Bayesian variable selection and estimation in maximum entropy quantile regression

DOI10.1080/02664763.2016.1168369MaRDI QIDQ5138530zbMATH OpenOpenAlexWikidataFDO

Authors Shiyi Tu, Min Wang, Xiaoqian Sun

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Statistics (62-XX)

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• Quantile regression for longitudinal data using the asymmetric Laplace distribution
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• Regression Quantiles
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Cited in

(13)

• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• Bayesian variable selection and estimation in quantile regression using a quantile-specific prior
• scientific article; zbMATH DE number 7247660 (Why is no real title available?)
• scientific article; zbMATH DE number 7255561 (Why is no real title available?)
• 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
• Model selection in quantile regression models
• Bayesian variable selection in quantile regression using the Savage-Dickey density ratio
• Bayesian variable selection in quantile regression
• Estimating shape parameters of piecewise linear-quadratic problems
• Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index
• Regularized Bayesian quantile regression
• Bayesian estimation of Archimedean copula-based SUR quantile models

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