Model selection in quantile regression models

DOI10.1080/02664763.2014.959905OpenAlexW2045829475MaRDI QIDQ5130158

Rahim Alhamzawi

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.959905

zbMATH Keywords

binaryscale mixture of normalsLassoBayesian quantile regression

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Bayesian reciprocal LASSO quantile regression ⋮ Regularized Bayesian quantile regression ⋮ Bayesian tobit quantile regression with penalty ⋮ Bayesian bridge quantile regression ⋮ Block average quantile regression for massive dataset

Uses Software

• R
• quantreg
• Mcmcpack
• bayesQR
• Brq

Cites Work

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• Bayesian Spatial Quantile Regression
• Gibbs sampling methods for Bayesian quantile regression
• Fixed and Random Effects Selection in Linear and Logistic Models
• Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
• Bayesian quantile regression

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