Bayesian tobit quantile regression with penalty

DOI10.1080/03610918.2017.1323224OpenAlexW2612792998MaRDI QIDQ5084951

Haithem Taha Mohammad Ali, Rahim Alhamzawi

Publication date: 29 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1323224

zbMATH Keywords

regularizationBayesian inferenceMCMCskewed Laplace distributionTobit qantile regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62Jxx)

Related Items

Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty ⋮ Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation ⋮ Brq: an R package for Bayesian quantile regression ⋮ Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings ⋮ Bayesian bridge-randomized penalized quantile regression

Uses Software

• factorQR
• BayesDA

Cites Work

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