A Bayesian Approach to Envelope Quantile Regression

DOI10.5705/SS.202020.0109OpenAlexW3173853330MaRDI QIDQ5040481FDOQ5040481

Saptarshi Chakraborty, Minji Lee, Zhihua Su

Publication date: 14 October 2022

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202020.0109

zbMATH Keywords

quantile regressionsufficient dimension reductionenvelope modelmetropolis-within-Gibbs samplingtobit quantile

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
• Censored regression quantiles
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• Title not available (Why is that?)
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• Gibbs sampling methods for Bayesian quantile regression
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• Title not available (Why is that?)
• Bayesian quantile regression
• Envelopes and Partial Least Squares Regression
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
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• Bayesian empirical likelihood for quantile regression
• Markov chains and stochastic stability
• Sparse envelope model: efficient estimation and response variable selection in multivariate linear regression
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• Simple resampling methods for censored regression quantiles
• Bayesian analysis of a Tobit quantile regression model
• An Alternative Estimator for the Censored Quantile Regression Model
• Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
• Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
• A Bayesian approach for envelope models
• Partial quantile regression
• Efficiency loss and the linearity condition in dimension reduction
• Bayesian Latent Variable Models for Median Regression on Multiple Outcomes
• A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
• Envelope-based sparse partial least squares
• An Introduction to Envelopes
• Title not available (Why is that?)
• New Parsimonious Multivariate Spatial Model: Spatial Envelope
• Efficient estimation in expectile regression using envelope models
• Matrix Variate Regressions and Envelope Models
• Title not available (Why is that?)

Uses Software

• bayesQR

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