Bayesian non-parametric simultaneous quantile regression for complete and grid data

DOI10.1016/j.csda.2018.04.007zbMath1469.62051arXiv1612.00111OpenAlexW2560781390MaRDI QIDQ1663119

Priyam Das, Subhashis Ghosal

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.00111

zbMATH Keywords

black-box optimizationnonparametric quantile regressionB-spline priorblock Metropolis-HastingsNorth Atlantic hurricane dataUS household income data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Related Items (7)

Semiparametric quantile regression using family of quantile-based asymmetric densities ⋮ Bayesian nonparametric quantile process regression and estimation of marginal quantile effects ⋮ Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification ⋮ Robust estimation and regression with parametric quantile functions ⋮ Bayesian multivariate quantile regression using dependent Dirichlet process prior ⋮ Recursive modified pattern search on high-dimensional simplex: a blackbox optimization technique ⋮ Parametric modeling of quantile regression coefficient functions with count data

Uses Software

• quantreg
• DPpackage

Cites Work

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