Bayesian regularisation in geoadditive expectile regression

DOI10.1007/s11222-016-9703-9zbMath1384.62140OpenAlexW2521143966MaRDI QIDQ1703837

Elisabeth Waldmann, Thomas Kneib, Fabian Sobotka

Publication date: 7 March 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-016-9703-9

zbMATH Keywords

Markov random fieldsP-splinesspike and slab priorsBayesian semiparametric regressionMarkov chain Monte Carlo simulationexpectile regressionasymmetric normal distribution

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

Related Items

A new GEE method to account for heteroscedasticity using asymmetric least-square regressions, Shrinkage estimation of fixed and random effects in linear quantile mixed models, Asymmetric influence measure for high dimensional regression, Iteratively reweighted least square for kernel expectile regression with random features, KLERC: kernel Lagrangian expectile regression calculator, An elastic-net penalized expectile regression with applications, The MLE of Aigner, Amemiya, and Poirier is not the expectile MLE

Uses Software

• R
• Expectreg
• erboost

Cites Work

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