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

DOI10.1080/03610918.2016.1183780MaRDI QIDQ4638786zbMATH OpenOpenAlexFDO

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

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)

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• A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions
• Bayesian Missing Data Problems
• Bayesian analysis of a Tobit quantile regression model
• Bayesian hypothesis testing in latent variable models
• Bayesian quantile regression
• Bayesian quantile regression for longitudinal data models
• Bayesian quantile regression for single-index models
• Gibbs Sampling
• Gibbs sampling methods for Bayesian quantile regression
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Linear quantile regression based on EM algorithm
• Model selection in binary and Tobit quantile regression using the Gibbs sampler
• Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
• Quantile regression via the EM algorithm
• Quantile regression.
• Regression Quantiles
• Variable selection in quantile regression via Gibbs sampling

Cited in

(2)

• A non-iterative posterior sampling algorithm for Laplace linear regression model
• scientific article; zbMATH DE number 2015207 (Why is no real title available?)

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