The Bayesian regularized quantile varying coefficient model

F Zhou, J Ren, S Ma, C Wu - Computational Statistics & Data Analysis, 2023 - Elsevier
The quantile varying coefficient (VC) model can flexibly capture dynamical patterns of
regression coefficients. In addition, due to the quantile check loss function, it is robust …

[HTML][HTML] Globally adaptive quantile regression with ultra-high dimensional data

Q Zheng, L Peng, X He - Annals of statistics, 2015 - ncbi.nlm.nih.gov
Quantile regression has become a valuable tool to analyze heterogeneous covaraite-
response associations that are often encountered in practice. The development of quantile …

Shrinkage estimation of varying covariate effects based on quantile regression

L Peng, J Xu, N Kutner - Statistics and computing, 2014 - Springer
Varying covariate effects often manifest meaningful heterogeneity in covariate-response
associations. In this paper, we adopt a quantile regression model that assumes linearity at a …

Interquantile shrinkage and variable selection in quantile regression

L Jiang, HD Bondell, HJ Wang - Computational statistics & data analysis, 2014 - Elsevier
Examination of multiple conditional quantile functions provides a comprehensive view of the
relationship between the response and covariates. In situations where quantile slope …

Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection

Q Zheng, L Peng - Communications in Statistics-Theory and …, 2017 - Taylor & Francis
Quantile regression provides a flexible platform for evaluating covariate effects on different
segments of the conditional distribution of response. As the effects of covariates may change …

High-dimensional variable selection for quantile regression based on variational bayesian method

D Dai, A Tang, J Ye - Mathematics, 2023 - mdpi.com
The quantile regression model is widely used in variable relationship research of moderate
sized data, due to its strong robustness and more comprehensive description of response …

Robust scalar-on-function partial quantile regression

U Beyaztas, M Tez, H Lin Shang - Journal of Applied Statistics, 2024 - Taylor & Francis
Compared with the conditional mean regression-based scalar-on-function regression
model, the scalar-on-function quantile regression is robust to outliers in the response …

Bayesian bridge-randomized penalized quantile regression

Y Tian, X Song - Computational statistics & data analysis, 2020 - Elsevier
Quantile regression (QR) is an ideal alternative for depicting the conditional quantile
functions of a response variable when the conditions of linear regression are unavailable …

Parametric modeling of quantile regression coefficient functions with longitudinal data

P Frumento, M Bottai… - Journal of the American …, 2021 - Taylor & Francis
In ordinary quantile regression, quantiles of different order are estimated one at a time. An
alternative approach, which is referred to as quantile regression coefficients modeling …

Support vector quantile regression with varying coefficients

J Shim, C Hwang, K Seok - Computational Statistics, 2016 - Springer
Quantile regression has received a great deal of attention as an important tool for modeling
statistical quantities of interest other than the conditional mean. Varying coefficient models …