Bayesian expectile regression with asymmetric normal distribution

DOI10.1080/03610926.2015.1088030zbMath1422.62112OpenAlexW2562019904MaRDI QIDQ4975165

Xiyuan Qian, Ji-Ji Xing

Publication date: 3 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1088030

zbMATH Keywords

Bayesian inferenceMarkov chain Monte Carlo methodsexpectile regressionasymmetric normal distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) General nonlinear regression (62J02)

Related Items (5)

A new GEE method to account for heteroscedasticity using asymmetric least-square regressions ⋮ Simultaneous Semiparametric Estimation of Clustering and Regression ⋮ Asymmetric influence measure for high dimensional regression ⋮ Constructing Flexible, Identifiable and Interpretable Statistical Models for Binary Data ⋮ Statistical inference in the partial functional linear expectile regression model

Cites Work

• Asymmetric Least Squares Estimation and Testing
• Assessing value at risk with CARE, the conditional autoregressive expectile models
• Geoadditive expectile regression
• On confidence intervals for semiparametric expectile regression
• Optimal expectile smoothing
• Quantiles, expectiles and splines
• Regression Quantiles
• Bayesian quantile regression

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