Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors

DOI10.1080/03610918.2017.1397166MaRDI QIDQ5086189zbMATH OpenOpenAlexFDO

Authors Si-Lian Shen, Ge Lu, Man-Lai Tang, Yuzhu Tian, Maozai Tian

Publication date 1 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2017.1397166

zbMATH Keywords

regression modelGibbs samplerautoregressive errorBayesian QRLASSO-penalized priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Adaptive Lasso for linear regression models with ARMA-GARCH errors
• Bayesian Tobit quantile regression with single-index models
• Bayesian adaptive Lasso quantile regression
• Bayesian analysis of penalized quantile regression for longitudinal data
• Bayesian analysis of quantile regression for censored dynamic panel data
• Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
• Bayesian lasso for semiparametric structural equation models
• Bayesian quantile regression
• Bayesian semiparametric additive quantile regression
• Bayesian spatial quantile regression
• Gibbs sampling methods for Bayesian quantile regression
• Linear quantile regression based on EM algorithm
• Penalized regression models with autoregressive error terms
• Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• Quantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariate
• Quantile regression.
• Quantile regression. Theory and applications
• Regression Models with Time Series Errors
• Regression Quantiles
• Regression coefficient and autoregressive order shrinkage and selection via the lasso
• Regression models with time series errors
• Revisiting simple linear regression with autocorrelated errors
• Robust second-order least-squares estimation for regression models with autoregressive errors
• Second-order least-squares estimation for regression models with autocorrelated errors
• Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
• Shrinkage estimation for linear regression with ARMA errors
• The Adaptive Lasso and Its Oracle Properties
• The Bayesian Lasso
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection in quantile regression when the models have autoregressive errors
• Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity

Cited in

(5)

• Bayesian adaptive Lasso quantile regression
• Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings
• Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
• Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
• M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality

This page was built for publication: Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5086189)