Bayesian variable selection and estimation in maximum entropy quantile regression

DOI10.1080/02664763.2016.1168369OpenAlexW2483196530WikidataQ58045615 ScholiaQ58045615MaRDI QIDQ5138530FDOQ5138530

Min Wang, Xiaoqian Sun, Shiyi Tu

Publication date: 4 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2016.1168369

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zbMATH Keywords

Bayesian LassoGibbs samplerasymmetric Laplace distributionBayesian adaptive Lassomaximum entropy quantile regressionmost probable model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Regression Quantiles
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• The Bayesian Lasso
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• Equation of State Calculations by Fast Computing Machines
• Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
• Bayesian adaptive Lasso
• Information Theory and Statistical Mechanics
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• Variable selection in quantile regression via Gibbs sampling
• Bayesian variable selection in quantile regression
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• Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
• Bayesian adaptive Lasso quantile regression
• Bayesian composite quantile regression

Cited In (9)

• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayesian variable selection and estimation in quantile regression using a quantile-specific prior
• New definition of the cross entropy based on the Dempster-Shafer theory and its application in a decision-making process
• Variable selection in qualitative models via an entropic explanatory power
• Estimating shape parameters of piecewise linear-quadratic problems
• Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index
• Bayesian estimation of Archimedean copula-based SUR quantile models

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