Bayesian quantile regression with mixed discrete and nonignorable missing covariates
DOI10.1214/19-BA1165zbMATH Open1459.62062WikidataQ127678726 ScholiaQ127678726MaRDI QIDQ2226698FDOQ2226698
Authors: Zhiqiang Wang, N. S. Tang
Publication date: 9 February 2021
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1560909811
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variable selectionBayesian analysisquantile regressionlocal influence analysisnon-ignorable missing data
Nonparametric regression and quantile regression (62G08) Diagnostics, and linear inference and regression (62J20) Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Missing data (62D10)
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Cited In (7)
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Quantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariate
- Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
- Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data
- Bayesian empirical likelihood of quantile regression with missing observations
- Variational inference on a Bayesian adaptive lasso Tobit quantile regression model
- Variational Bayesian partially linear mean shift models for high-dimensional Alzheimer's disease neuroimaging data
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