Bayesian semiparametric modelling in quantile regression

DOI10.1111/J.1467-9469.2008.00626.XzbMATH Open1190.62053OpenAlexW2088493922MaRDI QIDQ3552979FDOQ3552979

Authors: Athanasios Kottas, Milovan Krnjajić 

Publication date: 22 April 2010

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2008.00626.x

Recommendations

• Bayesian quantile regression
• Semiparametric Bayesian inference for regression models
• A Bayesian nonparametric approach to inference for quantile regression
• Bayesian quantile regression for partially linear additive models
• Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures

zbMATH Keywords

mixture modelMarkov chain Monte-Carlo

Mathematics Subject Classification ID

Bayesian inference (62F15) Density estimation (62G07) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

• Reappraising Medfly Longevity
• Survival Analysis with Median Regression Models
• Bayesian Density Estimation and Inference Using Mixtures
• Bayesian curve fitting using multivariate normal mixtures
• Model choice: a minimum posterior predictive loss approach
• Bayesian Semiparametric Median Regression Modeling
• Bayesian Clustering and Product Partition Models
• A Bayesian Semiparametric Accelerated Failure Time Model
• An ANOVA Model for Dependent Random Measures
• Bayesian Nonparametric Spatial Modeling With Dirichlet Process Mixing
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• A Bayesian analysis of some nonparametric problems
• Title not available (Why is that?)
• Bayesian survival analysis
• A semiparametric Bayesian model for randomised block designs
• Title not available (Why is that?)
• Ferguson distributions via Polya urn schemes
• Bayesian Semiparametric Regression for Median Residual Life
• Nonparametric Bayes inference for concave distribution functions
• Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
• Approximate Bayesian inference for quantiles
• A nonparametric Bayes method for isotonic regression
• Bayes methods for a symmetric unimodal density and its mode
• Bayesian nonparametric methods for data from a unimodal density
• Bayesian linear regression with error terms that have symmetric unimod al densities

Cited In (81)

• Flexible Bayesian quantile curve fitting with shape restrictions under the Dirichlet process mixture of the generalized asymmetric Laplace distribution
• Discussion
• Type I Tobit Bayesian additive regression trees for censored outcome regression
• Distribution-free inferential models: achieving finite-sample valid probabilistic inference, with emphasis on quantile regression
• Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
• Nonparametric quantile regression for time series with replicated observations and its application to climate data
• Do maternal health problems influence child's worrying status? Evidence from the British cohort study
• Constructing Flexible, Identifiable and Interpretable Statistical Models for Binary Data
• Title not available (Why is that?)
• Analyzing ozone concentration by Bayesian spatio-temporal quantile regression
• Capital asset pricing model through quantile regression: an entropy approach
• Robust quantile regression using a generalized class of skewed distributions
• Semiparametric Bayesian estimation of quantile function for breast cancer survival data with cured fraction
• Quantile regression with multiple proxy variables
• A Bayesian nonparametric approach to inference for quantile regression
• Simultaneous fitting of Bayesian penalised quantile splines
• Bayesian nonparametric quantile regression using splines
• Semiparametric quantile regression using family of quantile-based asymmetric densities
• A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• Bayesian quantile regression using random B-spline series prior
• Bayesian non-parametric simultaneous quantile regression for complete and grid data
• A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data
• Bayesian tail risk interdependence using quantile regression
• Conjugate priors and variable selection for Bayesian quantile regression
• Bayesian quantile regression with mixed discrete and nonignorable missing covariates
• Bayesian quantile regression for parametric nonlinear mixed effects models
• Title not available (Why is that?)
• Bayesian quantile regression for single-index models
• Bayesian quantile regression with approximate likelihood
• Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
• Bayesian empirical likelihood estimation of quantile structural equation models
• Flexible Bayesian quantile regression for independent and clustered data
• Simultaneous linear quantile regression: a semiparametric Bayesian approach
• Bayesian inference in quantile functions
• Estimation and inference in semiparametric quantile factor models
• Nonparametric Bayesian modelling using skewed Dirichlet processes
• Bayesian quantile regression for partially linear additive models
• Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
• Bayesian quantile regression for censored data
• Bayesian semiparametric additive quantile regression
• Robust Bayesian small area estimation based on quantile regression
• Bayesian variable selection in binary quantile regression
• Laplace regression with censored data
• Model selection in binary and Tobit quantile regression using the Gibbs sampler
• Markov-switching quantile autoregression: a Gibbs sampling approach
• Bayesian semiparametric modeling and inference with mixtures of~symmetric distributions
• Bayesian model selection in ordinal quantile regression
• Bayesian Semiparametric Median Regression Modeling
• Spatial distribution of the earthquake in mainland China
• Bayesian multivariate quantile regression using dependent Dirichlet process prior
• Bayesian structured additive quantile regression
• Estimation of non-crossing quantile regression curves
• On model selection in Bayesian regression
• A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
• Bayesian quantile regression for longitudinal data models
• A Bayesian Approach to Multiple-Output Quantile Regression
• Bayesian quantile regression using the skew exponential power distribution
• Earthquake parametric insurance with Bayesian spatial quantile regression
• Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers
• Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
• Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
• Gibbs sampling methods for Bayesian quantile regression
• Comment on: ``Local quantile regression
• Bayesian density regression for count data
• Bayesian quantile regression for hierarchical linear models
• Bayesian regression with heteroscedastic error density and parametric mean function
• Bayesian quantile regression
• Beyond mean regression
• Risk assessment for toxicity experiments with discrete and continuous outcomes: a Bayesian nonparametric approach
• Bayesian empirical likelihood for quantile regression
• Bayesian inference for additive mixed quantile regression models
• Power prior elicitation in Bayesian quantile regression
• Logistic quantile regression for bounded outcomes using a family of heavy-tailed distributions
• Bayesian analysis of quantile regression for censored dynamic panel data
• Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
• Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
• Pyramid Quantile Regression
• Bayesian bridge quantile regression
• Bayesian single-index quantile regression for ordinal data

This page was built for publication: Bayesian semiparametric modelling in quantile regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3552979)