation in Bayesian quantile regression
- M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality
- Analysis of skewed data by using compound Poisson exponential distribution with applications to insurance claims
- Loss-based approach to two-piece location-scale distributions with applications to dependent data
- Bayesian analysis of some models that use the asymmetric exponential power distribution
- Two-part quantile regression models for semi-continuous longitudinal data: a finite mixture approach
- Bayesian composite \(L^p\)-quantile regression
This page was built for publication: Bayesian quantile regression using the skew exponential power distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1663095)
