Bayesian quantile regression

Statistics and Probability Letters - Tập 54 Số 4 - Trang 437-447 - 2001
Keming Yu1, Rana Moyeed1
1Department of Mathematics and Statistics, University of Plymouth, Drake Circus, Plymouth PL4 8AA, UK#TAB#

Tóm tắt

Từ khóa


Tài liệu tham khảo

Buchinsky, 1998, Recent advances in quantile regression models, J. Hum. Res., 33, 88, 10.2307/146316

Cole, 1992, Smoothing reference centile curves: LMS method and penalized likelihood, Statist. Medic., 11, 1305, 10.1002/sim.4780111005

Fatti, 1998, Bayesian updating in reference centile charts, J. R. Statist. Soc. A, 161, 103, 10.1111/1467-985X.00092

Gilks, 1996, Introducing Markov chain Monte Carlo., 1

He, 1998, Bivaraite quantile smoothing splines, J. R. Statist. Soc. B, 60, 537, 10.1111/1467-9868.00138

Huber, 1981

Isaacs, 1983, Serum Immunoglobin concentrations in preschool children measured by laser nephelometry: reference ranges for IgG, IgA, IgM, J. Clin. Pathol., 36, 1193, 10.1136/jcp.36.10.1193

Koenker, 1978, Regression quantiles, Econometrica, 46, 33, 10.2307/1913643

Koenker, 1999, Goodness of fit and related inference processes for quantile regression, J. Amer. Statist. Assoc., 94, 1296, 10.2307/2669943

Royston, 1994, Regression using fractional polynomials of continuous covariates: parsimonious parametric modelling (with discussion), Appl. Statist., 43, 429, 10.2307/2986270

Venables, 2000

Yu, 1998, Local linear regression quantile estimation, J. Amer. Statist. Assoc., 93, 228, 10.2307/2669619