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Journal of Computational and Graphical Statistics Volume 26, 2017 - Issue 2
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Bayesian Models

Regression Adjustment for Noncrossing Bayesian Quantile Regression

T. RodriguesSchool of Mathematics and Statistics, University of New South Wales, Sydney, Australia;CAPES Foundation, Ministry of Education of Brazil, Brasília - DF, Brazil
&
Y. FanSchool of Mathematics and Statistics, University of New South Wales, Sydney, Australia
Pages 275-284 | Received 01 Feb 2015, Published online: 24 Apr 2017

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Read on this site (2)

T. Rodrigues, J.-L. Dortet-Bernadet & Y. Fan. (2019) Pyramid Quantile Regression. Journal of Computational and Graphical Statistics 28:3, pages 732-746.
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Qiao Wang & Zhongheng Cai. A composite Bayesian approach for quantile curve fitting with non-crossing constraints. Communications in Statistics - Theory and Methods 0:0, pages 1-25.
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Articles from other publishers (15)

Yuanqi Chu, Zhouping Yin & Keming Yu. (2023) Bayesian scale mixtures of normals linear regression and Bayesian quantile regression with big data and variable selection. Journal of Computational and Applied Mathematics 428, pages 115192.
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Carol Alexander, Yang Han & Xiaochun Meng. (2023) Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. International Journal of Forecasting 39:3, pages 1078-1096.
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Thomas Kneib, Alexander Silbersdorff & Benjamin Säfken. (2023) Rage Against the Mean – A Review of Distributional Regression Approaches. Econometrics and Statistics 26, pages 99-123.
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Michael Pfarrhofer. (2022) Modeling tail risks of inflation using unobserved component quantile regressions. Journal of Economic Dynamics and Control 143, pages 104493.
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Silius M. Vandeskog, Thordis L. Thorarinsdottir, Ingelin Steinsland & Finn Lindgren. (2022) Quantile based modeling of diurnal temperature range with the five‐parameter lambda distribution. Environmetrics 33:4.
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Yuanqi Chu, Xueping Hu & Keming Yu. 2022. New Frontiers in Bayesian Statistics. New Frontiers in Bayesian Statistics 11 22 .
Teng Wu & Naveen N. Narisetty. (2021) Bayesian Multiple Quantile Regression for Linear Models Using a Score Likelihood. Bayesian Analysis 16:3.
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Yingying Hu, Huixia Judy Wang, Xuming He & Jianhua Guo. (2020) Bayesian joint-quantile regression. Computational Statistics 36:3, pages 2033-2053.
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Genya Kobayashi, Taeyoung Roh, Jangwon Lee & Taeryon Choi. (2020) Flexible Bayesian quantile curve fitting with shape restrictions under the Dirichlet process mixture of the generalized asymmetric Laplace distribution. Canadian Journal of Statistics 49:3, pages 698-730.
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Bruno Santos & Thomas Kneib. (2020) Noncrossing structured additive multiple-output Bayesian quantile regression models. Statistics and Computing 30:4, pages 855-869.
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Jayabrata Biswas, Pulak Ghosh & Kiranmoy Das. (2020) A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes. AStA Advances in Statistical Analysis 104:2, pages 261-283.
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J.-L. Dortet-Bernadet, Y. Fan & T. Rodrigues. 2020. Flexible Bayesian Regression Modelling. Flexible Bayesian Regression Modelling 1 25 .
Josephine Merhi Bleik. (2019) Fully Bayesian Estimation of Simultaneous Regression Quantiles under Asymmetric Laplace Distribution Specification. Journal of Probability and Statistics 2019, pages 1-12.
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T. Rodrigues, J.-L. Dortet-Bernadet & Y. Fan. (2019) Simultaneous fitting of Bayesian penalised quantile splines. Computational Statistics & Data Analysis 134, pages 93-109.
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Dimitris Korobilis, Bettina Landau, Alberto Musso & Anthoulla Phella. (2021) The Time-Varying Evolution of Inflation Risks. SSRN Electronic Journal.
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