Bayesian quantile regression for partially linear additive models
From MaRDI portal
Publication:5963735
DOI10.1007/s11222-013-9446-9zbMath1331.62143arXiv1307.2668OpenAlexW2071942331MaRDI QIDQ5963735
Yuao Hu, Kaifeng Zhao, Heng Lian
Publication date: 23 February 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.2668
Related Items
Bayesian analysis for quantile smoothing spline ⋮ The expectation-maximization approach for Bayesian quantile regression ⋮ Bayesian quantile regression using the skew exponential power distribution ⋮ Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood ⋮ Partial replacement imputation estimation for partially linear models with complex missing pattern covariates ⋮ Bayesian regularized quantile structural equation models ⋮ Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures ⋮ Bayesian Additive Machine: classification with a semiparametric discriminant function
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
- Bayesian inference for additive mixed quantile regression models
- Bayesian quantile regression for single-index models
- Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
- Variable selection in nonparametric additive models
- High-dimensional additive modeling
- Nonparametric regression using Bayesian variable selection
- Optimal predictive model selection.
- Bayesian regularized quantile regression
- Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
- Precision Index in the Multivariate Context
- Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models
- Additive partial linear models with measurement errors
- Partially Collapsed Gibbs Samplers
- Regression Quantiles
- Changes in the U.S. Wage Structure 1963-1987: Application of Quantile Regression
- On Additive Conditional Quantiles With High-Dimensional Covariates
- Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior
- Sparse Additive Models
- Local Linear Additive Quantile Regression
- Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models
- Bayesian Spatial Quantile Regression
- Gibbs sampling methods for Bayesian quantile regression
- Nonparametric Estimation of an Additive Quantile Regression Model
- Inference in Semiparametric Dynamic Models for Binary Longitudinal Data
- Bayesian quantile regression