Bayesian bridge-randomized penalized quantile regression

DOI10.1016/J.CSDA.2019.106876MaRDI QIDQ2291307zbMATHOpenAlexFDO

Authors Yuzhu Tian, Xin-Yuan Song

Publication date 30 January 2020

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

Full work available at URL https://doi.org/10.1016/j.csda.2019.106876

zbMATH Keywords

quantile regressionhierarchical modelregularization methodMCMC methodsbridge-randomized penalty

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cites work

• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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Cited in

(8)

• Bayesian quantile semiparametric mixed-effects double regression models
• Brq: an R package for Bayesian quantile regression
• Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
• A generalized bridge regression in fuzzy environment and its numerical solution by a capable recurrent neural network
• Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
• Deterministic bridge regression for compressive classification
• Regularized Bayesian quantile regression

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