Bayesian quantile regression for partially linear additive models

DOI10.1007/s11222-013-9446-9zbMath1331.62143arXiv1307.2668OpenAlexW2071942331MaRDI QIDQ5963735

Yuao Hu, Kaifeng Zhao, Heng Lian

Publication date: 23 February 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.2668

zbMATH Keywords

additive modelsMarkov chain Monte Carloquantile regressionvariable selection

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items

Bayesian analysis for quantile smoothing spline ⋮ The expectation-maximization approach for Bayesian quantile regression ⋮ Bayesian quantile regression using the skew exponential power distribution ⋮ Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood ⋮ Partial replacement imputation estimation for partially linear models with complex missing pattern covariates ⋮ Bayesian regularized quantile structural equation models ⋮ Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures ⋮ Bayesian Additive Machine: classification with a semiparametric discriminant function

Uses Software

• hgam

Cites Work

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