Bayesian bridge-randomized penalized quantile regression

DOI10.1016/J.CSDA.2019.106876zbMATH Open1504.62056OpenAlexW2981937801MaRDI QIDQ2291307FDOQ2291307

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

Recommendations

• Bayesian regularized quantile regression
• Bayesian analysis of penalized quantile regression for longitudinal data
• Bayesian regularized regression based on composite quantile method
• Bayesian composite quantile regression
• Bayesian quantile regression

zbMATH Keywords

quantile regressionhierarchical modelregularization methodMCMC methodsbridge-randomized penalty

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Title not available (Why is that?)
• Regression Quantiles
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Quantile regression.
• The Bayesian Lasso
• Bayesian spatial quantile regression
• Gibbs sampling methods for Bayesian quantile regression
• Regularization and Variable Selection Via the Elastic Net
• Bayesian quantile regression
• Asymptotics for Lasso-type estimators.
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Quantile regression. Theory and applications
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Composite quantile regression and the oracle model selection theory
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• An interior point algorithm for nonlinear quantile regression
• L 1/2 regularization
• Nonparametric estimation of mean residual quantile function under right censoring
• Oracle model selection for nonlinear models based on weighted composite quantile regression
• Bayesian tobit quantile regression with penalty
• Bayesian Tobit quantile regression with single-index models
• Bayesian analysis of quantile regression for censored dynamic panel data
• Linear quantile regression based on EM algorithm
• Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
• Weighted composite quantile regression estimation of DTARCH models
• Acknowledgement of Priority: the Generalized Normal Distribution
• Bayesian bridge regression
• The Bayesian Bridge
• The Bernstein polynomial estimator of a smooth quantile function
• Bayesian adaptive Lasso quantile regression
• Multivariate quantile function models
• Composite quantile regression for correlated data
• Quantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariate
• Bayesian bridge quantile regression

Cited In (6)

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

This page was built for publication: Bayesian bridge-randomized penalized quantile regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2291307)