Gibbs sampling methods for Bayesian quantile regression
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Publication:5300754
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- scientific article; zbMATH DE number 1785747
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- scientific article; zbMATH DE number 1614382 (Why is no real title available?)
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Cited in
(only showing first 100 items - show all)- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
- Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution
- Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression
- Bayesian model selection in ordinal quantile regression
- The expectation-maximization approach for Bayesian quantile regression
- Bayesian quantile regression using the skew exponential power distribution
- Bayesian analysis of penalized quantile regression for longitudinal data
- An effective method to reduce the computational complexity of composite quantile regression
- Bayesian regularisation in geoadditive expectile regression
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- Gibbs posterior inference on multivariate quantiles
- Group penalized quantile regression
- Joint mixture quantile regressions and time-to-event analysis
- Markov switching quantile regression models with time-varying transition probabilities
- Modeling tail risks of inflation using unobserved component quantile regressions
- Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula
- Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty
- Marginal M-quantile regression for multivariate dependent data
- Bayesian nonparametric quantile mixed-effects models via regularization using Gaussian process priors
- A joint quantile regression model for multiple longitudinal outcomes
- Noncrossing structured additive multiple-output Bayesian quantile regression models
- A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes
- Brq: an R package for Bayesian quantile regression
- Dynamic quantile linear models: a Bayesian approach
- Bayesian quantile regression with mixed discrete and nonignorable missing covariates
- Quantile regression neural networks: a Bayesian approach
- Bayesian Lasso binary quantile regression
- Calibration of numerical model output using nonparametric spatial density functions
- Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness
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- Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
- Bayesian bridge-randomized penalized quantile regression
- Quantile regression-based Bayesian joint modeling analysis of longitudinal-survival data, with application to an AIDS cohort study
- Statistical inference of reliability of generalized Rayleigh distribution under progressively type-II censoring
- Bayesian nonlinear quantile regression approach for longitudinal ordinal data
- Quantile regression with group Lasso for classification
- Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models
- Bayesian analysis of quantile regression for censored dynamic panel data
- Bayesian joint-quantile regression
- Markov-switching quantile autoregression: a Gibbs sampling approach
- Bayesian tail risk interdependence using quantile regression
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- Bayesian elastic net Tobit quantile regression
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- Likelihood-based quantile autoregressive distributed lag models and its applications
- 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
- Shrinkage estimation of fixed and random effects in linear quantile mixed models
- Bayesian reciprocal LASSO quantile regression
- Bayesian time-varying quantile regression on exceedance
- Conditional empirical likelihood for quantile regression models
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- Bayesian bent line quantile regression model
- Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies
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- Do maternal health problems influence child's worrying status? Evidence from the British cohort study
- Bayesian elastic net single index quantile regression
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