Bayesian semiparametric additive quantile regression
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Publication:4970809
DOI10.1177/1471082X13480650MaRDI QIDQ4970809FDOQ4970809
Authors: Elisabeth Waldmann, Thomas Kneib, Yu Ryan Yue, Stefan Lang, Claudia Flexeder 
Publication date: 7 October 2020
Published in: Statistical Modelling (Search for Journal in Brave)
Cites Work
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- Gibbs Sampling Methods for Stick-Breaking Priors
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Cited In (26)
- Bayesian Conditional Transformation Models
- Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies
- Modelling house prices using multilevel structured additive regression
- Bayesian bivariate quantile regression
- Bayesian non-crossing quantile regression for regularly varying distributions
- Non-parametric local capability indices for industrial planar manufacts: an application to the etching phase in the microelectronic industry
- Simultaneous linear quantile regression: a semiparametric Bayesian approach
- Fast Calibrated Additive Quantile Regression
- Spatially filtered unconditional quantile regression: application to a hedonic analysis
- Bayesian model selection in ordinal quantile regression
- Bayesian nonparametric quantile mixed-effects models via regularization using Gaussian process priors
- A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Variational approximations in geoadditive latent Gaussian regression: mean and quantile regression
- Group penalized quantile regression
- Beyond mean regression
- A Bayesian approach to additive semiparametric regression
- A multilevel analysis of real estate valuation using distributional and quantile regression
- Multivariate effect priors in bivariate semiparametric recursive Gaussian models
- Bayesian regularisation in geoadditive expectile regression
- Noncrossing structured additive multiple-output Bayesian quantile regression models
- Bayesian quantile semiparametric mixed-effects double regression models
- Quantile regression: A short story on how and why
- Quantile regression with multiple proxy variables
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
- Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
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