A non-iterative posterior sampling algorithm for linear quantile regression model

DOI10.1080/03610918.2016.1183780zbMATH Open1388.62117OpenAlexW2396416293MaRDI QIDQ4638786FDOQ4638786

Authors: Fengkai Yang, Haijing Yuan 

Publication date: 30 April 2018

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1183780

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zbMATH Keywords

EM algorithmquantile regressionGibbs samplingasymmetric Laplace distributioninverse Bayes formulae

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Cites Work

• Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
• Regression Quantiles
• Quantile regression.
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Gibbs sampling methods for Bayesian quantile regression
• Bayesian quantile regression
• A Three-Parameter Asymmetric Laplace Distribution and Its Extension
• Bayesian quantile regression for single-index models
• Bayesian analysis of a Tobit quantile regression model
• Quantile regression via the EM algorithm
• Linear quantile regression based on EM algorithm
• Model selection in binary and Tobit quantile regression using the Gibbs sampler
• Variable selection in quantile regression via Gibbs sampling
• Bayesian hypothesis testing in latent variable models
• A new approach to Bayesian hypothesis testing
• Bayesian Missing Data Problems
• Gibbs Sampling
• Bayesian quantile regression for longitudinal data models
• A Bayesian chi-squared test for hypothesis testing
• Title not available (Why is that?)
• A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions
• A non-iterative posterior sampling algorithm for Laplace linear regression model

Cited In (2)

• A non-iterative posterior sampling algorithm for Laplace linear regression model
• Title not available (Why is that?)

Uses Software

• R
• ALDqr

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