Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings

DOI10.1007/s00180-020-01037-4zbMath1505.62402OpenAlexW3092831179MaRDI QIDQ2032224

Yu-Zhu Tian, Mao-Zai Tian, Man-Lai Tang, Wai Sum Chan

Publication date: 16 June 2021

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-020-01037-4

zbMATH Keywords

quantile regressionbridge penaltyposterior inferencelongitudinal ordinal databond ratings

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

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