Simultaneous linear quantile regression: a semiparametric Bayesian approach

DOI10.1214/12-BA702MaRDI QIDQ2633899zbMATH OpenOpenAlexFDO

Authors Joseph B. Kadane, Surya T. Tokdar

Publication date 5 February 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1339616725

zbMATH Keywords

Bayesian inferenceBayesian nonparametric modelsGaussian processesjoint quantile modellinear quantile regressionmonotone curves

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08)

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Cited in

(40)

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• A semiparametric Bayesian approach for joint-quantile regression with clustered data
• Bayesian quantile regression using random B-spline series prior
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• Bayesian multivariate quantile regression using dependent Dirichlet process prior
• Parametric modeling of quantile regression coefficient functions with count data
• Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
• Robust Bayesian small area estimation based on quantile regression
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• Selecting between causal and noncausal models with quantile autoregressions
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• On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood
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• Multilevel quantile function modeling with application to birth outcomes
• A non-iterative posterior sampling algorithm for linear quantile regression model
• Bayesian single-index quantile regression for ordinal data
• Bayesian non-crossing quantile regression for regularly varying distributions
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
• Smooth density spatial quantile regression
• Discussion of ``Statistical modeling of spatial extremes by A. C. Davison, S. A. Padoan and M. Ribatet
• Quantile regression for count data: jittering versus regression coefficients modelling in the analysis of credits earned by university students after remote teaching
• Constructing Flexible, Identifiable and Interpretable Statistical Models for Binary Data
• Bayesian nonparametric quantile process regression and estimation of marginal quantile effects
• A Bayesian variable selection approach to longitudinal quantile regression
• Spatial quantile autoregression for season within year daily maximum temperature data
• Nonparametric quantile regression for time series with replicated observations and its application to climate data
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• A Bayesian Quantile Time Series Model for Asset Returns
• Parametric estimation of non-crossing quantile functions
• Spatiotemporal dynamic quantile regression models with applications to particulate matter concentration data
• Bayesian quantile regression with subset selection: a decision analysis perspective
• Simplex quantile regression without crossing
• Quantile regression: a review of methodological advances in linear, Bayesian, panel data, and measurement error models
• A new family of error distributions for Bayesian quantile regression
• Bayesian quantile estimation and regression with martingale posteriors
• Semiparametric quantile regression using family of quantile-based asymmetric densities
• Bayesian quantile regression for single-index models

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