Bayesian regularized regression based on composite quantile method

DOI10.1007/S10255-016-0579-4zbMATH Open1343.62030OpenAlexW2344363672MaRDI QIDQ287904FDOQ287904

Authors: Weihua Zhao, Riquan Zhang, Ya-zhao Lü, Jicai Liu 

Publication date: 23 May 2016

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-016-0579-4

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zbMATH Keywords

Lassovariable selectionGibbs samplercomposite quantile regressionadaptive Lasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Least angle regression. (With discussion)
• Regression Quantiles
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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• Quantile regression.
• The Bayesian Lasso
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Gibbs sampling methods for Bayesian quantile regression
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• Bayesian quantile regression
• Hedonic housing prices and the demand for clean air
• Asymptotics for Lasso-type estimators.
• Adaptive Rejection Sampling for Gibbs Sampling
• Bayesian regularized quantile regression
• Title not available (Why is that?)
• Composite quantile regression and the oracle model selection theory
• Bayesian lasso regression
• Penalized regression, standard errors, and Bayesian Lassos
• Variable selection in quantile regression

Cited In (4)

• Bayesian regularized quantile regression
• Regularization in regression: comparing Bayesian and frequentist methods in a poorly informative situation
• Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
• Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions

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