Posterior inference in Bayesian quantile regression with asymmetric Laplace likelihood
The paper discusses the asymptotic validity of posterior inference of pseudo‐Bayesian
quantile regression methods with complete or censored data when an asymmetric Laplace …
quantile regression methods with complete or censored data when an asymmetric Laplace …
Spatial quantile multiple regression using the asymmetric Laplace process
K Lum, AE Gelfand - 2012 - projecteuclid.org
We consider quantile multiple regression through conditional quantile models, ie each
quantile is modeled separately. We work in the context of spatially referenced data and …
quantile is modeled separately. We work in the context of spatially referenced data and …
Simultaneous linear quantile regression: a semiparametric Bayesian approach
ST Tokdar, JB Kadane - 2012 - projecteuclid.org
We introduce a semi-parametric Bayesian framework for a simultaneous analysis of linear
quantile regression models. A simultaneous analysis is essential to attain the true potential …
quantile regression models. A simultaneous analysis is essential to attain the true potential …
Joint estimation of quantile planes over arbitrary predictor spaces
In spite of the recent surge of interest in quantile regression, joint estimation of linear
quantile planes remains a great challenge in statistics and econometrics. We propose a …
quantile planes remains a great challenge in statistics and econometrics. We propose a …
Multiple smoothing parameters selection in additive regression quantiles
VMR Muggeo, F Torretta, PHC Eilers… - Statistical …, 2021 - journals.sagepub.com
We propose an iterative algorithm to select the smoothing parameters in additive quantile
regression, wherein the functional forms of the covariate effects are unspecified and …
regression, wherein the functional forms of the covariate effects are unspecified and …
Regression adjustment for noncrossing Bayesian quantile regression
T Rodrigues, Y Fan - Journal of Computational and Graphical …, 2017 - Taylor & Francis
ABSTRACT A two-stage approach is proposed to overcome the problem in quantile
regression, where separately fitted curves for several quantiles may cross. The standard …
regression, where separately fitted curves for several quantiles may cross. The standard …
Non‐stationary conditional extremes of northern North Sea storm characteristics
P Jonathan, K Ewans, D Randell - Environmetrics, 2014 - Wiley Online Library
Characterising the joint structure of extremes of environmental variables is important for
improved understanding of those environments. Yet, many applications of multivariate …
improved understanding of those environments. Yet, many applications of multivariate …
Spatial patterns of linear and nonparametric long-term trends in Baltic sea-level variability
RV Donner, R Ehrcke, SM Barbosa… - Nonlinear Processes …, 2012 - npg.copernicus.org
The study of long-term trends in tide gauge data is important for understanding the present
and future risk of changes in sea-level variability for coastal zones, particularly with respect …
and future risk of changes in sea-level variability for coastal zones, particularly with respect …
Application of non-linear quantile regression to macrozoobenthic species distribution modelling: comparing two contrasting basins
The occurrence and distribution of macrozoobenthos in estuaries are strongly related to
sediment grain-size characteristics. However, statistical prediction of the distribution of …
sediment grain-size characteristics. However, statistical prediction of the distribution of …
Estimation of regression quantiles in complex surveys with data missing at random: An application to birthweight determinants
M Geraci - Statistical methods in medical research, 2016 - journals.sagepub.com
The estimation of population parameters using complex survey data requires careful
statistical modelling to account for the design features. This is further complicated by unit …
statistical modelling to account for the design features. This is further complicated by unit …