Advanced search
Publication Cover
Journal of Applied Statistics Volume 39, 2012 - Issue 4
Submit an article Journal homepage
932
Views
33
CrossRef citations to date
0
Altmetric
Original Articles

Variable selection in quantile regression via Gibbs sampling

Rahim Alhamzawi Department of Mathematics, Brunel University, Uxbridge, UB8 3PH, UKCorrespondence[email protected]
&
Keming Yu Department of Mathematics, Brunel University, Uxbridge, UB8 3PH, UK
Pages 799-813 | Received 01 May 2011, Accepted 31 Aug 2011, Published online: 27 Sep 2011

Citations (33)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (6)

Marcus G. L. Nascimento & Kelly C. M. Gonçalves. (2022) Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index. Journal of Applied Statistics 49:13, pages 3436-3450.
Read now
Shiyi Tu, Min Wang & Xiaoqian Sun. (2017) Bayesian variable selection and estimation in maximum entropy quantile regression. Journal of Applied Statistics 44:2, pages 253-269.
Read now
Bruno Santos & Heleno Bolfarine. (2015) Bayesian analysis for zero-or-one inflated proportion data using quantile regression. Journal of Statistical Computation and Simulation 85:17, pages 3579-3593.
Read now
Yang Yu. (2015) Bayesian quantile regression for hierarchical linear models. Journal of Statistical Computation and Simulation 85:17, pages 3451-3467.
Read now
Rahim Alhamzawi. (2015) Model selection in quantile regression models. Journal of Applied Statistics 42:2, pages 445-458.
Read now
Yuzhu Tian, Maozai Tian & Qianqian Zhu. (2014) Linear Quantile Regression Based on EM Algorithm. Communications in Statistics - Theory and Methods 43:16, pages 3464-3484.
Read now

Articles from other publishers (27)

Anja Rappl, Manuel Carlan, Thomas Kneib, Sebastiaan Klokman & Elisabeth Bergherr. (2024) Bayesian effect selection in structured additive quantile regression. Statistical Modelling.
Crossref
Xiaoning Li, Mulati Tuerde & Xijian Hu. (2023) Variational Bayesian Inference for Quantile Regression Models with Nonignorable Missing Data. Mathematics 11:18, pages 3926.
Crossref
Fengkai Yang. (2023) Robust Procedure for Change-Point Estimation Using Quantile Regression Model with Asymmetric Laplace Distribution. Symmetry 15:2, pages 447.
Crossref
C. Davino, R. Romano & D. Vistocco. (2022) Handling multicollinearity in quantile regression through the use of principal component regression. METRON 80:2, pages 153-174.
Crossref
Ferra Yanuar, Hazmira Yozza & Aidinil Zetra. (2022) Modified Quantile Regression for Modeling the Low Birth Weight. Frontiers in Applied Mathematics and Statistics 8.
Crossref
Meihong Su & Wenjian Wang. (2021) Elastic net penalized quantile regression model. Journal of Computational and Applied Mathematics 392, pages 113462.
Crossref
Pramod Bide & Sudhir Dhage. (2021) Similar Event Detection and Event Topic Mining in Social Network Platform. Similar Event Detection and Event Topic Mining in Social Network Platform.
Chunyang Liu, Xingyu Gao, Wanli Ma & Xiangtuo Chen. (2020) Research on regional differences and influencing factors of green technology innovation efficiency of China’s high-tech industry. Journal of Computational and Applied Mathematics 369, pages 112597.
Crossref
Dhiyaa Hazem Qassem Aljabri & Rahim Alhamzawi. (2019) Bayesian bridge regression for ordinal models with a practical application. Journal of Physics: Conference Series 1294:3, pages 032030.
Crossref
Ferra Yanuar, Aidinil Zetra, Catrin Muharisa, Dodi Devianto, Arrival Rince Putri & Yudiantri Asdi. (2019) Bayesian Quantile Regression Method to Construct the Low Birth Weight Model. Journal of Physics: Conference Series 1245:1, pages 012044.
Crossref
Chun-Jing Li, Hong-Mei Zhao & Xiao-Gang Dong. (2019) Bayesian empirical likelihood and variable selection for censored linear model with applications to acute myelogenous leukemia data. International Journal of Biomathematics 12:05, pages 1950050.
Crossref
Ferra Yanuar, Hazmira Yozza & Aidinil Zetra. (2019) Bayesian Quantile Regression Methods in Handling Non-normal and Heterogeneous Error Term. Asian Journal of Scientific Research 12:3, pages 346-351.
Crossref
Mauro Bernardi, Marco Bottone & Lea Petrella. (2018) Bayesian quantile regression using the skew exponential power distribution. Computational Statistics & Data Analysis 126, pages 92-111.
Crossref
Fengkai Yang. (2017) A Stochastic EM Algorithm for Quantile and Censored Quantile Regression Models. Computational Economics 52:2, pages 555-582.
Crossref
Bruno SantosHeleno Bolfarine. (2017) Bayesian quantile regression analysis for continuous data with a discrete component at zero. Statistical Modelling 18:1, pages 73-93.
Crossref
Lei-Lei Shi, Yan Wu, Lu Liu, Xiang Sun & Liang Jiang. (2017) Event Detection and Key Posts Discovering in Social Media Data Streams. Event Detection and Key Posts Discovering in Social Media Data Streams.
Xiang-Nan Feng, Yifan Wang, Bin Lu & Xin-Yuan Song. (2017) Bayesian regularized quantile structural equation models. Journal of Multivariate Analysis 154, pages 234-248.
Crossref
Lei-Lei Shi, Lu Liu, Yan Wu, Liang Jiang & James Hardy. (2017) Event Detection and User Interest Discovering in Social Media Data Streams. IEEE Access 5, pages 20953-20964.
Crossref
Dimitris Korobilis. (2017) Quantile regression forecasts of inflation under model uncertainty. International Journal of Forecasting 33:1, pages 11-20.
Crossref
Man-Suk Oh, Eun Sug Park & Beong-Soo So. (2016) Bayesian variable selection in binary quantile regression. Statistics & Probability Letters 118, pages 177-181.
Crossref
Rahim Alhamzawi. (2016) Bayesian model selection in ordinal quantile regression. Computational Statistics & Data Analysis 103, pages 68-78.
Crossref
Man-Suk Oh, Jungsoon Choi & Eun Sug Park. (2016) Bayesian variable selection in quantile regression using the Savage–Dickey density ratio. Journal of the Korean Statistical Society 45:3, pages 466-476.
Crossref
Wen-Tsao Pan & Yungho Leu. (2016) An Analysis of Bank Service Satisfaction Based on Quantile Regression and Grey Relational Analysis. Mathematical Problems in Engineering 2016, pages 1-9.
Crossref
Vahid Nassiri & Ignace Loris. (2014) An efficient algorithm for structured sparse quantile regression. Computational Statistics 29:5, pages 1321-1343.
Crossref
H Tan, H Zhang, J Xie, B Chen, C Wen, X Guo, Q Zhao, Z Wu, J Shen, J Wu, X Xu, E Li, L Xu & X Wang. (2014) A novel staging model to classify oesophageal squamous cell carcinoma patients in China. British Journal of Cancer 110:8, pages 2109-2115.
Crossref
Reza Tareghian & Peter F. Rasmussen. (2013) Statistical downscaling of precipitation using quantile regression. Journal of Hydrology 487, pages 122-135.
Crossref
Dimitris Korobilis & Kenichi Shimizu. (2021) Bayesian Approaches to Shrinkage and Sparse Estimation. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.