Quantile regression using RJMCMC algorithm

DOI10.1016/S0167-9473(01)00093-7MaRDI QIDQ1608906zbMATH OpenFDO

Authors Keming Yu

Publication date 13 August 2002

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

zbMATH Keywords

quantile regressionpiecewise polynomialnearest neighbourscheck functionsreversible jump Markov chain Monte Carlo algorithms

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08)

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Cites work

• scientific article; zbMATH DE number 1347887 (Why is no real title available?)
• scientific article; zbMATH DE number 700016 (Why is no real title available?)
• scientific article; zbMATH DE number 1082208 (Why is no real title available?)
• scientific article; zbMATH DE number 775727 (Why is no real title available?)
• Additive Nonparametric Regression With Autocorrelated Errors
• Automatic Bayesian Curve Fitting
• Bivariate Quantile Smoothing Splines
• Edge-Preserving Smoothers for Image Processing
• Local Linear Quantile Regression
• Mean squared error properties of kernel estimates of regression quantiles
• Quantile smoothing splines
• Regression Quantiles
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion

Cited in

(7)

• Bayesian inference for order determination of double threshold variables autoregressive models
• Bayesian nonparametric quantile regression using splines
• A discrete density approach to Bayesian quantile and expectile regression with discrete responses
• Do maternal health problems influence child's worrying status? Evidence from the British cohort study
• Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
• Bayesian bent line quantile regression model
• Bayesian analysis of quantile regression for censored dynamic panel data

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