Results 31 to 40 of about 44,356 (305)

Regularized Bayesian quantile regression [PDF]

open access: yesCommunications in Statistics - Simulation and Computation, 2017
A number of nonstationary models have been developed to estimate extreme events as function of covariates. A quantile regression (QR) model is a statistical approach intended to estimate and conduct inference about the conditional quantile functions.
Adlouni, Salaheddine El   +2 more
openaire   +2 more sources

Bayesian Endogenous Tobit Quantile Regression

open access: diamondBayesian Analysis, 2016
This study proposes $p$-th Tobit quantile regression models with endogenous variables. In the first stage regression of the endogenous variable on the exogenous variables, the assumption that the $ $-th quantile of the error term is zero is introduced.
Genya Kobayashi
openalex   +4 more sources

A Bayesian Binary reciprocal LASSO quantile regression (with practical application)

open access: yesJournal of Kufa for Mathematics and Computer, 2023
Quantile regression is one of the methods that has taken a wide space in application in the previous two decades because of the attractive features of these methods to researchers, as it is not affected by outliers values, meaning that it is considered ...
Mohammed Kahnger, Ahmad Naeem Flaih
doaj   +1 more source

Posterior moments and quantiles for the normal location model with Laplace prior [PDF]

open access: yes, 2020
We derive explicit expressions for arbitrary moments and quantiles of the posterior distribution of the location parameter eta in the normal location model with Laplace prior, and use the results to approximate the posterior distribution of sums of ...
Franco Peracchi   +2 more
core   +1 more source

Bayesian lasso binary quantile regression

open access: yesComputational Statistics, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Benoit, Dries   +2 more
openaire   +2 more sources

Bayesian variable selection in linear quantile mixed models for longitudinal data with application to macular degeneration.

open access: yesPLoS ONE, 2020
This paper presents a Bayesian analysis of linear mixed models for quantile regression based on a Cholesky decomposition for the covariance matrix of random effects.
Yonggang Ji, Haifang Shi
doaj   +1 more source

Bayesian analysis of a Tobit quantile regression model [PDF]

open access: yes, 2007
This paper develops a Bayesian framework for Tobit quantile regression. Our approach is organized around a likelihood function that is based on the asymmetric Laplace dis- tribution, a choice that turns out to be natural in this context.
Stander, J, Yu, K
core   +1 more source

Anomaly Detection in Health Insurance Claims Using Bayesian Quantile Regression

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 2021
Research has shown that current health expenditure in most countries, especially in sub-Saharan Africa, is inadequate and unsustainable. Yet, fraud, abuse, and waste in health insurance claims by service providers and subscribers threaten the delivery of
Ezekiel N. N. Nortey   +4 more
doaj   +1 more source

Quantile Regression Neural Networks: A Bayesian Approach [PDF]

open access: yesJournal of Statistical Theory and Practice, 2021
This article introduces a Bayesian neural network estimation method for quantile regression assuming an asymmetric Laplace distribution (ALD) for the response variable. It is shown that the posterior distribution for feedforward neural network quantile regression is asymptotically consistent under a misspecified ALD model. This consistency proof embeds
S. R. Jantre, S. Bhattacharya, T. Maiti
openaire   +2 more sources

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