Bayesian composite quantile regression

DOI10.1080/00949655.2015.1014372OpenAlexW2060275668MaRDI QIDQ5220938

Hanwen Huang, Zhongxue Chen

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/10.1080/00949655.2015.1014372

zbMATH Keywords

quantile regressionvariable selectionmixture modelLaplace prior

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Regularized Bayesian quantile regression ⋮ Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies ⋮ Bayesian joint-quantile regression ⋮ Bayesian non-crossing quantile regression for regularly varying distributions ⋮ Bayesian variable selection and estimation in maximum entropy quantile regression ⋮ Bayesian composite Tobit quantile regression

Uses Software

• R

Cites Work

• Unnamed Item
• Unnamed Item
• Bayesian variable selection in quantile regression
• Composite quantile regression and the oracle model selection theory
• Hedonic housing prices and the demand for clean air
• Quantile regression for longitudinal data
• Bayesian Lasso binary quantile regression
• Bayesian regularized quantile regression
• EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
• Model selection and estimation in the Gaussian graphical model
• Regression Quantiles
• Bayesian quantile inference
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Bayesian Semiparametric Median Regression Modeling
• Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
• A Bayesian Semiparametric Accelerated Failure Time Model
• Bayesian Measures of Model Complexity and Fit
• Sparsity and Smoothness Via the Fused Lasso
• Gibbs sampling methods for Bayesian quantile regression
• Regularization and Variable Selection Via the Elastic Net
• Bayesian quantile regression