Shrinkage estimation of fixed and random effects in linear quantile mixed models
From MaRDI portal
Publication:5044676
DOI10.1080/02664763.2021.1962262OpenAlexW3196446520MaRDI QIDQ5044676
Publication date: 2 November 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2021.1962262
Cholesky decompositionpartially collapsed Gibbs samplingexpectile mixed regressionMetropolis-Hastings acceptance-rejectionquantile mixed regression
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Linear quantile mixed models
- Asymmetric Least Squares Estimation and Testing
- Geoadditive expectile regression
- Smooth expectiles for panel data using penalized splines
- On confidence intervals for semiparametric expectile regression
- The Bayesian covariance lasso
- Bayesian analysis of penalized quantile regression for longitudinal data
- Hierarchical shrinkage priors for regression models
- The horseshoe+ estimator of ultra-sparse signals
- Bayesian regularisation in geoadditive expectile regression
- Flexible linear mixed models with improper priors for longitudinal and survival data
- Quantile regression in linear mixed models: a stochastic approximation EM approach
- Quantile regression for longitudinal data
- Efficient estimation in expectile regression using envelope models
- Model selection in semiparametric expectile regression
- Estimating and testing a quantile regression model with interactive effects
- Bayesian regularized quantile regression
- Average and Quantile Effects in Nonseparable Panel Models
- Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models
- Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models
- Random Effects Selection in Linear Mixed Models
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- The horseshoe estimator for sparse signals
- The Bayesian Lasso
- Partially Collapsed Gibbs Samplers
- Regression Quantiles
- Time Varying Autoregressive Moving Average Models for Covariance Estimation
- Linear Mixed-Effects Models Using R
- Generalized double Pareto shrinkage
- Bayesian Lasso-mixed quantile regression
- Gibbs sampling methods for Bayesian quantile regression
- Fixed and Random Effects Selection in Linear and Logistic Models
- A Three-Parameter Asymmetric Laplace Distribution and Its Extension
- Bayesian quantile regression
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
- Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression
This page was built for publication: Shrinkage estimation of fixed and random effects in linear quantile mixed models