Quantile regression using RJMCMC algorithm
From MaRDI portal
Publication:1608906
DOI10.1016/S0167-9473(01)00093-7zbMath0993.62035MaRDI QIDQ1608906
Publication date: 13 August 2002
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
quantile regressionnearest neighbourspiecewise polynomialcheck functionsreversible jump Markov chain Monte Carlo algorithms
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (5)
Bayesian bent line quantile regression model ⋮ Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study ⋮ A discrete density approach to Bayesian quantile and expectile regression with discrete responses ⋮ Bayesian analysis of quantile regression for censored dynamic panel data ⋮ Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
Cites Work
- Mean squared error properties of kernel estimates of regression quantiles
- Local Linear Quantile Regression
- Regression Quantiles
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Additive Nonparametric Regression With Autocorrelated Errors
- Automatic Bayesian Curve Fitting
- Bivariate Quantile Smoothing Splines
- Edge-Preserving Smoothers for Image Processing
- Quantile smoothing splines
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Quantile regression using RJMCMC algorithm
