Variable selection in quantile regression via Gibbs sampling
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Cites work
- A review of Bayesian variable selection methods: what, how and which
- Bayesian analysis of a Tobit quantile regression model
- Bayesian Lasso binary quantile regression
- Bayesian quantile regression
- Bayesian quantile regression for longitudinal studies with nonignorable missing data
- Bayesian quantile regression: an application to the wage distribution in 1990s Britain
- Bayesian variable selection in quantile regression
- Conjugate priors for exponential families
- Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies
- Error analysis for small angle neutron scattering datasets using Bayesian inference
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Heuristics of instability and stabilization in model selection
- scientific article; zbMATH DE number 1614382 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Least angle regression. (With discussion)
- Modeling adverse birth outcomes via confirmatory factor quantile regression
- Natural exponential families with quadratic variance functions: Statistical theory
- Power prior distributions for generalized linear models
- Power prior elicitation in Bayesian quantile regression
- Quantile regression.
- Quasi-maximum likelihood estimation for conditional quantiles
- Regression Quantiles
- The Adaptive Lasso and Its Oracle Properties
- The Bayesian Lasso
- Variable Selection in Regression Mixture Modeling for the Discovery of Gene Regulatory Networks
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(26)- Bayesian model selection in ordinal quantile regression
- Bayesian quantile regression using the skew exponential power distribution
- Conjugate priors and variable selection for Bayesian quantile regression
- Elastic net penalized quantile regression model
- Handling multicollinearity in quantile regression through the use of principal component regression
- An efficient algorithm for structured sparse quantile regression
- Screening and selection for quantile regression using an alternative measure of variable importance
- Research on regional differences and influencing factors of green technology innovation efficiency of China's high-tech industry
- Bayesian variable selection in binary quantile regression
- Model selection in binary and Tobit quantile regression using the Gibbs sampler
- A non-iterative posterior sampling algorithm for linear quantile regression model
- Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index
- Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Model selection in quantile regression models
- Bayesian variable selection and estimation in maximum entropy quantile regression
- Bayesian quantile regression analysis for continuous data with a discrete component at zero
- Bayesian quantile regression for hierarchical linear models
- Bayesian analysis for zero-or-one inflated proportion data using quantile regression
- Bayesian empirical likelihood and variable selection for censored linear model with applications to acute myelogenous leukemia data
- Gibbs sampling methods for Bayesian quantile regression
- Bayesian variable selection in quantile regression using the Savage-Dickey density ratio
- Flexible Bayesian quantile regression based on the generalized asymmetric Huberised-type distribution
- Bayesian regularized quantile structural equation models
- Bayesian dynamic quantile model averaging
- Bayesian variable selection in quantile regression
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