Bayesian regularized quantile structural equation models

DOI10.1016/J.JMVA.2016.11.002MaRDI QIDQ730442zbMATHOpenAlexWikidataFDO

Authors D. Kharzeev

Publication date 28 December 2016

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2016.11.002

zbMATH Keywords

quantile regressionstructural equation modelMarkov chain Monte Carlo methodsBayesian lasso

Mathematics Subject Classification ID

Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

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• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Structural Equation Modeling
• The Adaptive Lasso and Its Oracle Properties
• The Bayesian Lasso
• The Calculation of Posterior Distributions by Data Augmentation
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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Cited in

(4)

• Variational inference on a Bayesian adaptive lasso Tobit quantile regression model
• Shrinkage priors for Bayesian penalized regression
• Bayesian empirical likelihood estimation of quantile structural equation models
• Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models

Describes a project that uses

Uses Software

• RcppArmadillo

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