Bayesian quantile regression using the skew exponential power distribution
type: Item
instance of: scholarly article
title: Bayesian quantile regression using the skew exponential power distribution
zbMATH Open document ID: 1469.62022
author: Mauro Bernardi
author: Marco Bottone
author: Lea Petrella
published in: Computational Statistics and Data Analysis
publication date: 2018-08-21T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62G08
zbMATH DE Number: 6921195
zbMATH Keywords: Bayesian quantile regression
zbMATH Keywords: skew exponential power distribution
zbMATH Keywords: asymmetric Laplace distribution
zbMATH Keywords: Lasso
zbMATH Keywords: MCMC
Wikidata QID: Q115577949
describes a project that uses: GMRFLib
MaRDI profile type: Publication
full work available at URL: j.csda.2018.04.008
OpenAlex ID: W2801092597
cites work: On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function
cites work: Bayesian Elastic Net Tobit Quantile Regression
cites work: Variable selection in quantile regression via Gibbs sampling
cites work: Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter
cites work: Bayesian adaptive Lasso quantile regression
cites work: On the ergodicity properties of some adaptive MCMC algorithms
cites work: Generalized quantiles as risk measures
cites work: On the \(L_p\)-quantiles for the Student \(t\) distribution
cites work: Bayesian tail risk interdependence using quantile regression
cites work: Q3214142
cites work: M-quantiles
cites work: Generalized structured additive regression based on Bayesian P-splines
cites work: The extended exponential power distribution and Bayesian robustness.
cites work: Q4363949
cites work: Bayesian model selection based on proper scoring rules
cites work: A practical guide to splines.
cites work: Automatic Bayesian Curve Fitting
cites work: Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
cites work: On Bayesian Modeling of Fat Tails and Skewness
cites work: Probabilistic Forecasts, Calibration and Sharpness
cites work: An adaptive Metropolis algorithm
cites work: Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
cites work: Bayesian lasso regression
cites work: Generalized additive models
cites work: Bayesian quantile regression for partially linear additive models
cites work: Model selection in binary and Tobit quantile regression using the Gibbs sampler
cites work: Hedonic housing prices and the demand for clean air
cites work: Geoadditive Models
cites work: On Bayesian quantile regression using a pseudo-joint asymmetric Laplace likelihood
cites work: Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles
cites work: Bayesian endogenous Tobit quantile regression
cites work: Q3413299
cites work: Regression Quantiles
cites work: Goodness of Fit and Related Inference Processes for Quantile Regression
cites work: Bayesian Semiparametric Median Regression Modeling
cites work: Bayesian Semiparametric Modelling in Quantile Regression
cites work: Q2723273
cites work: Gibbs sampling methods for Bayesian quantile regression
cites work: Bayesian regularized quantile regression
cites work: Spatial quantile multiple regression using the asymmetric Laplace process
cites work: The Group Lasso for Logistic Regression
cites work: Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition
cites work: Bayesian analysis of some models that use the asymmetric exponential power distribution
cites work: Asymmetric Least Squares Estimation and Testing
cites work: A statistical perspective on ill-posed inverse problems (with discussion)
cites work: Fast Computation of Fully Automated Log-Density and Log-Hazard Estimators
cites work: The Bayesian Lasso
cites work: Bayesian Spatial Quantile Regression
cites work: Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
cites work: Gaussian Markov Random Fields
cites work: Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric Laplace density
cites work: Bayesian nonparametric quantile regression using splines
cites work: Q4864293
cites work: On scale mixtures of normal distributions
cites work: A generalized class of skew distributions and associated robust quantile regression models
cites work: Bayesian empirical likelihood for quantile regression
cites work: Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood

Bayesian quantile regression using the skew exponential power distribution (cites work)
cites work: Bayesian variable selection in quantile regression

Bayesian quantile regression using the skew exponential power distribution (cites work)
cites work: Bayesian quantile regression

Bayesian quantile regression using the skew exponential power distribution (cites work)
cites work: Bayesian analysis of a Tobit quantile regression model

Bayesian quantile regression using the skew exponential power distribution (cites work)
cites work: Model Selection and Estimation in Regression with Grouped Variables

Bayesian quantile regression using the skew exponential power distribution (cites work)
cites work: Bayesian inference for additive mixed quantile regression models

Bayesian quantile regression using the skew exponential power distribution (cites work)
cites work: Properties and estimation of asymmetric exponential power distribution

Bayesian quantile regression using the skew exponential power distribution (DOI)
DOI: 10.1016/J.CSDA.2018.04.008