Posterior inference in Bayesian quantile regression with asymmetric Laplace likelihood

Y Yang, HJ Wang, X He - International Statistical Review, 2016 - Wiley Online Library
The paper discusses the asymptotic validity of posterior inference of pseudo‐Bayesian
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 …

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 …

Joint estimation of quantile planes over arbitrary predictor spaces

Y Yang, ST Tokdar - Journal of the American Statistical Association, 2017 - Taylor & Francis
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 …

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 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 …

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 …

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 …

Application of non-linear quantile regression to macrozoobenthic species distribution modelling: comparing two contrasting basins

F Cozzoli, TJ Bouma, T Ysebaert… - Marine Ecology Progress …, 2013 - int-res.com
The occurrence and distribution of macrozoobenthos in estuaries are strongly related to
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 …