Bayesian adaptive Lasso quantile regression
From MaRDI portal
Publication:4970958
DOI10.1177/1471082X1101200304MaRDI QIDQ4970958
Dries F. Benoit, Rahim Alhamzawi, Ke-ming Yu
Publication date: 8 October 2020
Published in: Statistical Modelling (Search for Journal in Brave)
Related Items (30)
Bayesian spatial quantile regression for areal count data, with application on substitute care placements in Texas ⋮ Regularization and model selection for quantile varying coefficient model with categorical effect modifiers ⋮ Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index ⋮ Bayesian quantile regression using the skew exponential power distribution ⋮ Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors ⋮ A new Gibbs sampler for Bayesian lasso ⋮ Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data ⋮ Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood ⋮ A Bayesian graphical approach for large-scale portfolio management with fewer historical data ⋮ A Bayesian variable selection approach to longitudinal quantile regression ⋮ A Bayesian Approach to Multiple-Output Quantile Regression ⋮ The Bayesian adaptive Lasso regression ⋮ Model selection in quantile regression models ⋮ Brq: an R package for Bayesian quantile regression ⋮ Bayesian variable selection and estimation in maximum entropy quantile regression ⋮ Bayesian elastic net single index quantile regression ⋮ Inference with three-level prior distributions in quantile regression problems ⋮ Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition ⋮ Bayesian Lasso binary quantile regression ⋮ An efficient algorithm for structured sparse quantile regression ⋮ Elastic net penalized quantile regression model ⋮ Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification ⋮ Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings ⋮ Bayesian regularized quantile structural equation models ⋮ Bayesian bridge-randomized penalized quantile regression ⋮ A novel Bayesian approach for variable selection in linear regression models ⋮ Group penalized quantile regression ⋮ Shrinkage priors for Bayesian penalized regression ⋮ An elastic-net penalized expectile regression with applications ⋮ Constrained estimation using penalization and MCMC
Uses Software
Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Bayesian analysis of a Tobit quantile regression model
- Bayesian inference for additive mixed quantile regression models
- Bayesian variable selection in quantile regression
- Heuristics of instability and stabilization in model selection
- Nonconcave penalized likelihood with a diverging number of parameters.
- Least angle regression. (With discussion)
- Quantile regression for longitudinal data
- Bayesian regularized quantile regression
- BAYESIAN HYPER-LASSOS WITH NON-CONVEX PENALIZATION
- Bayesian Quantile Regression for Longitudinal Studies with Nonignorable Missing Data
- The Bayesian Lasso
- Bayesian lasso regression
- Bayesian Variable Selection in Linear Regression
- Bayesian quantile inference
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Gaussian Markov Random Fields
- Gibbs sampling methods for Bayesian quantile regression
- Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
- Bayesian quantile regression
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Bayesian adaptive Lasso quantile regression
