Model selection in binary and Tobit quantile regression using the Gibbs sampler
From MaRDI portal
Publication:433242
DOI10.1016/j.csda.2011.10.003zbMath1243.62033MaRDI QIDQ433242
Yonggang Ji, Nan Lin, Bao-Xue Zhang
Publication date: 13 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.10.003
62G08: Nonparametric regression and quantile regression
62F15: Bayesian inference
65C40: Numerical analysis or methods applied to Markov chains
Related Items
A non-iterative posterior sampling algorithm for linear quantile regression model, Model selection in quantile regression models, Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition, Bayesian composite Tobit quantile regression, Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter, Bayesian analysis for zero-or-one inflated proportion data using quantile regression, Bayesian variable selection in binary quantile regression, Bayesian variable selection in quantile regression using the Savage-Dickey density ratio, Bayesian model selection in ordinal quantile regression, Bayesian quantile regression using the skew exponential power distribution, Conjugate priors and variable selection for Bayesian quantile regression, Noncrossing structured additive multiple-output Bayesian quantile regression models, Quantile regression with group Lasso for classification, Bayesian Elastic Net Tobit Quantile Regression
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Quasi-maximum likelihood estimation for conditional quantiles
- Bayesian analysis of a Tobit quantile regression model
- Quantile pyramids for Bayesian nonparametrics
- Improving the computation of censored quantile regressions
- Regularized simultaneous model selection in multiple quantiles regression
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Censored regression quantiles
- Nonparametric regression using Bayesian variable selection
- Bayes inference in the Tobit censored regression model
- Maximum score estimation of the stochastic utility model of choice
- Semiparametric estimation of a work-trip mode choice model
- An MCMC approach to classical estimation.
- Likelihood-free Bayesian estimation of multivariate quantile distributions
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Bayesian regularized quantile regression
- Flexible Bayesian quantile regression for independent and clustered data
- Bootstrapping Quantile Regression Estimators
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Bayesian Semiparametric Modelling in Quantile Regression
- The Bayesian Lasso
- Bayesian lasso regression
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Regression Quantiles
- Estimation and specification testing in female labor participation models: parametric and semiparametric methods
- Bayesian quantile inference
- Bayesian Semiparametric Median Regression Modeling
- Three-Step Censored Quantile Regression and Extramarital Affairs
- Modeling Regression Error With a Mixture of Polya Trees
- An Alternative Estimator for the Censored Quantile Regression Model
- Goodness of Fit and Related Inference Processes for Quantile Regression
- A Bayesian Semiparametric Accelerated Failure Time Model
- Bayesian Analysis of Binary and Polychotomous Response Data
- Gibbs sampling methods for Bayesian quantile regression
- A Bayesian Nonparametric Approach to Inference for Quantile Regression
- Bayesian quantile regression