Bayesian adaptive Lasso quantile regression
From MaRDI portal
Publication:4970958
Recommendations
- Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data
- Bayesian Lasso binary quantile regression
- The Bayesian adaptive Lasso regression
- Bayesian Lasso-mixed quantile regression
- Bayesian adaptive Lasso
- Bayesian reciprocal LASSO quantile regression
- Bayesian LASSO-regularized weighted composite quantile regression
- Adaptive LASSO model selection in a multiphase quantile regression
- Bayesian bootstrap adaptive lasso estimators of regression models
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
Cites work
- Adaptive Lasso for sparse high-dimensional regression models
- Bayesian analysis of a Tobit quantile regression model
- Bayesian hyper-Lassos with non-convex penalization
- Bayesian inference for additive mixed quantile regression models
- Bayesian lasso regression
- Bayesian quantile inference
- Bayesian quantile regression
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Bayesian regularized quantile regression
- Bayesian Variable Selection in Linear Regression
- Bayesian variable selection in quantile regression
- Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
- Gaussian Markov Random Fields
- Gibbs sampling methods for Bayesian quantile regression
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Heuristics of instability and stabilization in model selection
- scientific article; zbMATH DE number 1034042 (Why is no real title available?)
- scientific article; zbMATH DE number 194933 (Why is no real title available?)
- scientific article; zbMATH DE number 3442988 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Least angle regression. (With discussion)
- Nonconcave penalized likelihood with a diverging number of parameters.
- Quantile regression for longitudinal data
- Quantile regression.
- The Adaptive Lasso and Its Oracle Properties
- The Bayesian Lasso
- Variable selection in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(56)- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
- Bayesian quantile regression using the skew exponential power distribution
- The Bayesian adaptive Lasso regression
- Elastic net penalized quantile regression model
- Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings
- Group penalized quantile regression
- Constrained estimation using penalization and MCMC
- Brq: an R package for Bayesian quantile regression
- Bayesian Lasso binary quantile regression
- An efficient algorithm for structured sparse quantile regression
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
- Bayesian bridge-randomized penalized quantile regression
- A novel Bayesian approach for variable selection in linear regression models
- Shrinkage priors for Bayesian penalized regression
- A Bayesian graphical approach for large-scale portfolio management with fewer historical data
- Adaptive LASSO model selection in a multiphase quantile regression
- Bayesian spatial quantile regression for areal count data, with application on substitute care placements in Texas
- Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index
- Bayesian reciprocal LASSO quantile regression
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
- A new Gibbs sampler for Bayesian lasso
- Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data
- Model selection in quantile regression models
- Bayesian variable selection and estimation in maximum entropy quantile regression
- Bayesian elastic net single index quantile regression
- Inference with three-level prior distributions in quantile regression problems
- Bayesian binary quantile regression for the analysis of bachelor-to-master transition
- An elastic-net penalized expectile regression with applications
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
- A Bayesian variable selection approach to longitudinal quantile regression
- A Bayesian Approach to Multiple-Output Quantile Regression
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
- Variational inference on a Bayesian adaptive lasso Tobit quantile regression model
- Variable selection for quantile autoregressive model: Bayesian methods versus classical methods
- Flexible Bayesian quantile regression based on the generalized asymmetric Huberised-type distribution
- Jackknife model averaging for composite quantile regression
- M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality
- ARFIS: an adaptive robust model for regression with heavy-tailed distribution
- Bayesian adaptive Lasso for additive hazard regression with current status data
- Two-part quantile regression models for semi-continuous longitudinal data: a finite mixture approach
- Bayesian double penalized quantile regression based on linear mixed effects model for longitudinal count data
- Bayesian adaptive lasso for the generalized Poisson hurdle model
- Bayesian inference approaches for tensor quantile regression and its application
- Structure detection of semiparametric structural equation models with Bayesian adaptive group Lasso
- Bayesian quantile regression with subset selection: a decision analysis perspective
- A novel Bayesian computational approach for bridge-randomized quantile regression in high dimensional models
- Bayesian relative composite quantile regression with ordinal longitudinal data and some case studies
- Bayesian bridge and reciprocal bridge composite quantile regression
- A sparse PAC-Bayesian approach for high-dimensional quantile prediction
- Bayesian adaptive Lasso quantile regression with non-ignorable missing responses
- Bayesian fractional polynomial approach to quantile regression and variable selection with application in the analysis of blood pressure among US adults
- Bayesian adaptive Lasso for detecting item-trait relationship and differential item functioning in multidimensional item response theory models
- Gaussian variational Bayesian inference for mixed effect quantile regression model with grouped data
- Bayesian Elastic Net variable selection and application for spatial quantile panel autoregressive model
- Bayesian regularized quantile structural equation models
- Quantile regression: a review of methodological advances in linear, Bayesian, panel data, and measurement error models
This page was built for publication: Bayesian adaptive Lasso quantile regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4970958)