Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors (Q6541121)

scientific article; zbMATH DE number 7850716

Language	Label	Description	Also known as
English	Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors	scientific article; zbMATH DE number 7850716

Statements

instance of

scholarly article

0 references

title

Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors (English)

0 references

0 references

0 references

Communications in Statistics. Theory and Methods

0 references

publication date

17 May 2024

0 references

MaRDI profile type

Publication

0 references

cites work

Bayesian analysis of dynamic panel data by penalized quantile regression

0 references

Bayesian quantile regression for skew-normal linear mixed models

0 references

Bayesian adaptive Lasso quantile regression

0 references

Bayesian composite Tobit quantile regression

0 references

Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)

0 references

A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data

0 references

Weighted quantile regression for AR model with infinite variance errors

0 references

Bayes regression with autoregressive errors. A Gibbs sampling approach

0 references

Q2868791

0 references

Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors

0 references

Calibration and empirical Bayes variable selection

0 references

Quantile regression for longitudinal data using the asymmetric Laplace distribution

0 references

Bayesian Lasso for Semiparametric Structural Equation Models

0 references

Bayesian composite quantile regression

0 references

Quantile regression-based Bayesian semiparametric mixed-effects models for longitudinal data with non-normal, missing and mismeasured covariate

0 references

Two step composite quantile regression for single-index models

0 references

Testing in linear composite quantile regression models

0 references

Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors

0 references

Bayesian mixture of autoregressive models

0 references

Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression

0 references

Regression Quantiles

0 references

Goodness of Fit and Related Inference Processes for Quantile Regression

0 references

Q3413299

0 references

Quantile Autoregression

0 references

Gibbs sampling methods for Bayesian quantile regression

0 references

Bayesian adaptive Lasso

0 references

The Bayesian elastic net

0 references

Bayesian regularized quantile regression

0 references

Variable selection in quantile regression when the models have autoregressive errors

0 references

Estimation and variable selection in single-index composite quantile regression

0 references

Bayesian quantile regression for longitudinal data models

0 references

Maximum a-posteriori estimation of autoregressive processes based on finite mixtures of scale-mixtures of skew-normal distributions

0 references

BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER

0 references

The Bayesian Lasso

0 references

A Joint Regression Variable and Autoregressive Order Selection Criterion

0 references

Q4954014

0 references

Variable selection via composite quantile regression with dependent errors

0 references

Estimation of linear composite quantile regression using EM algorithm

0 references

Quantile regression for linear models with autoregressive errors using EM algorithm

0 references

Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors

0 references

Q5198290

0 references

Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(<i>q</i>) perturbation

0 references

Fully Bayesian \(L_{1/2}\)-penalized linear quantile regression analysis with autoregressive errors

0 references

Bayesian bridge-randomized penalized quantile regression

0 references

Regression Models with Time Series Errors

0 references

Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm

0 references

A note on adaptive group Lasso

0 references

Regression coefficient and autoregressive order shrinkage and selection via the lasso

0 references

A note on self-weighted quantile estimation for infinite variance quantile autoregression models

0 references

Gibbs sampling for mixture quantile regression based on asymmetric Laplace distribution

0 references

Bayesian quantile regression

0 references

Bayesian analysis of a Tobit quantile regression model

0 references

Q3802438

0 references

EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION

0 references

Bayesian regularized regression based on composite quantile method

0 references

Composite quantile regression for correlated data

0 references

Q3427570

0 references

The Adaptive Lasso and Its Oracle Properties

0 references

Composite quantile regression and the oracle model selection theory

0 references

Regularization and Variable Selection Via the Elastic Net

0 references

Identifiers

DOI

10.1080/03610926.2022.2150054

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6541121