Inference with three-level prior distributions in quantile regression problems

DOI10.1080/02664763.2016.1238051MaRDI QIDQ5138680zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

MCMCquantile regressionBayesian Lassoposterior distributionsscale mixture of normals

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Bayesian adaptive Lasso quantile regression
• Bayesian quantile regression
• Bayesian regularized quantile regression
• Bayesian variable selection in quantile regression
• Conjugate priors and variable selection for Bayesian quantile regression
• Gibbs sampling methods for Bayesian quantile regression
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Hedonic housing prices and the demand for clean air
• Inference with normal-gamma prior distributions in regression problems
• Quantile regression for longitudinal data
• Regression Quantiles
• Sampling-Based Approaches to Calculating Marginal Densities
• The Bayesian Lasso

Cited in

(1)

• Conjugate priors and variable selection for Bayesian quantile regression

Describes a project that uses

Uses Software

• CRAN
• spdep

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