Bayesian composite quantile regression for the single-index model

By using a Gaussian process prior and a location-scale mixture representation of the asymmetric Laplace distribution, we develop a Bayesian analysis for the composite quantile single-index regression model. The posterior distributions for the unknown parameters are derived, and the Markov chain Mont...

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Detalles Bibliográficos
Autores principales: Yuan, Xiaohui, Xiang, Xuefei, Zhang, Xinran
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10171657/
https://www.ncbi.nlm.nih.gov/pubmed/37163496
http://dx.doi.org/10.1371/journal.pone.0285277
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author Yuan, Xiaohui
Xiang, Xuefei
Zhang, Xinran
author_facet Yuan, Xiaohui
Xiang, Xuefei
Zhang, Xinran
author_sort Yuan, Xiaohui
collection PubMed
description By using a Gaussian process prior and a location-scale mixture representation of the asymmetric Laplace distribution, we develop a Bayesian analysis for the composite quantile single-index regression model. The posterior distributions for the unknown parameters are derived, and the Markov chain Monte Carlo sampling algorithms are also given. The proposed method is illustrated by three simulation examples and a real dataset.
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spelling pubmed-101716572023-05-11 Bayesian composite quantile regression for the single-index model Yuan, Xiaohui Xiang, Xuefei Zhang, Xinran PLoS One Research Article By using a Gaussian process prior and a location-scale mixture representation of the asymmetric Laplace distribution, we develop a Bayesian analysis for the composite quantile single-index regression model. The posterior distributions for the unknown parameters are derived, and the Markov chain Monte Carlo sampling algorithms are also given. The proposed method is illustrated by three simulation examples and a real dataset. Public Library of Science 2023-05-10 /pmc/articles/PMC10171657/ /pubmed/37163496 http://dx.doi.org/10.1371/journal.pone.0285277 Text en © 2023 Yuan et al https://creativecommons.org/licenses/by/4.0/This is an open access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0/) , which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
spellingShingle Research Article
Yuan, Xiaohui
Xiang, Xuefei
Zhang, Xinran
Bayesian composite quantile regression for the single-index model
title Bayesian composite quantile regression for the single-index model
title_full Bayesian composite quantile regression for the single-index model
title_fullStr Bayesian composite quantile regression for the single-index model
title_full_unstemmed Bayesian composite quantile regression for the single-index model
title_short Bayesian composite quantile regression for the single-index model
title_sort bayesian composite quantile regression for the single-index model
topic Research Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10171657/
https://www.ncbi.nlm.nih.gov/pubmed/37163496
http://dx.doi.org/10.1371/journal.pone.0285277
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AT zhangxinran bayesiancompositequantileregressionforthesingleindexmodel

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