Inference with three-level prior distributions in quantile regression problems

DOI10.1080/02664763.2016.1238051OpenAlexW2561872845MaRDI QIDQ5138680FDOQ5138680

Authors: Rahim Alhamzawi 

Publication date: 4 December 2020

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

Full work available at URL: https://doi.org/10.1080/02664763.2016.1238051

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zbMATH Keywords

MCMCquantile regressionBayesian Lassoposterior distributionsscale mixture of normals

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Regression Quantiles
• Title not available (Why is that?)
• Inference with normal-gamma prior distributions in regression problems
• The Bayesian Lasso
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Gibbs sampling methods for Bayesian quantile regression
• Bayesian quantile regression
• Hedonic housing prices and the demand for clean air
• Sampling-Based Approaches to Calculating Marginal Densities
• Conjugate priors and variable selection for Bayesian quantile regression
• Quantile regression for longitudinal data
• Bayesian regularized quantile regression
• Bayesian variable selection in quantile regression
• Bayesian adaptive Lasso quantile regression

Uses Software

• CRAN
• spdep

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