Bayesian nonparametric quantile regression using splines

DOI10.1016/j.csda.2009.09.004zbMath1464.62171OpenAlexW2020245271WikidataQ57194361 ScholiaQ57194361MaRDI QIDQ962367

Yuzhi Cai, Julian Stander, Paul M. Thompson, Rana A. Moyeed, Dominic E. Reeve

Publication date: 6 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.09.004

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

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Uses Software

• R
• quantreg
• MASS (R)
• ElemStatLearn

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• A convergent algorithm for quantile regression with smoothing splines
• Quantile regression: A nonparametric approach
• Quantile regression without the curse of unsmoothness
• Smoothing sample extremes: the mixed model approach
• Bayesian nonparametric quantile regression using splines
• An algorithm for quantile smoothing splines
• Slice sampling. (With discussions and rejoinder)
• On spline estimators and prediction intervals in nonparametric regression.
• Inference from iterative simulation using multiple sequences
• Statistical Analysis of Financial Data in S-Plus
• Bayesian Semiparametric Modelling in Quantile Regression
• Automatic Bayesian Curve Fitting
• Quantile smoothing splines
• Bayesian Semiparametric Median Regression Modeling
• Approximate Bayesian inference for quantiles
• The elements of statistical learning. Data mining, inference, and prediction
• Bayesian quantile regression
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