On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood

DOI10.1007/S13171-015-0079-2zbMATH Open1341.62206OpenAlexW2211149865MaRDI QIDQ288264FDOQ288264

Pulak Ghosh, Karthik Sriram, R. V. Ramamoorthi

Publication date: 25 May 2016

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-015-0079-2

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zbMATH Keywords

pseudo-likelihoodasymmetric Laplace densityBayesian quantile regression

Mathematics Subject Classification ID

General nonlinear regression (62J02) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• Regression Quantiles
• Quantile and Probability Curves Without Crossing
• Non-Crossing Non-Parametric Estimates of Quantile Curves
• Bayesian Spatial Quantile Regression
• A Bayesian Nonparametric Approach to Inference for Quantile Regression
• Bayesian quantile regression
• Convergence rates of posterior distributions for non iid observations
• Simultaneous linear quantile regression: a semiparametric Bayesian approach
• Bayesian empirical likelihood for quantile regression
• Bayesian inference for additive mixed quantile regression models
• Composite quantile regression and the oracle model selection theory
• Bayesian nonparametrics
• The Bernstein-von Mises theorem under misspecification
• On posterior concentration in misspecified models
• Stepwise multiple quantile regression estimation using non-crossing constraints
• Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
• Title not available (Why is that?)
• Approximate Bayesian inference for quantiles
• A note on L-estimates for linear models
• Posterior consistency of Gaussian process prior for nonparametric binary regression

Cited In (7)

• Bayesian joint-quantile regression
• A composite Bayesian approach for quantile curve fitting with non-crossing constraints
• Estimation of linear composite quantile regression using EM algorithm
• Bayesian multiple quantile regression for linear models using a score likelihood
• A Bayesian Approach to Multiple-Output Quantile Regression
• Bayesian quantile regression using the skew exponential power distribution
• A Gaussian pseudolikelihood approach for quantile regression with repeated measurements

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