Bayesian nonparametric quantile regression using splines

DOI10.1016/J.CSDA.2009.09.004MaRDI QIDQ962367zbMATH OpenOpenAlexWikidataFDO

Authors Yuzhi Cai, Julian Stander, Paul M. Thompson, Rana A. Moyeed, Dominic Reeve

Publication date 6 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.09.004

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Recommendations

• A Bayesian nonparametric approach to inference for quantile regression
• Bayesian quantile regression using random B-spline series prior
• Bayesian non-parametric simultaneous quantile regression for complete and grid data
• Simultaneous fitting of Bayesian penalised quantile splines
• Quantile regression using RJMCMC algorithm

Cites work

• A convergent algorithm for quantile regression with smoothing splines
• An algorithm for quantile smoothing splines
• Approximate Bayesian inference for quantiles
• Automatic Bayesian Curve Fitting
• Bayesian nonparametric quantile regression using splines
• Bayesian quantile regression
• Bayesian Semiparametric Median Regression Modeling
• Bayesian semiparametric modelling in quantile regression
• scientific article; zbMATH DE number 1799343 (Why is no real title available?)
• scientific article; zbMATH DE number 3980241 (Why is no real title available?)
• scientific article; zbMATH DE number 700016 (Why is no real title available?)
• scientific article; zbMATH DE number 1081478 (Why is no real title available?)
• scientific article; zbMATH DE number 849927 (Why is no real title available?)
• Inference from iterative simulation using multiple sequences
• On spline estimators and prediction intervals in nonparametric regression.
• Quantile regression without the curse of unsmoothness
• Quantile regression.
• Quantile regression: A nonparametric approach
• Quantile smoothing splines
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Slice sampling. (With discussions and rejoinder)
• Smoothing sample extremes: the mixed model approach
• Statistical Analysis of Financial Data in S-Plus
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(24)

• Bayesian quantile regression using random B-spline series prior
• Bayesian quantile regression using the skew exponential power distribution
• Bayesian non-parametric simultaneous quantile regression for complete and grid data
• Simultaneous fitting of Bayesian penalised quantile splines
• Bayesian multivariate quantile regression using dependent Dirichlet process prior
• Bayesian spectral density estimation using P-splines with quantile-based knot placement
• Estimation of non-crossing quantile regression curves
• Multiple smoothing parameters selection in additive regression quantiles
• A Bayesian nonparametric approach to inference for quantile regression
• Bayesian analysis for quantile smoothing spline
• Comment on: ``Local quantile regression
• Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood
• Non‐stationary conditional extremes of northern North Sea storm characteristics
• Bayesian nonparametric quantile process regression and estimation of marginal quantile effects
• A Bayesian Approach to Multiple-Output Quantile Regression
• Quantile regression with multiple proxy variables
• Nonparametric quantile regression for time series with replicated observations and its application to climate data
• A composite Bayesian approach for quantile curve fitting with non-crossing constraints
• Analysis of paediatric visual acuity using Bayesian copula models with sinh-arcsinh marginal densities
• Linear mixed effects double penalized L _p -quantile regression model for longitudinal data
• Bayesian additive tree ensembles for composite quantile regressions
• Robust Bayesian variable selection for the quantile varying coefficient model
• Wasserstein tests for equality of several groups for distributional data
• Bayesian nonparametric quantile regression using splines

Describes a project that uses

Uses Software

• R
• quantreg
• ElemStatLearn
• MASS (R)

This page was built for publication: Bayesian nonparametric quantile regression using splines

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q962367)