Gibbs sampling methods for Bayesian quantile regression
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- scientific article; zbMATH DE number 1785747
Cites work
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Cited in
(only showing first 100 items - show all)- A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Bayesian CV@R/super-quantile regression
- Bayesian quantile regression models based on Gibbs-DA algorithm
- Bayesian quantile regression for longitudinal data models
- Bayesian multiple quantile regression for linear models using a score likelihood
- Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations
- Bayesian quantile regression using the skew exponential power distribution
- Estimating the health impact of climate change with calibrated climate model output
- Gibbs sampler algorithm of Bayesian weighted composite quantile regression
- Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers
- Bayesian quantile regression for ordinal longitudinal data
- A Bayesian Approach to Multiple-Output Quantile Regression
- A Bayesian Approach to Envelope Quantile Regression
- Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data
- Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index
- A Bayesian conditional model for bivariate mixed ordinal and skew continuous longitudinal responses using quantile regression
- Gibbs posterior inference on multivariate quantiles
- Bayesian quantile regression for joint modeling of longitudinal mixed ordinal and continuous data
- Quantile regression neural networks: a Bayesian approach
- A generalized class of skew distributions and associated robust quantile regression models
- Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
- Robust quantile regression using a generalized class of skewed distributions
- Shrinkage estimation of fixed and random effects in linear quantile mixed models
- Bayesian Approaches to Shrinkage and Sparse Estimation
- An effective method to reduce the computational complexity of composite quantile regression
- Quantile regression for linear models with autoregressive errors using EM algorithm
- Comment on: ``Local quantile regression
- Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models
- Quantile regression via the EM algorithm
- Linear quantile regression based on EM algorithm
- PDE-regularised spatial quantile regression
- Group penalized quantile regression
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
- Application of the stochastic quasigradient method for estimation of unknown parameter of the Gibbs distribution
- Bayesian time-varying quantile regression on exceedance
- Bayesian quantile regression
- The spike-and-slab quantile Lasso for robust variable selection in cancer genomics studies
- Two-part quantile regression models for semi-continuous longitudinal data: a finite mixture approach
- Bayesian composite \(L^p\)-quantile regression
- Bayesian analysis of penalized quantile regression for longitudinal data
- Bayesian regularisation in geoadditive expectile regression
- Quantile graphical models: a Bayesian approach
- Noncrossing structured additive multiple-output Bayesian quantile regression models
- Bayesian bent line quantile regression model
- A Bayesian variable selection approach to longitudinal quantile regression
- Joint mixture quantile regressions and time-to-event analysis
- Markov switching quantile regression models with time-varying transition probabilities
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
- Bayesian quantile regression for ordinal models
- Bayesian quantile semiparametric mixed-effects double regression models
- Quantile regression with group Lasso for classification
- Bayesian analysis of quantile regression for censored dynamic panel data
- Improved local quantile regression
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
- Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies
- Quantile regression with multiple proxy variables
- Variational inference on a Bayesian adaptive lasso Tobit quantile regression model
- Likelihood-based quantile mixed effects models for longitudinal data with multiple features via MCEM algorithm
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
- A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data
- Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
- Bayesian bridge quantile regression
- Bayesian single-index quantile regression for ordinal data
- Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
- Bayesian Quantile Regression for Big Data Analysis
- Bayesian Lasso binary quantile regression
- Modeling tail risks of inflation using unobserved component quantile regressions
- Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution
- Nonparametric quantile scalar-on-image regression
- Brq: an R package for Bayesian quantile regression
- Bayesian joint-quantile regression
- A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
- Bayesian quantile regression for longitudinal count data
- Calibration of numerical model output using nonparametric spatial density functions
- A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
- Bayesian elastic net single index quantile regression
- Bayesian composite quantile regression
- Bayesian Lasso-mixed quantile regression
- Conditional empirical likelihood for quantile regression models
- Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula
- Bayesian tail risk interdependence using quantile regression
- A joint quantile regression model for multiple longitudinal outcomes
- Dynamic quantile linear models: a Bayesian approach
- A Bayesian two-part quantile regression model for count data with excess zeros
- Flexible Bayesian quantile regression for nonlinear mixed effects models based on the generalized asymmetric Laplace distribution
- A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes
- Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution
- Bayesian reciprocal LASSO quantile regression
- Conjugate priors and variable selection for Bayesian quantile regression
- Discussion
- The expectation-maximization approach for Bayesian quantile regression
- Bayesian Tobit quantile regression model for medical expenditure panel survey data
- Bayesian nonlinear quantile regression approach for longitudinal ordinal data
- Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks
- Variable selection for quantile autoregressive model: Bayesian methods versus classical methods
- Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures
- Bayesian quantile regression with mixed discrete and nonignorable missing covariates
- Bayesian bivariate quantile regression
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