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Bayesian quantile regression

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Cited by:

  1. Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020. "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
  2. Paul Hewson & Keming Yu, 2008. "Quantile regression for binary performance indicators," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(5), pages 401-418, September.
  3. Christian E. Galarza & Panpan Zhang & Víctor H. Lachos, 2021. "Logistic Quantile Regression for Bounded Outcomes Using a Family of Heavy-Tailed Distributions," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 325-349, November.
  4. Siamak Ghasemzadeh & Mojtaba Ganjali & Taban Baghfalaki, 2018. "Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness," METRON, Springer;Sapienza Università di Roma, vol. 76(3), pages 321-348, December.
  5. El Moctar Laghlal & Abdoul Aziz Junior Ndoye, 2018. "A Hybrid MCMC Sampler for Unconditional Quantile Based on Influence Function," Econometrics, MDPI, vol. 6(2), pages 1-11, May.
  6. Saptarshi Chatterjee & Shrabanti Chowdhury & Sanjib Basu, 2021. "A model‐free approach for testing association," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(3), pages 511-531, June.
  7. Clements, A.E. & Hurn, A.S. & Li, Z., 2016. "Strategic bidding and rebidding in electricity markets," Energy Economics, Elsevier, vol. 59(C), pages 24-36.
  8. Yu-Zhu Tian & Man-Lai Tang & Wai-Sum Chan & Mao-Zai Tian, 2021. "Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm’s bond ratings," Computational Statistics, Springer, vol. 36(2), pages 1289-1319, June.
  9. Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012. "Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range," International Journal of Forecasting, Elsevier, vol. 28(3), pages 557-574.
  10. Das, Priyam & Ghosal, Subhashis, 2018. "Bayesian non-parametric simultaneous quantile regression for complete and grid data," Computational Statistics & Data Analysis, Elsevier, vol. 127(C), pages 172-186.
  11. 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, Springer;German Statistical Society, vol. 104(2), pages 261-283, June.
  12. Panayi, Efstathios & Peters, Gareth W. & Danielsson, Jon & Zigrand, Jean-Pierre, 2018. "Designating market maker behaviour in limit order book markets," Econometrics and Statistics, Elsevier, vol. 5(C), pages 20-44.
  13. Dejan Živkov & Slavica Manić & Jelena Kovačević & Željana Trbović, 2022. "Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers – the multiscale robust quantile regression," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(1), pages 67-93, January.
  14. Yuzhu Tian & Manlai Tang & Yanchao Zang & Maozai Tian, 2018. "Quantile regression for linear models with autoregressive errors using EM algorithm," Computational Statistics, Springer, vol. 33(4), pages 1605-1625, December.
  15. Khare, Kshitij & Hobert, James P., 2012. "Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 108-116.
  16. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Nowcasting tail risk to economic activity at a weekly frequency," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 843-866, August.
  17. Chen, Cathy W.S. & Hsu, Hsiao-Yun & Watanabe, Toshiaki, 2023. "Tail risk forecasting of realized volatility CAViaR models," Finance Research Letters, Elsevier, vol. 51(C).
  18. Marco Alfò & Maria Francesca Marino & Maria Giovanna Ranalli & Nicola Salvati & Nikos Tzavidis, 2021. "M‐quantile regression for multivariate longitudinal data with an application to the Millennium Cohort Study," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(1), pages 122-146, January.
  19. Babkin, Andrey, 2020. "Incorporating side information into Robust Matrix Factorization with Bayesian Quantile Regression," Statistics & Probability Letters, Elsevier, vol. 165(C).
  20. Hemant Kulkarni & Jayabrata Biswas & Kiranmoy Das, 2019. "A joint quantile regression model for multiple longitudinal outcomes," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(4), pages 453-473, December.
  21. Fadel Hamid Hadi ALHUSSEINI, 2017. "Selection Of Variables Influencing Iraqi Banks Deposits By Using New Bayesian Lasso Quantile Regression," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 6(1), pages 46-59, JULY.
  22. Luca Merlo & Lea Petrella & Valentina Raponi, 2021. "Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation," Papers 2106.06518, arXiv.org.
  23. Das, Priyam & Ghosal, Subhashis, 2017. "Bayesian quantile regression using random B-spline series prior," Computational Statistics & Data Analysis, Elsevier, vol. 109(C), pages 121-143.
  24. Pfarrhofer, Michael, 2022. "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  25. Ferrara, Laurent & Mogliani, Matteo & Sahuc, Jean-Guillaume, 2022. "High-frequency monitoring of growth at risk," International Journal of Forecasting, Elsevier, vol. 38(2), pages 582-595.
  26. Yanke Wu & Maozai Tian, 2017. "An effective method to reduce the computational complexity of composite quantile regression," Computational Statistics, Springer, vol. 32(4), pages 1375-1393, December.
  27. Rahim Alhamzawi & Haithem Taha Mohammad Ali, 2020. "Brq: an R package for Bayesian quantile regression," METRON, Springer;Sapienza Università di Roma, vol. 78(3), pages 313-328, December.
  28. Thompson, Paul & Cai, Yuzhi & Moyeed, Rana & Reeve, Dominic & Stander, Julian, 2010. "Bayesian nonparametric quantile regression using splines," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 1138-1150, April.
  29. Alhamzawi, Rahim & Yu, Keming, 2013. "Conjugate priors and variable selection for Bayesian quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 209-219.
  30. Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
  31. James Mitchell & Aubrey Poon & Dan Zhu, 2022. "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers 22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
  32. Yuzhi Cai, 2016. "A Comparative Study Of Monotone Quantile Regression Methods For Financial Returns," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-16, May.
  33. Philip Kostov & Julie Le Gallo, 2015. "Convergence: A Story of Quantiles and Spillovers," Kyklos, Wiley Blackwell, vol. 68(4), pages 552-576, November.
  34. Wang, Shangshan & Xiang, Liming, 2017. "Two-layer EM algorithm for ALD mixture regression models: A new solution to composite quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 115(C), pages 136-154.
  35. Wuyi Ye & Kebing Luo & Shaofu Du, 2014. "Measuring Contagion of Subprime Crisis Based on MVMQ-CAViaR Method," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-12, June.
  36. R. Alhamzawi & K. Yu & D. F. Benoit, 2011. "Bayesian adaptive Lasso quantile regression," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/728, Ghent University, Faculty of Economics and Business Administration.
  37. Michel Lubrano & Abdoul Aziz Junior Ndoye, 2014. "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992–2009," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(2), pages 129-153, May.
  38. Priyam Das & Christine B. Peterson & Yang Ni & Alexandre Reuben & Jiexin Zhang & Jianjun Zhang & Kim‐Anh Do & Veerabhadran Baladandayuthapani, 2023. "Bayesian hierarchical quantile regression with application to characterizing the immune architecture of lung cancer," Biometrics, The International Biometric Society, vol. 79(3), pages 2474-2488, September.
  39. Elena Fabrizi & Alessio Farcomeni & Valerio Gatta, 2012. "Modelling work history patterns in the Italian labour market," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(2), pages 227-247, June.
  40. S. Ghasemzadeh & M. Ganjali & T. Baghfalaki, 2022. "Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(5), pages 1181-1202, December.
  41. Weihua Zhao & Jianbo Li & Heng Lian, 2018. "Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(3), pages 553-582, June.
  42. Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2017. "Econom\'etrie et Machine Learning," Papers 1708.06992, arXiv.org, revised Mar 2018.
  43. Alhamzawi, Rahim, 2016. "Bayesian model selection in ordinal quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 68-78.
  44. Tsionas, Mike G., 2020. "Quantile Stochastic Frontiers," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1177-1184.
  45. Jeffrey Dotson & Joseph Retzer & Greg Allenby, 2008. "Non-normal simultaneous regression models for customer linkage analysis," Quantitative Marketing and Economics (QME), Springer, vol. 6(3), pages 257-277, September.
  46. Liu, Feng & Kalotay, Egon & Trück, Stefan, 2018. "Assessing sovereign default risk: A bottom-up approach," Economic Modelling, Elsevier, vol. 70(C), pages 525-542.
  47. Rodrigues, T. & Dortet-Bernadet, J.-L. & Fan, Y., 2019. "Simultaneous fitting of Bayesian penalised quantile splines," Computational Statistics & Data Analysis, Elsevier, vol. 134(C), pages 93-109.
  48. Fadel Hamid Hadi Alhusseini & Taha al Shaybawee & Fedaa Abd Almajid Sabbar Alaraje, 2017. "Identify Relative importance of covariates in Bayesian lasso quantile regression via new algorithm in statistical program R," Romanian Statistical Review, Romanian Statistical Review, vol. 65(4), pages 99-110, December.
  49. Arjun Gupta & Soudeh Mirghasemi & Mohammad Arshad Rahman, 2021. "Heterogeneity in food expenditure among US families: evidence from longitudinal quantile regression," Indian Economic Review, Springer, vol. 56(1), pages 25-48, June.
  50. Mohammad Arshad Rahman & Angela Vossmeyer, 2019. "Estimation and Applications of Quantile Regression for Binary Longitudinal Data," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, volume 40, pages 157-191, Emerald Group Publishing Limited.
  51. Alice X. D. Dong & Jennifer S. K. Chan & Gareth W. Peters, 2014. "Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression," Papers 1402.2492, arXiv.org.
  52. Choi, Hee Min & Hobert, James P., 2013. "Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 32-40.
  53. Wu Wang & Zhongyi Zhu, 2017. "Conditional empirical likelihood for quantile regression models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(1), pages 1-16, January.
  54. Getachew A. Dagne, 2021. "Bayesian Quantile Bent-Cable Growth Models for Longitudinal Data with Skewness and Detection Limit," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 13(1), pages 129-141, April.
  55. Xianhua Dai & Wolfgang Karl Härdle & Keming Yu, 2014. "Do Maternal Health Problems Influence Child's Worrying Status? Evidence from British Cohort Study," SFB 649 Discussion Papers SFB649DP2014-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  56. Cristina Davino & Tormod Næs & Rosaria Romano & Domenico Vistocco, 2022. "A quantile regression perspective on external preference mapping," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(4), pages 545-571, December.
  57. Geraci, Marco Valerio & Gnabo, Jean-Yves, 2018. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(3), pages 1371-1390, June.
  58. Chenxi Li & N. Maritza Dowling & Rick Chappell, 2015. "Quantile regression with a change‐point model for longitudinal data: An application to the study of cognitive changes in preclinical alzheimer's disease," Biometrics, The International Biometric Society, vol. 71(3), pages 625-635, September.
  59. Oh, Man-Suk & Park, Eun Sug & So, Beong-Soo, 2016. "Bayesian variable selection in binary quantile regression," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 177-181.
  60. Jesus regstdpo-Cuaresma & Neil Foster & Robert Stehrer, 2011. "Determinants of Regional Economic Growth by Quantile," Regional Studies, Taylor & Francis Journals, vol. 45(6), pages 809-826.
  61. Mohit Batham & Soudeh Mirghasemi & Mohammad Arshad Rahman & Manini Ojha, 2021. "Modeling and Analysis of Discrete Response Data: Applications to Public Opinion on Marijuana Legalization in the United States," Papers 2109.10122, arXiv.org, revised May 2023.
  62. Li, Dan & Clements, Adam & Drovandi, Christopher, 2023. "A Bayesian approach for more reliable tail risk forecasts," Journal of Financial Stability, Elsevier, vol. 64(C).
  63. Marco Bottone & Lea Petrella & Mauro Bernardi, 2021. "Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(3), pages 1079-1107, September.
  64. Korobilis, Dimitris, 2015. "Quantile forecasts of inflation under model uncertainty," SIRE Discussion Papers 2015-72, Scottish Institute for Research in Economics (SIRE).
  65. Angela Noufaily & M. C. Jones, 2013. "Parametric quantile regression based on the generalized gamma distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 62(5), pages 723-740, November.
  66. Stella W. Self & Christopher S. McMahan & Brook T. Russell, 2021. "Identifying meteorological drivers of PM2.5 levels via a Bayesian spatial quantile regression," Environmetrics, John Wiley & Sons, Ltd., vol. 32(5), August.
  67. Yuzhu Tian & Er’qian Li & Maozai Tian, 2016. "Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates," Computational Statistics, Springer, vol. 31(3), pages 1031-1057, September.
  68. Rong Tang & Yun Yang, 2022. "Bayesian inference for risk minimization via exponentially tilted empirical likelihood," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(4), pages 1257-1286, September.
  69. Reiss Philip T. & Huang Lei, 2012. "Smoothness Selection for Penalized Quantile Regression Splines," The International Journal of Biostatistics, De Gruyter, vol. 8(1), pages 1-27, May.
  70. Yanxue Liu & Changlu Qiao, 2023. "Partitioning Evapotranspiration in a Cotton Field under Mulched Drip Irrigation Based on the Water-Carbon Fluxes Coupling in an Arid Region in Northwestern China," Agriculture, MDPI, vol. 13(6), pages 1-16, June.
  71. David Kohns & Tibor Szendrei, 2020. "Horseshoe Prior Bayesian Quantile Regression," Papers 2006.07655, arXiv.org, revised Mar 2021.
  72. Petrella, Lea & Raponi, Valentina, 2019. "Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 70-84.
  73. Hanze Zhang & Yangxin Huang, 2020. "Quantile regression-based Bayesian joint modeling analysis of longitudinal–survival data, with application to an AIDS cohort study," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(2), pages 339-368, April.
  74. Li, Z. & Hurn, A.S. & Clements, A.E., 2017. "Forecasting quantiles of day-ahead electricity load," Energy Economics, Elsevier, vol. 67(C), pages 60-71.
  75. Manh Cuong Dong & Cathy W. S. Chen & Manabu Asai, 2023. "Bayesian non‐linear quantile effects on modelling realized kernels," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 981-995, January.
  76. Chen, Cathy W.S. & Gerlach, Richard & Wei, D.C.M., 2009. "Bayesian causal effects in quantiles: Accounting for heteroscedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1993-2007, April.
  77. Anil K. Bera & Antonio F. Galvao Jr. & Gabriel V. Montes-Rojas & Sung Y. Park, 2014. "Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression," World Scientific Book Chapters, in: Kaddour Hadri & William Mikhail (ed.), Econometric Methods and Their Applications in Finance, Macro and Related Fields, chapter 7, pages 167-199, World Scientific Publishing Co. Pte. Ltd..
  78. Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2021. "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Empirical Economics, Springer, vol. 60(1), pages 227-259, January.
  79. Francisco J. Rubio & Keming Yu, 2017. "Flexible objective Bayesian linear regression with applications in survival analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(5), pages 798-810, April.
  80. Dries Benoit & Rahim Alhamzawi & Keming Yu, 2013. "Bayesian lasso binary quantile regression," Computational Statistics, Springer, vol. 28(6), pages 2861-2873, December.
  81. Xuejun Jiang & Yunxian Li & Aijun Yang & Ruowei Zhou, 2020. "Bayesian semiparametric quantile regression modeling for estimating earthquake fatality risk," Empirical Economics, Springer, vol. 58(5), pages 2085-2103, May.
  82. Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018. "Économétrie & Machine Learning," Working Papers hal-01568851, HAL.
  83. A. Aghamohammadi & S. Mohammadi, 2017. "Bayesian analysis of penalized quantile regression for longitudinal data," Statistical Papers, Springer, vol. 58(4), pages 1035-1053, December.
  84. Zijian Zeng & Meng Li, 2020. "Bayesian Median Autoregression for Robust Time Series Forecasting," Papers 2001.01116, arXiv.org, revised Dec 2020.
  85. Meligkotsidou, Loukia & Vrontos, Ioannis D. & Vrontos, Spyridon D., 2009. "Quantile regression analysis of hedge fund strategies," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 264-279, March.
  86. Mauro Bernardi & Leopoldo Catania, 2016. "Comparison of Value-at-Risk models using the MCS approach," Computational Statistics, Springer, vol. 31(2), pages 579-608, June.
  87. Sriram, Karthik, 2015. "A sandwich likelihood correction for Bayesian quantile regression based on the misspecified asymmetric Laplace density," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 18-26.
  88. Bhattacharya, Indrabati & Ghosal, Subhashis, 2021. "Bayesian multivariate quantile regression using Dependent Dirichlet Process prior," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
  89. Liu Yuan & Bottai Matteo, 2009. "Mixed-Effects Models for Conditional Quantiles with Longitudinal Data," The International Journal of Biostatistics, De Gruyter, vol. 5(1), pages 1-24, November.
  90. Chang-Sheng Liu & Han-Ying Liang, 2023. "Bayesian empirical likelihood of quantile regression with missing observations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(3), pages 285-313, April.
  91. Gareth W. Peters, 2018. "General Quantile Time Series Regressions for Applications in Population Demographics," Risks, MDPI, vol. 6(3), pages 1-47, September.
  92. Cathy W. S. Chen & Mike K. P. So & Thomas C. Chiang, 2016. "Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach," The Japanese Economic Review, Springer, vol. 67(1), pages 96-124, March.
  93. Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves, 2022. "The global financial cycle and macroeconomic tail risks," Discussion Papers 43/2022, Deutsche Bundesbank.
  94. Xiaocang Xu & Zhiming Xu & Linhong Chen & Chang Li, 2019. "How Does Industrial Waste Gas Emission Affect Health Care Expenditure in Different Regions of China: An Application of Bayesian Quantile Regression," IJERPH, MDPI, vol. 16(15), pages 1-12, August.
  95. Zongwu Cai & Chaoqun Ma & Xianhua Mi, 2020. "Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202016, University of Kansas, Department of Economics, revised Sep 2020.
  96. Maria Marino & Alessio Farcomeni, 2015. "Linear quantile regression models for longitudinal experiments: an overview," METRON, Springer;Sapienza Università di Roma, vol. 73(2), pages 229-247, August.
  97. Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Model Averaging for High Dimensional Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics, revised Jan 2023.
  98. Lane F. Burgette & Jerome P. Reiter, 2012. "Modeling Adverse Birth Outcomes via Confirmatory Factor Quantile Regression," Biometrics, The International Biometric Society, vol. 68(1), pages 92-100, March.
  99. Duncan Lee & Tereza Neocleous, 2010. "Bayesian quantile regression for count data with application to environmental epidemiology," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 59(5), pages 905-920, November.
  100. Alexander März & Nadja Klein & Thomas Kneib & Oliver Musshoff, 2016. "Analysing farmland rental rates using Bayesian geoadditive quantile regression," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 43(4), pages 663-698.
  101. David B. Dunson & M. Watson & Jack A. Taylor, 2003. "Bayesian Latent Variable Models for Median Regression on Multiple Outcomes," Biometrics, The International Biometric Society, vol. 59(2), pages 296-304, June.
  102. Hirbod Assa & Nikolay Gospodinov, 2017. "A Robust Approach to Hedging and Pricing in Imperfect Markets," Risks, MDPI, vol. 5(3), pages 1-20, July.
  103. Xiaowen Dai & Libin Jin & Lei Shi, 2023. "Quantile regression in random effects meta-analysis model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(2), pages 469-492, June.
  104. Torossian, Léonard & Picheny, Victor & Faivre, Robert & Garivier, Aurélien, 2020. "A review on quantile regression for stochastic computer experiments," Reliability Engineering and System Safety, Elsevier, vol. 201(C).
  105. Dengluan Dai & Anmin Tang & Jinli Ye, 2023. "High-Dimensional Variable Selection for Quantile Regression Based on Variational Bayesian Method," Mathematics, MDPI, vol. 11(10), pages 1-22, May.
  106. Yun Yang & Surya T. Tokdar, 2017. "Joint Estimation of Quantile Planes Over Arbitrary Predictor Spaces," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(519), pages 1107-1120, July.
  107. Wen Chang, Hao & Chang, Tsangyao, 2023. "How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  108. Tian, Yuzhu & Zhu, Qianqian & Tian, Maozai, 2016. "Estimation of linear composite quantile regression using EM algorithm," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 183-191.
  109. Yuta Kurose & Yasuhiro Omori, 2012. "Bayesian Analysis of Time-Varying Quantiles Using a Smoothing Spline," CIRJE F-Series CIRJE-F-845, CIRJE, Faculty of Economics, University of Tokyo.
  110. Brian J. Reich & Luke B. Smith, 2013. "Bayesian Quantile Regression for Censored Data," Biometrics, The International Biometric Society, vol. 69(3), pages 651-660, September.
  111. Yue, Yu Ryan & Rue, Håvard, 2011. "Bayesian inference for additive mixed quantile regression models," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 84-96, January.
  112. Fuzi, Mohd Fadzli Mohd & Jemain, Abdul Aziz & Ismail, Noriszura, 2016. "Bayesian quantile regression model for claim count data," Insurance: Mathematics and Economics, Elsevier, vol. 66(C), pages 124-137.
  113. Fabrizi, Enrico & Salvati, Nicola & Trivisano, Carlo, 2020. "Robust Bayesian small area estimation based on quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 145(C).
  114. Matthew W. Wheeler & A. John Bailer & Tarah Cole & Robert M. Park & Kan Shao, 2017. "Bayesian Quantile Impairment Threshold Benchmark Dose Estimation for Continuous Endpoints," Risk Analysis, John Wiley & Sons, vol. 37(11), pages 2107-2118, November.
  115. Lihua Lei & Emmanuel J. Candès, 2021. "Conformal inference of counterfactuals and individual treatment effects," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(5), pages 911-938, November.
  116. Yingying Hu & Huixia Judy Wang & Xuming He & Jianhua Guo, 2021. "Bayesian joint-quantile regression," Computational Statistics, Springer, vol. 36(3), pages 2033-2053, September.
  117. Tony Lancaster & Sung Jae Jun, 2010. "Bayesian quantile regression methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 287-307.
  118. Yuzhu Tian & Manlai Tang & Maozai Tian, 2016. "A class of finite mixture of quantile regressions with its applications," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(7), pages 1240-1252, July.
  119. Bernardi, Mauro & Bottone, Marco & Petrella, Lea, 2018. "Bayesian quantile regression using the skew exponential power distribution," Computational Statistics & Data Analysis, Elsevier, vol. 126(C), pages 92-111.
  120. Cathy Chen & Richard Gerlach, 2013. "Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity," Computational Statistics, Springer, vol. 28(3), pages 1103-1131, June.
  121. Seongil Jo & Taeyoung Roh & Taeryon Choi, 2016. "Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(1), pages 177-206, March.
  122. Tian, Yuzhu & Song, Xinyuan, 2020. "Bayesian bridge-randomized penalized quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
  123. D. F. Benoit & D. Van Den Poel, 2009. "Benefits of Quantile Regression for the Analysis of Customer Lifetime Value in a Contractual Setting: An Application in Financial Services," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/551, Ghent University, Faculty of Economics and Business Administration.
  124. Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
  125. Xiaochun Liu, 2016. "Markov switching quantile autoregression," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(4), pages 356-395, November.
  126. Chen, Qian & Gerlach, Richard & Lu, Zudi, 2012. "Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3498-3516.
  127. Jang, Woosung & Wang, Huixia Judy, 2015. "A semiparametric Bayesian approach for joint-quantile regression with clustered data," Computational Statistics & Data Analysis, Elsevier, vol. 84(C), pages 99-115.
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