Bayesian Tobit quantile regression with single-index models
DOI10.1080/00949655.2013.873041zbMATH Open1457.62375OpenAlexW1974554987MaRDI QIDQ5220786FDOQ5220786
Authors: Kaifeng Zhao, Heng Lian 
Publication date: 27 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2013.873041
Recommendations
Markov chain Monte Carlo methodsGaussian process priorBayesian quantile regressionTobit single-index models
Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)
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Cited In (20)
- Bayesian elastic net single index quantile regression
- The expectation-maximization approach for Bayesian quantile regression
- Bayesian tobit quantile regression with penalty
- Bayesian analysis of a Tobit quantile regression model
- Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data
- Bayesian quantile regression for single-index models
- Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings
- Estimation of linear composite quantile regression using EM algorithm
- Likelihood-based quantile autoregressive distributed lag models and its applications
- Bayesian bridge-randomized penalized quantile regression
- Bayesian quantile regression analysis for continuous data with a discrete component at zero
- Bayesian endogenous Tobit quantile regression
- Bayesian elastic net Tobit quantile regression
- Quantile regression for linear models with autoregressive errors using EM algorithm
- Variational inference on a Bayesian adaptive lasso Tobit quantile regression model
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
- Bayesian bridge quantile regression
- Bayesian single-index quantile regression for ordinal data
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