Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
From MaRDI portal
Publication:908012
DOI10.1214/13-BA817zbMath1329.62308OpenAlexW2031972378MaRDI QIDQ908012
R. V. Ramamoorthi, Pulak Ghosh, Karthik Sriram
Publication date: 2 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1369407561
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)
Related Items
Bayesian analysis for quantile smoothing spline, Bayesian tail risk interdependence using quantile regression, On posterior concentration in misspecified models, Bayesian spatial quantile regression for areal count data, with application on substitute care placements in Texas, Likelihood-based quantile autoregressive distributed lag models and its applications, A Bayesian Approach to Envelope Quantile Regression, On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood, Estimation of linear composite quantile regression using EM algorithm, Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates, Bayesian model selection in ordinal quantile regression, Unnamed Item, Bayesian quantile regression using the skew exponential power distribution, Linear Quantile Regression Based on EM Algorithm, Bayesian tobit quantile regression with penalty, Gibbs posterior inference on the minimum clinically important difference, Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models, Posterior consistency for the spectral density of non‐Gaussian stationary time series, Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood, Constructing Flexible, Identifiable and Interpretable Statistical Models for Binary Data, Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations, Bayesian inference for quantile autoregressive model with explanatory variables, A note on Bayes factor consistency in partial linear models, Rejoinder on: ``Inference and computation with generalized additive models and their extensions, Noncrossing structured additive multiple-output Bayesian quantile regression models, A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density, Spatial quantile autoregression for season within year daily maximum temperature data, A Bayesian Approach to Multiple-Output Quantile Regression, Bayesian multiple quantile regression for linear models using a score likelihood, Bayesian regularisation in geoadditive expectile regression, Fast Calibrated Additive Quantile Regression, A class of finite mixture of quantile regressions with its applications, Bayesian quantile regression analysis for continuous data with a discrete component at zero, A Bayesian two-part quantile regression model for count data with excess zeros, Quantile regression neural networks: a Bayesian approach, A Bayesian approach for quantile optimization problems with high-dimensional uncertainty sources, Bayesian quantile regression for partially linear additive models, Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures, Bayesian analysis for zero-or-one inflated proportion data using quantile regression, Pyramid Quantile Regression, Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution, Quantile regression for nonlinear mixed effects models: a likelihood based perspective, Comments on: ``Inference and computation with generalized additive models and their extensions
