Pages that link to "Item:Q5300754"

The following pages link to Gibbs sampling methods for Bayesian quantile regression (Q5300754):

Displaying 50 items.

• Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (Q75379) (← links)
• Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
• Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
• Bayesian regularized regression based on composite quantile method (Q287904) (← links)
• Estimation of linear composite quantile regression using EM algorithm (Q310670) (← links)
• Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates (Q311310) (← links)
• Bayesian variable selection in binary quantile regression (Q312122) (← links)
• Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors (Q391581) (← links)
• Model selection in binary and Tobit quantile regression using the Gibbs sampler (Q433242) (← links)
• Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression (Q450861) (← links)
• Estimating the health impact of climate change with calibrated climate model output (Q484662) (← links)
• Conditional empirical likelihood for quantile regression models (Q506571) (← links)
• Bayesian quantile regression for ordinal models (Q516431) (← links)
• Bayesian variable selection in quantile regression using the Savage-Dickey density ratio (Q530387) (← links)
• A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants (Q661172) (← links)
• Bayesian regularized quantile structural equation models (Q730442) (← links)
• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
• Bayesian quantile regression for single-index models (Q892421) (← links)
• A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density (Q900913) (← links)
• Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution (Q1615113) (← links)
• Two-layer EM algorithm for ALD mixture regression models: a new solution to composite quantile regression (Q1658381) (← links)
• Bayesian model selection in ordinal quantile regression (Q1658985) (← links)
• The expectation-maximization approach for Bayesian quantile regression (Q1659461) (← links)
• Bayesian quantile regression using the skew exponential power distribution (Q1663095) (← links)
• Bayesian analysis of penalized quantile regression for longitudinal data (Q1685287) (← links)
• An effective method to reduce the computational complexity of composite quantile regression (Q1695421) (← links)
• Bayesian regularisation in geoadditive expectile regression (Q1703837) (← links)
• Quantile regression for linear models with autoregressive errors using EM algorithm (Q1729300) (← links)
• Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) (← links)
• Conjugate priors and variable selection for Bayesian quantile regression (Q1800091) (← links)
• A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data (Q1995834) (← links)
• Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings (Q2032224) (← links)
• Group penalized quantile regression (Q2082458) (← links)
• Joint mixture quantile regressions and time-to-event analysis (Q2083422) (← links)
• Markov switching quantile regression models with time-varying transition probabilities (Q2089025) (← links)
• Modeling tail risks of inflation using unobserved component quantile regressions (Q2097992) (← links)
• Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula (Q2111317) (← links)
• Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty (Q2135947) (← links)
• Marginal M-quantile regression for multivariate dependent data (Q2143020) (← links)
• Bayesian nonparametric quantile mixed-effects models via regularization using Gaussian process priors (Q2166038) (← links)
• A joint quantile regression model for multiple longitudinal outcomes (Q2176332) (← links)
• Noncrossing structured additive multiple-output Bayesian quantile regression models (Q2195832) (← links)
• A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes (Q2218562) (← links)
• Brq: an R package for Bayesian quantile regression (Q2221223) (← links)
• Dynamic quantile linear models: a Bayesian approach (Q2226684) (← links)
• Bayesian quantile regression with mixed discrete and nonignorable missing covariates (Q2226698) (← links)
• Quantile regression neural networks: a Bayesian approach (Q2241709) (← links)
• Bayesian Lasso binary quantile regression (Q2259357) (← links)
• Calibration of numerical model output using nonparametric spatial density functions (Q2261043) (← links)
• Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness (Q2272450) (← links)