Bayesian Tobit quantile regression with single-index models

DOI10.1080/00949655.2013.873041zbMath1457.62375OpenAlexW1974554987MaRDI QIDQ5220786

Heng Lian, Kaifeng Zhao

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2013.873041

zbMATH Keywords

Markov chain Monte Carlo methodsGaussian process priorBayesian quantile regressionTobit single-index models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Related Items (15)

Likelihood-based quantile autoregressive distributed lag models and its applications ⋮ Estimation of linear composite quantile regression using EM algorithm ⋮ The expectation-maximization approach for Bayesian quantile regression ⋮ Bayesian tobit quantile regression with penalty ⋮ Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors ⋮ Bayesian bridge quantile regression ⋮ Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data ⋮ Bayesian single-index quantile regression for ordinal data ⋮ Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood ⋮ Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation ⋮ Bayesian elastic net single index quantile regression ⋮ Quantile regression for linear models with autoregressive errors using EM algorithm ⋮ Bayesian quantile regression analysis for continuous data with a discrete component at zero ⋮ Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings ⋮ Bayesian bridge-randomized penalized quantile regression

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