Gibbs sampling methods for Bayesian quantile regression
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- scientific article; zbMATH DE number 1785747
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(only showing first 100 items - show all)- Improved local quantile regression
- Gibbs posterior inference on multivariate quantiles
- A non-iterative posterior sampling algorithm for linear quantile regression model
- Marginal M-quantile regression for multivariate dependent data
- Bayesian nonlinear quantile regression approach for longitudinal ordinal data
- Bayesian quantile semiparametric mixed-effects double regression models
- A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data
- Capital asset pricing model through quantile regression: an entropy approach
- A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes
- Bayesian analysis for quantile smoothing spline
- Joint mixture quantile regressions and time-to-event analysis
- Bayesian Lasso-mixed quantile regression
- Quantile regression neural networks: a Bayesian approach
- Markov switching quantile regression models with time-varying transition probabilities
- Bayesian quantile regression for ordinal longitudinal data
- A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
- Bayesian quantile regression for longitudinal count data
- Bayesian quantile regression analysis for continuous data with a discrete component at zero
- Noncrossing structured additive multiple-output Bayesian quantile regression models
- Quantile regression with group Lasso for classification
- TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES
- Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
- Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings
- Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models
- Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation
- Bayesian quantile regression with mixed discrete and nonignorable missing covariates
- Shrinkage estimation of fixed and random effects in linear quantile mixed models
- Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty
- Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors
- Bayesian bridge quantile regression
- Bayesian single-index quantile regression for ordinal data
- Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness
- A Bayesian two-part quantile regression model for count data with excess zeros
- Likelihood-based quantile autoregressive distributed lag models and its applications
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- Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula
- Bayesian inference for quantile autoregressive model with explanatory variables
- Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models
- Bayesian bridge-randomized penalized quantile regression
- Bayesian quantile regression for joint modeling of longitudinal mixed ordinal and continuous data
- Quantile regression-based Bayesian joint modeling analysis of longitudinal-survival data, with application to an AIDS cohort study
- Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data
- Bayesian analysis of dynamic panel data by penalized quantile regression
- Bayesian elastic net single index quantile regression
- Application of the stochastic quasigradient method for estimation of unknown parameter of the Gibbs distribution
- A Bayesian variable selection approach to longitudinal quantile regression
- Modeling tail risks of inflation using unobserved component quantile regressions
- Bayesian bent line quantile regression model
- Quantile regression in random effects meta-analysis model
- A joint quantile regression model for multiple longitudinal outcomes
- Bayesian reciprocal LASSO quantile regression
- Gibbs sampler algorithm of Bayesian weighted composite quantile regression
- Bayesian nonparametric quantile mixed-effects models via regularization using Gaussian process priors
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
- Bayesian composite quantile regression
- Robust Bayesian Variable Selection for Gene–Environment Interactions
- Bayesian semiparametric additive quantile regression
- A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
- A class of finite mixture of quantile regressions with its applications
- A Bayesian Approach to Multiple-Output Quantile Regression
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- Calibration of numerical model output using nonparametric spatial density functions
- Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors
- Bayesian bivariate quantile regression
- Bayesian binary quantile regression for the analysis of bachelor-to-master transition
- Bayesian quantile regression for partially linear additive models
- Bayesian Tobit quantile regression with single-index models
- Bayesian adaptive Lasso quantile regression
- Bayesian regularized regression based on composite quantile method
- Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
- Bayesian joint-quantile regression
- Bayesian quantile regression using the skew exponential power distribution
- A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Bayesian quantile regression for longitudinal data models
- Brq: an R package for Bayesian quantile regression
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- Bayesian analysis of quantile regression for censored dynamic panel data
- Model selection in quantile regression models
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- Bayesian Tobit quantile regression model for medical expenditure panel survey data
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- A Bayesian multiple comparison procedure for simply ordered treatment medians
- Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
- Model selection in binary and Tobit quantile regression using the Gibbs sampler
- Quantile graphical models: a Bayesian approach
- Bayesian regularized quantile structural equation models
- Statistical inference of reliability of generalized Rayleigh distribution under progressively type-II censoring
- Estimation of linear composite quantile regression using EM algorithm
- Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
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