Safe Bayes for single index quantile regression estimation and variable selection
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Cites work
- A Gaussian process regression approach to a single-index model
- A single-index quantile regression model and its estimation
- Bayesian elastic net single index quantile regression
- Bayesian quantile regression for single-index models
- Gibbs sampling methods for Bayesian quantile regression
- scientific article; zbMATH DE number 3994822 (Why is no real title available?)
- scientific article; zbMATH DE number 3442988 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
- Non-iterative Estimation and Variable Selection in the Single-index Quantile Regression Model
- Quantile regression and variable selection for the single-index model
- Regression Quantiles
- Single-index quantile regression
- The Bayesian Lasso
- The safe Bayesian. Learning the learning rate via the mixability gap
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