Gibbs sampling methods for Bayesian quantile regression

DOI10.1080/00949655.2010.496117zbMATH Open1431.62018OpenAlexW1998073888WikidataQ63018284 ScholiaQ63018284MaRDI QIDQ5300754FDOQ5300754

Authors: Hideo Kozumi, Genya Kobayashi 

Publication date: 28 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://www.b.kobe-u.ac.jp/papers_files/2009_02.pdf

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• scientific article; zbMATH DE number 1785747

zbMATH Keywords

Gibbs samplerasymmetric Laplace distributionBayesian quantile regressiongeneralized inverse Gaussian distributionTobit quantile regressiondouble exponential prior

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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Cited In (only showing first 100 items - show all)

• Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors
• Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
• Bayesian Lasso binary quantile regression
• Bayesian joint-quantile regression
• Brq: an R package for Bayesian quantile regression
• A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
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• Bayesian Tobit quantile regression model for medical expenditure panel survey data
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• Bayesian bivariate quantile regression
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• A class of finite mixture of quantile regressions with its applications
• Bayesian adaptive Lasso quantile regression
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• Bayesian quantile regression for single-index models
• A Bayesian multiple comparison procedure for simply ordered treatment medians
• Model selection in quantile regression models
• Bayesian regularized quantile structural equation models
• Bayesian quantile regression for partially linear additive models
• Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
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• Variable selection in quantile regression via Gibbs sampling
• Bayesian semiparametric additive quantile regression
• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles
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• Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
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• Bayesian analysis for zero-or-one inflated proportion data using quantile regression
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• A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
• A Bayesian two-part quantile regression model for count data with excess zeros
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• A joint quantile regression model for multiple longitudinal outcomes
• Bayesian reciprocal LASSO quantile regression
• A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes
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• Bayesian analysis for quantile smoothing spline
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• Bayesian inference for quantile autoregressive model with explanatory variables
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• Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data
• Quantile regression-based Bayesian joint modeling analysis of longitudinal-survival data, with application to an AIDS cohort study
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• Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty
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Uses Software

• quantreg
• Ox

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