Simultaneous fitting of Bayesian penalised quantile splines

DOI10.1016/j.csda.2018.12.009OpenAlexW2906781199WikidataQ128690737 ScholiaQ128690737MaRDI QIDQ1727924

Xianqiang Yang

Publication date: 21 February 2019

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2018.12.009

zbMATH Keywords

B-splinesnonparametric quantile regressionBayesian quantile pyramidO'Sullivan penalised splinessimultaneous quantile regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Related Items (1)

Noncrossing structured additive multiple-output Bayesian quantile regression models

Uses Software

• SemiPar
• COBS
• LaplacesDemon
• RStan
• rstan
• cobs
• qrjoint

Cites Work

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• Bayesian Spatial Quantile Regression
• Bayesian quantile regression

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