Bayesian Lasso-mixed quantile regression
DOI10.1080/00949655.2012.731689zbMATH Open1453.62450OpenAlexW2005767658MaRDI QIDQ5219945FDOQ5219945
Authors: Rahim Alhamzawi, Keming Yu 
Publication date: 9 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: http://bura.brunel.ac.uk/handle/2438/12504
Recommendations
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)
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Cited In (17)
- Bayesian elastic net single index quantile regression
- Semiparametric normal transformation joint model of multivariate longitudinal and bivariate time-to-event data
- Bayesian reciprocal LASSO quantile regression
- Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data
- Double penalized quantile regression for the linear mixed effects model
- Bayesian adaptive Lasso quantile regression
- Bayesian regularized quantile regression
- Bayesian scale mixtures of normals linear regression and Bayesian quantile regression with big data and variable selection
- Bayesian quantile regression for ordinal longitudinal data
- Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index
- A new Gibbs sampler for Bayesian lasso
- Shrinkage estimation of fixed and random effects in linear quantile mixed models
- Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models
- Bayesian analysis of penalized quantile regression for longitudinal data
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
- Bayesian model selection in linear mixed effects models with autoregressive(\(p\)) errors using mixture priors
- Quantile regression for large-scale data via sparse exponential transform method
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