Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures

DOI10.1080/10485252.2015.1124877MaRDI QIDQ2811275zbMATH OpenOpenAlexFDO

Authors Seongil Jo, Taeyoung Roh, Taeryon Choi

Publication date 10 June 2016

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2015.1124877

zbMATH Keywords

Markov chain Monte Carlovariable selectionasymmetric Laplaceshrinkage priorsDirichlet process mixturesmodel comparisoncosine basis

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(6)

• Bayesian semiparametric modelling in quantile regression
• A Bayesian nonparametric approach to inference for quantile regression
• Flexible Bayesian quantile curve fitting with shape restrictions under the Dirichlet process mixture of the generalized asymmetric Laplace distribution
• Bayesian quantile regression for partially linear additive models
• Bayesian multivariate quantile regression using dependent Dirichlet process prior
• Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions

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