Bayesian Tobit quantile regression with single-index models
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Publication:5220786
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Cites work
- scientific article; zbMATH DE number 1614382 (Why is no real title available?)
- scientific article; zbMATH DE number 2148835 (Why is no real title available?)
- A Gaussian process regression approach to a single-index model
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- Bayesian estimation and variable selection for single index models
- Bayesian quantile regression
- Bayesian quantile regression for single-index models
- Bootstrapping Quantile Regression Estimators
- Censored regression quantiles
- Consistent Estimation of Scaled Coefficients
- Direct estimation of the index coefficient in a single-index model
- Estimation of Relationships for Limited Dependent Variables
- Estimation of limited dependent variable models by ordinary least squares and the method of moments
- Generalized Partially Linear Single-Index Models
- Gibbs sampling methods for Bayesian quantile regression
- How sensitive are average derivatives?
- Likelihood Estimation for Censored Random Vectors
- Monte Carlo strategies in scientific computing.
- On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
- Partially Collapsed Gibbs Samplers
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Regression Analysis when the Dependent Variable Is Truncated Normal
- Semiparametric Estimation of Index Coefficients
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Simple resampling methods for censored regression quantiles
- Spline estimation of single-index models
- The Estimation of a Simultaneous Equation Generalized Probit Model
- Tobit models: A survey
Cited in
(22)- Bayesian analysis of a Tobit quantile regression model
- Bayesian tobit quantile regression with penalty
- Variational inference on a Bayesian adaptive lasso Tobit quantile regression model
- Bayesian quantile regression analysis for continuous data with a discrete component at zero
- Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
- Bayesian Tobit quantile regression using \(g\)-prior distribution with ridge parameter
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
- Bayesian bridge quantile regression
- Bayesian single-index quantile regression for ordinal data
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
- Bayesian composite tobit quantile regression
- Bayesian endogenous Tobit quantile regression
- Likelihood-based quantile autoregressive distributed lag models and its applications
- Bayesian quantile regression for single-index models
- Bayesian bridge-randomized penalized quantile regression
- Estimation of linear composite quantile regression using EM algorithm
- Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data
- Bayesian elastic net single index quantile regression
- Bayesian elastic net Tobit quantile regression
- Quantile regression for linear models with autoregressive errors using EM algorithm
- The expectation-maximization approach for Bayesian quantile regression
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