Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline

DOI10.1080/03610918.2017.1414248OpenAlexW2782560798MaRDI QIDQ5085943

Zhihong Zou, Shan-shan Wang, Yang Yu

Publication date: 30 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2017.1414248

zbMATH Keywords

variable selectionreversible jump Markov chain Monte CarloBayesian quantile regressionpartial linear single-index modelpower consumption model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

Related Items (2)

Empirical likelihood in single-index quantile regression with high dimensional and missing observations ⋮ Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions

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